Calculus of Variations and Geometric Measure Theory

P. Bonicatto - G. Ciampa - G. Crippa

A regularity result for the Fokker-Planck equation with non-smooth drift and diffusion

created by bonicatto on 23 Dec 2025

[BibTeX]

Published Paper

Inserted: 23 dec 2025
Last Updated: 23 dec 2025

Journal: Nonlinear Anal. Theory Method Appl.
Volume: 254
Year: 2025

ArXiv: 2310.12625 PDF

Abstract:

The goal of this paper is to study weak solutions of the Fokker-Planck equation. We first discuss existence and uniqueness of weak solutions in an irregular context, providing a unified treatment of the available literature along with some extensions. Then, we prove a regularity result for distributional solutions under suitable integrability assumptions, relying on a new, simple commutator estimate in the spirit of DiPerna-Lions' theory of renormalized solutions for the transport equation. Our result is somehow transverse to Theorem 4.3 of 15: on the diffusion matrix we relax the assumption of Lipschitz regularity in time at the price of assuming Sobolev regularity in space, and we prove the regularity (and hence the uniqueness) of distributional solutions to the Fokker-Planck equation.