arXiv:1311.4635 [math.AP]AbstractReferencesReviewsResources
THE Fokker-Planck Equation With Absorbing Boundary Conditions
Hyung Ju Hwang, Juhi Jang, Juan J. L. Velazquez
Published 2013-11-19Version 1
We study the initial-boundary value problem for the Fokker-Planck equation in an interval with absorbing boundary conditions. We develop a theory of well-posedness of classical solutions for the problem. We also prove that the resulting solutions decay exponentially for long times. To prove these results we obtain several crucial estimates, which include hypoellipticity away from the singular set for the Fokker-Planck equation with absorbing boundary conditions, as well as the Holder continuity of the solutions up to the singular set.
Categories: math.AP
Keywords: absorbing boundary conditions, fokker-planck equation, singular set, initial-boundary value problem, holder continuity
Tags: journal article
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