[LIBRO][B] Fokker–Planck–Kolmogorov Equations

VI Bogachev, NV Krylov, M Röckner, SV Shaposhnikov - 2022 - books.google.com
This book gives an exposition of the principal concepts and results related to second order
elliptic and parabolic equations for measures, the main examples of which are Fokker …

Ornstein–Uhlenbeck operators and semigroups

VI Bogachev - Russian Mathematical Surveys, 2018 - iopscience.iop.org
This survey gives an account of the state of the art of the theory of Ornstein–Uhlenbeck
operators and semigroups. The domains of definition and the spectra of such operators are …

An entropic approach for Hamiltonian Monte Carlo: the idealized case

P Monmarché - The Annals of Applied Probability, 2024 - projecteuclid.org
Quantitative long-time entropic convergence and short-time regularization are established
for an idealized Hamiltonian Monte Carlo chain which alternatively follows an Hamiltonian …

[HTML][HTML] Distances between transition probabilities of diffusions and applications to nonlinear Fokker–Planck–Kolmogorov equations

VI Bogachev, M Röckner, SV Shaposhnikov - Journal of Functional …, 2016 - Elsevier
We estimate the total variation and Kantorovich distances between transition probabilities of
two diffusions with different diffusion matrices and drifts via a natural quadratic distance …

Principal feature detection via ϕ-Sobolev inequalities

MTC Li, Y Marzouk, O Zahm - Bernoulli, 2024 - projecteuclid.org
Principal feature detection via phi-Sobolev inequalities Page 1 Bernoulli 30(4), 2024, 2979–3003
https://doi.org/10.3150/23-BEJ1702 Principal feature detection via φ-Sobolev inequalities …

Generalized Γ calculus and application to interacting particles on a graph

P Monmarché - Potential Analysis, 2019 - Springer
The classical Bakry-Émery calculus is extended to study, for degenerated (non-elliptic, non-
reversible, or non-diffusive) Markov processes, questions such as hypoellipticity …

Sharp entropy decay for hypocoercive and non-symmetric Fokker-Planck equations with linear drift

A Arnold, J Erb - arxiv preprint arxiv:1409.5425, 2014 - arxiv.org
We investigate the existence of steady states and exponential decay for hypocoercive
Fokker--Planck equations on the whole space with drift terms that are linear in the position …

Large-time behavior in non-symmetric Fokker-Planck equations

F Achleitner, A Arnold, D Stürzer - arxiv preprint arxiv:1506.02470, 2015 - arxiv.org
We consider three classes of linear non-symmetric Fokker-Planck equations having a
unique steady state and establish exponential convergence of solutions towards the steady …

[HTML][HTML] Convergence in variation of solutions of nonlinear Fokker–Planck–Kolmogorov equations to stationary measures

VI Bogachev, M Röckner, SV Shaposhnikov - Journal of Functional …, 2019 - Elsevier
We study convergence in variation of probability solutions of nonlinear Fokker–Planck–
Kolmogorov equations to stationary solutions. We obtain sufficient conditions for the …

[HTML][HTML] Long-time behaviour and propagation of chaos for mean field kinetic particles

P Monmarché - Stochastic Processes and their Applications, 2017 - Elsevier
The trend to equilibrium in large time is studied for a large particle system associated to a
Vlasov–Fokker–Planck equation in the presence of a convex external potential, without …