Existence and uniqueness of classical solutions to certain nonlinear integro-differential Fokker-Planck type equations.
We study a free energy computation procedure, introduced in [Darve and Pohorille, J. Chem. Phys.115 (2001) 9169–9183; Hénin and Chipot, J. Chem. Phys.121 (2004) 2904–2914], which relies on the long-time behavior of a nonlinear stochastic differential equation. This nonlinearity comes from a conditional expectation computed with respect to one coordinate of the solution. The long-time convergence of the solutions to this equation has been proved in [Lelièvre et al., Nonlinearity21 (2008) 1155–1181],...