Fokker-Planck equation in bounded domain

Abstract

We study the existence and the uniqueness of a solution $\fy$ to the linear Fokker-Planck equation $-Δ\fy + ÷(\fy \F) = f$ in a bounded domain of ${\mathbb{R}}^d$ 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.