The Fokker-Planck Equation with Absorbing Boundary Conditions in Bounded Domains
The Fokker-Planck Equation with Absorbing Boundary Conditions in Bounded Domains
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有界域中具有吸收边界条件的福克-普朗克方程
DOI:
10.1137/16m1109928
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发表时间:
2018
期刊:
影响因子:
--
通讯作者:
Jaewoo Jung
中科院分区:
文献类型:
--
作者:
H. Hwang;J. Jang;Jaewoo Jung
In this paper, we study the initial-boundary value problem of the Fokker--Planck equation with absorbing boundary conditions in multidimensional bounded domains. First, we establish a well-posedness theory by constructing a solution for the regularized equation and passing to the limit by uniform $L^{1}$ and $L^{\infty }$ estimates. Second, for a general multidimensional domain with a smooth boundary, we show that the solution is smooth far from the singular set and locally Holder continuous up to the singular set.