ar X iv : 0 90 4 . 26 45 v 1 [ m at h . C A ] 1 7 A pr 2 00 9 FOKKER - PLANCK EQUATION IN BOUNDED DOMAIN by Laurent CHUPIN
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چکیده
We study the existence and the uniqueness of a solution φ to the linear Fokker-Planck equation −∆φ+ div(φF) = f in a bounded domain of R when F is a “confinement” vector field acting for instance like the inverse of the distance to the boundary. An illustration of the obtained results is given within the framework of fluid mechanics and polymer flows. Equation de Fokker-Planck dans un domaine borné Résumé. On étudie l’existence et l’unicité de solution φ à l’équation de Fokker-Planck linéaire −∆φ+ div(φF) = f sur un domaine borné de R lorsque F est un champ de vecteurs “confinant” par exemple comme l’inverse de la distance au bord. Une illustration des résultats obtenus est donnée dans le cadre de la mécanique des fluides et des écoulements de polymères.
منابع مشابه
ar X iv : 0 90 7 . 41 78 v 1 [ m at h . PR ] 2 3 Ju l 2 00 9 An Introduction to Stochastic PDEs
2 Some Motivating Examples 2 2.1 A model for a random string (polymer) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 2.2 The stochastic Navier-Stokes equations . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 2.3 The stochastic heat equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 2.4 What have we learned? . . . . . . . . . . . . . . . . . . . . . ...
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تاریخ انتشار 2009