Convergence to equilibrium for Fokker-Planck equation with a general force field
Mamadou Ndao

TL;DR
This paper investigates the long-term convergence of solutions to the Fokker-Planck equation with a general force field, not necessarily derived from a potential, using operator splitting and Krein-Rutmann theory.
Contribution
It extends convergence results to Fokker-Planck equations with non-potential force fields through a novel operator splitting approach.
Findings
Proves convergence to equilibrium for general force fields.
Utilizes Krein-Rutmann theory in the analysis.
Provides a framework for non-potential force field cases.
Abstract
The aim of this paper is to study the convergence of the solution of the Fokker-Planck equation to the associated stationary state when time goes to infinity. The force field which we consider here is of a general structure, that is it may not derive from a potential. The proof is based on an adequate splitting L = B+A of the Fokker-Planck operator L and the use of Krein-Rutmann theory.
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Taxonomy
TopicsSpectral Theory in Mathematical Physics · Advanced Thermodynamics and Statistical Mechanics · Stochastic processes and financial applications
