Local and global solution for a nonlocal Fokker-Planck equation related to the adaptive biasing force process

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Abstract

We prove global existence, uniqueness and regularity of the mild, Lp 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.

Original languageEnglish
Pages (from-to)7032-7058
Number of pages27
JournalJournal of Differential Equations
Volume260
Issue number9
DOIs
Publication statusPublished - 5 May 2016

Keywords

  • Adaptive biasing force
  • Fokker-Planck
  • Nonlocal nonlinearity

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