Article ID Journal Published Year Pages File Type
4609599 Journal of Differential Equations 2016 27 Pages PDF
Abstract

We prove global existence, uniqueness and regularity of the mild, LpLp and classical solution of a non-linear Fokker–Planck equation arising in an adaptive importance sampling method for molecular dynamics calculations. The non-linear term is related to a conditional expectation, and is thus non-local. The proof uses tools from the theory of semigroups of linear operators for the local existence result, and an a priori estimate based on a supersolution for the global existence result.

Related Topics
Physical Sciences and Engineering Mathematics Analysis
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