Abstract
Using an operator approach, we discuss stationary solutions to Fokker-Planck equations and systems with nonlinear reaction terms. The existence of solutions is obtained by using Banach, Schauder and Schaefer fixed point theorems, and for systems by means of Perov’s fixed point theorem. Using the Ekeland variational principle, it is proved that the unique solution of the problem minimizes the energy functional, and in case of a system that it is the Nash equilibrium of the energy functionals associated to the component equations.
Authors
Radu Precup
Department of Mathematics Babes-Bolyai University, Cluj-Napoca, Romania
Paola Rubbioni
Department of Mathematics and Computer Science, University of Perugia, Perugia, Italy
Keywords
Elliptic equation; Reaction-diffusion equation; Semi-linear Fokker-Planck equation; Fixed point; Variational method; Nash type equilibrium
Paper coordinates
R. Precup, P. Rubbioni, Stationary solutions of Fokker-Planck equations with nonlinear reaction terms in bounded domains, Potential Analysis, 57 (2022), 181–199, https://doi.org/10.1007/s11118-021-09911-6
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About this paper
Print ISSN
0926-2601
Online ISSN
1572-929X
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[1] Barbu, V.: Generalized solutions to nonlinear Fokker-Planck equations. J. Differ. Equat. 261, 2446–2471 (2016), MathSciNet Article Google Scholar
[2] Bengfort, M., Malchow, H., Hilker, F.M.: The Fokker–Planck law of diffusion and pattern formation in heterogeneous environments. J. Math. Biol. 73, 683–704 (2016), MathSciNet Article Google Scholar
[3] Brezis, H.: Functional Analysis, Sobolev Spaces and Partial Differential Equations. Springer, New York (2011), MATH Google Scholar
[4] Bogachev, V.I., Krylov, N.V., Röckner, M., Shaposhnikov, S.V.: Fokker–Planck–Kolmogorov Equations. Amer. Math. Soc., Providence, Rhode Island (2015), Book Google Scholar
[5] Cardinali, T., Precup, R., Rubbioni, P.: A unified existence theory for evolution equations and systems under nonlocal conditions. J. Math. Anal. Appl. 432, 1039–1057 (2015), MathSciNet Article Google Scholar
[6] Cardinali, T., Precup, R., Rubbioni, P.: Heterogeneous vectorial fixed point theorems. Mediterr. J. Math. 14(2), Art. 83, 12 (2017), MathSciNet Article Google Scholar
[7] Chupin, L.: Fokker-planck equation in bounded domain. Ann. Inst. Fourier, Grenoble 60, 217–255 (2010), MathSciNet Article Google Scholar
[8] de Figueiredo, D.G.: Lectures on the Ekeland variational principle with applications and detours, Tata Institute of Fundamental Research, Bombay Lectures on Mathematics and Physics-Mathematics, vol. 81. Springer, Berlin (1989), Google Scholar
[9] Droniou, J.: Non-coercive elliptic problems. Potential Anal. 17, 181–203 (2002), MathSciNet Article Google Scholar
[10] Ekeland, I.: On the variational principle. J. Math. Anal. Appl. 47, 324–353 (1974), MathSciNet Article Google Scholar
[11] Franck, T.D.: Nonlinear Fokker-Planck Equations. Fundamentals and Applications. Springer, Berlin (2005), Google Scholar
[12] Jebelean, P., Precup, R.: Poincaré inequalities in reflexive cones. Appl. Math. Lett. 24, 359–363 (2011), MathSciNet Article Google Scholar
[13] Markowich, P.A., Villani, C.: On the trend to equilibrium for the Fokker-Planck equation: an interplay between physics and functional analysis. Matematica Contemporanea (SBM) 19, 1–31 (2000), MathSciNet MATH Google Scholar
[14] Mikhlin, S.G.: Linear Partial Differential Equations. Vysshaya Shkola, Moscow (1977). [in Russian], Google Scholar
[15] Okubo, A., Levin, S.A.: Diffusion and Ecological Problems: Modern Perspectives, Interdisciplinary Applied Mathematics, 2nd edn., vol. 14. Springer, New York (2001), Book Google Scholar
[16] Precup, R.: Nash-type equilibria and periodic solutions to nonvariational systems. Adv. Nonlinear Anal. 3, 197–207 (2014), MathSciNet MATH Google Scholar
[17] Precup, R.: Linear and Semilinear Partial Differential Equations. De Gruyter, Berlin (2013), MATH Google Scholar
[18] Precup, R.: The role of matrices that are convergent to zero in the study of semilinear operator systems. Math. Comput. Modelling 49(3-4), 703–708 (2009), MathSciNet Article Google Scholar
[19] Risken, H.: The Fokker-Planck Equation: Methods of Solution and Applications. Springer, Berlin (1996), Book Google Scholar
[20] Sattin, F.: Fick’s law and Fokker-Planck equation in inhomogeneous environments. Phys. Lett. A 372(22), 3941–3945 (2008), MathSciNet Article Google Scholar
[21] Zeidler, E.: Applied Functional Analysis: Applications to Mathematical Physics. Springer, Berlin (1995), Book Google Scholar
Paper (preprint) in HTML form
Stationary solutions of Fokker-Planck equations with nonlinear reaction terms in bounded domains
Abstract: Using an operator approach, we discuss stationary solutions to Fokker-Planck equations and systems with nonlinear reaction terms. The existence of solutions is obtained by using Banach, Schauder and Schaefer fixed point theorems, and for systems by means of Perov’s fixed point theorem. Using the Ekeland variational principle, it is proved that the unique solution of the problem minimizes the energy functional, and in case of a system that it is the Nash equilibrium of the energy functionals associated to the component equations.
Key words: elliptic equation, reaction-diffusion equation, semi-linear Fokker-Planck equation, fixed point, variational method, Nash type equilibrium.
Mathematics Subject Classification: 35J60, 47H30, 47J05
1 Introduction
The Fokker-Planck equation arises as a mathematical model in many areas of physics and biology, mostly connected with the analysis of random phenomena (see, e.g., [1, 2, 4, 15, 19, 20]). It has the form
where is a symmetric (diffusion) matrix, is a given vector field, is the source term, and is a probability distribution. It is the continuity equation
for the flux density involving both diffusion, by the term and drift, by In case that where is the identity matrix and is a constant, the equation reads
We consider the semi-linear case, where the source term is a reaction term depending on the state, namely equations of the form
The reaction term can be very general and nonlocal both in time and space. In particular, the cases of the equations with memory and of integral-differential equations are included. The reaction term can involve power-type nonlinearities, or rational functions simulating the saturation effect and making the equation a self-limiting model (see [2]).
In this paper, we consider only the stationary equation in a smooth bounded domain with a potential flow where and is a sufficiently smooth function, let it be in , having a number of properties as shown below, but which could be very irregular near the boundary. Thus we consider the following semi-linear problem
(1.1) |
Assuming that and making the substitution with
the above problem becomes
(1.2) |
where leading to the study of renormalized solutions in a special weighted space.
We also consider systems of such equations modeling the evolution of many randomly diffusing particles. This is the case of chemical reactions involving several reagents that react and diffuse simultaneously.
Compared to other approaches in the literature (see [4, 7, 9, 11, 13, 19]), our approach is essentially based on the theory of nonlinear operators and by this, the specificity of the subject is brought inside the unifying nonlinear functional analysis. We first consider the solution operator associated to the non-homogeneous problem, which is defined by using the general theory of positive-define self-adjoint linear operators, and next its composition with the nonlinear mapping giving the right-hand side (nonlinearity) of the semi-linear problem. Then, joint suitable properties of the solution operator and nonlinearity allow us to make use of several fixed point principles: Banach’s fixed point theorem, which guarantees the existence and uniqueness of the solution, and its property of being a global minimum of the energy functional; Schauder’s and Schaefer’s fixed point theorems, which not only guarantee the existence of a solution, but also give its localization in terms of the energetic norm.
Our approach to reaction-diffusion systems of Fokker-Planck equations is based on the vector method that uses matrices instead of constants, vector-valued norms and Perov’s fixed point theorem (for the vector approach to nonlinear systems, see [5, 6, 16, 18]). In this case, the obtained solution is a Nash equilibrium of the energy functionals associated to the equations of the system. The variational properties of solutions are obtained by means of Ekeland’s principle.
2 Preliminaries. Linear Fokker-Planck equations
Our approach to linear Fokker-Planck equations makes use of the variational theory of positive-define symmetric linear operators (see [14, Ch. 4], or [21, Ch. 5]). The application of this theory to linear Fokker-Planck equations is detailed in this section.
2.1 The Fokker-Planck operator
Consider the Banach normalized weighted spaces
with norm
For we endow with the inner product and norm
Consider the linear operator in defined by
with the domain
where is the space of all functions in with compact support included in . For any and since one has Hence that is is well-defined. Also is dense in Indeed, if then and in view of the density of into there exists in a sequence with in Let be such that in and let
where Clearly Also
(2.1) |
Hence in if To show this, first note that
whence we have that the sequence is bounded from below by a positive number Then Next, in view of one has
Hence and from (2.1) it follows that in Therefore is densely defined on
The operator is symmetric. Indeed, since we have
Finally note that
for every that is the operator is strictly positive.
2.2 The energetic space
We may endow with two inner products
and the corresponding norms
Let (called the energetic space of ) be the completion of the prehilbertian space and let us use the same notations and for the corresponding maps extended by density to Since for all we have with dense and continuous embeddings. Recall that, from the construction of the completion, any element of can be seen as the limit in of a sequence of functions from which is fundamental with respect the norm and that this limit is common for all such sequences which are equivalent in the sense that If is a fundamental sequence in then there exist such that
Thus, if we denote
then we may say that for every
(2.2) | |||||
(2.3) |
Notice that the functional is only a semi-norm on To make it a norm, equivalent to the norm on we need a compactness assumption. To this aim, we state the following condition:
- (Cq)
-
The embedding is compact, i.e., any sequence of functions in which is bounded with respect to the norm has a subsequence that converges in
Clearly condition (Cq) implies that the embedding is also compact.
The next condition (H) gives an exact representation of the space and consequently, it is sufficient for (Cq) to hold for some values of
- (H)
-
There exists a constant such that
where gives the distance to the boundary i.e.
Proposition 2.1
If condition (H) is satisfied for a constant sufficiently small, then
(2.4) |
where and and are equivalent norms on
Proof. For any one has
Since , from (H) and Hardy’s inequality [3], we can estimate the last addendum of the previous identity as follows
Consequently
whence, if is small enough that we obtain
(2.5) |
where and As a result, for any sequence of functions which is fundamental with respect to the norm the sequence is fundamental with respect to the norm and conversely, if is fundamental with respect to the norm then the sequence is fundamental with respect to the norm This proves (2.4), while (2.5) together with the continuous embedding shows that and are equivalent norms on
Remark 2.1
The behavior on the boundary and the regularity of the solution with strongly depend on the behavior and regularity of Thus, under assumption (H), if then Indeed, from (H) one has where Now, since was assumed in
hence Furthermore,
Therefore For an exhaustive discussion of regularity of solutions we refer the reader to [4, Chapter 1].
2.3 The Poincaré inequality
Assume that condition (C2) holds. The space being reflexive (as a Hilbert space), one deduces from a result in paper [12] that
and the infimum is reached. From this, we have the Poincaré inequality
which ensures that is a norm on equivalent to the norm Let be the dual of If we identify to its dual, then we have
(2.6) |
where the last embedding is compact too. For and let be the value of the linear functional at In case that one has
Throughout the paper we assume that condition (C2) holds.
2.4 The solution operator
Returning to the operator for a fixed we define the weak solution of the stationary problem
(2.7) |
as being a function such that for every one has that In particular, if this identity becomes
From Riesz’s representation theorem, since is a continuous linear functional on it follows that problem (2.7) has a unique weak solution Thus we may define the solution operator
Recall that under condition (C2), the operator has a sequence of eigenvalues with and correspondingly a sequence of eigenfunctions, which is orthonormal and complete in Also the sequence is orthonormal and complete in and This yields the Fourier representation of the solution operator:
where the series converges in and
2.5 The energy functional
According to the variational theory of positive-define symmetric linear operators, for each fixed the functional
is and more exactly
Therefore the weak solution of problem (2.7) is the critical point of the energy functional
3 Semilinear Fokker-Planck equations
3.1 Existence and uniqueness via Banach’s fixed point theorem
Our first result is about the existence and uniqueness of the solution to the semilinear problem (1.2) and consequently to (1.1).
Let and be the canonical injections of the embeddings and respectively.
Notice that problem (1.2) is equivalent with the fixed point equation in In view of embeddings (2.6), we may discuss three cases:
-
•
maps into ;
-
•
maps into ; here by the composition we mean ;
-
•
maps into ; here by we mean .
Our first results are existence and uniqueness theorems, the first in terms of and the second in terms of .
Theorem 3.1
Problems (1.2) and (1.1) have unique weak solution and respectively, if one of the following conditions holds:
-
and there is a constant such that
-
and there is a constant such that
-
and there is a constant such that
Proof. (a) Under condition (a), for any one has
(3.1) |
and the conclusion follows from Banach’s contraction principle.
(b) In case that takes values in using the Poincaré inequality (2.9), we have
and the result follows from case (a) where
(c) This case reduces to (b) with since in virtue of (2.8), one has
3.2 Variational characterization of the solution
The next result gives a variational characterization of the solution guaranteed by the previous theorems.
Theorem 3.3
(j) Assume that is in case (a) of Theorem 3.1 and there is a -functional bounded from above on bounded sets and such that Then the unique solution of problem (1.2) is the unique minimum point of the energy functional
(3.4) |
Proof. (j) Since one has that the unique solution of (1.2) is the unique critical point of Let be a closed ball of the space with center at the origin and positive radius . Then, by (3.1) we immediately see that
(3.6) |
To prove that the solution minimizes we use the weak form of Ekeland’s variational principle [8, 10]. Note that the boundedness of guarantees the functional to be bounded from below on . Indeed, for any one has where for every Then, using the weak form of Ekeland’s variational principle, there is a minimizing sequence of elements in such that
(3.7) |
and
(3.8) |
for all For any fixed index choose
Using one has
Here, one has and by the invariance property (3.6), also belongs to . Since is convex, it follows that for every Replacing by into (3.15) and then dividing by yields
whence letting go to zero, one finds
that is
Hence
(3.9) |
Let From
and the contraction condition (3.1), we obtain
The sequence is a Cauchy sequence (as a convergent sequence). Consequently is a Cauchy sequence, hence convergent to some Now passing to the limit in (3.9) gives
Do to the fact that was taken arbitrary bigger than and to the uniqueness of the critical point of , we may conclude that minimizes on the whole space that is .
(jj) For we have and
It follows that Hence we are in case (j).
(jjj) Under the assumptions on the function satisfies the Carathéodory conditions and the growth inequality with which makes the Nemytskii operator associated to to act in In addition the functional
is on and for On the other hand, Now it is easy to check the equality Further, the functional is bounded from below on (where is like in case (j)) provided is small enough. In fact, thanks to (3.5), after some computations including the use of Poincaré’s inequality leading a constant we obtain an estimate of the type
This shows that is bounded from below if Therefore Ekeland’s principle applies as well in this case.
The next theorem gives the variational characterization of the solution of problem (1.1) and it is a direct consequence of the previous result just by making the change of variable .
Theorem 3.4
(k) Under the assumptions of Theorem 3.1, if in addition , where is a -functional, then the unique solution of problem (1.1) is the unique minimum point of the energy functional
(3.10) |
where
Remark 3.1
3.3 Existence via Schauder’s fixed point theorem
If instead of Lipschitz continuity, we only assume a linear growth condition, and we add compactness, then the existence of solutions still holds based on Schauder’s fixed point theorem.
As in the case of Section 3.1, we give results first in terms of and next in terms of .
Theorem 3.5
The problems (1.2) and (1.1) have at least one weak solution and respectively, if one of the following conditions holds:
-
is completely continuous and there are constants and such that
(3.12) -
is continuous, and there are constants and such that
(3.13) -
is continuous, and there are constants and such that
(3.14)
Proof. (a) The operator is completely continuous. In addition if then for every with one has
Hence the operator maps the closed ball of with center at the origin and radius into itself. The conclusion follows now from Schauder’s fixed point theorem.
(b) The condition (C2) implies that the embedding is compact, i.e. the injection is completely continuous. Also (3.13) shows that is bounded (maps bounded sets into bounded sets). Hence the operator is completely continuous as a composition of two bounded and continuous operators where one of them, namely is completely continuous. In addition, from Poincaré’s inequality and (3.13),
Hence (3.12) holds with and Thus we are in case (a).
(c) In this case, the operator is continuous from to In addition
Hence we are in case (b) with and
Theorem 3.6
The problems (1.2) and (1.1) have at least one weak solution and respectively, if one of the following conditions holds:
-
is continuous from to , and there are constants and such that
(3.15) -
where satisfies the Carathéodory conditions, and there exist and such that
(3.16)
Proof. (d) The case reduces to case (c) in Theorem 3.5. As in the proof of Theorem 3.2, we can show that maps into itself and that (3.14) holds. Next we prove that is continuous from to itself. Indeed, if in the in so in Consequently, in , that is in as wished.
(e) We reduce this case to (d). Under the above conditions on the Nemytskii operator associated to maps continuously into and The same is true for the function
which also satisfies the Carathéodory conditions and the growth condition
Thus the Nemytskii operator associated to is continuous from to This implies that is continuous from to . Indeed, if in , then
Hence in that is in . Also (3.16) clearly gives (3.15). Hence we are in case (d).
3.4 Existence via Schaefer’s fixed point theorem
In the next result, the linear growth of the nonlinear reaction term is relaxed in case that in compensation, a sign condition holds for a part of the reaction term.
Let and correspondingly and
We first state a general existence principle.
Theorem 3.7
Proof. The operator is completely continuous and for every solution of the equation and any one has
Here we have assumed without loss of generality that Hence that is, the set of all solutions of the equations for is bounded in Now Schaefer’s fixed point theorem guarantees the existence of a fixed point of with
The next theorem gives us some sufficient conditions for the complete continuity of
Theorem 3.8
The operator is completely continuous from to if the compactness condition (Cq) holds for some and one of the following conditions is satisfied:
- (i)
-
is continuous and bounded for some ;
- (ii)
-
is continuous and bounded for some ;
- (iii)
-
is continuous and bounded for some ;
- (iv)
-
where satisfies the Carathéodory conditions, and there exist and such that
(3.17)
Proof. (i) From (Cq), the embedding is compact, and so is the embedding For since one has whence the compact inclusion
(ii) Use the embedding to reduce the case to (i).
(iii) Let in Then in Then, in and by the assumption, in This yields in Thus we are in case (ii).
(iv) We are in case (iii). First observe that where for each and
The problem reduces to show that the Nemytskii operator is well-defined from to Indeed, using (3.17) we have
where
Remark 3.2 (Positive solutions)
As it is well-known, the existence of nonnegative solutions of boundary values problems is closely connected with maximum principles (see [4, Chapter 2]). For our elliptic operator the maximum principle holds, more exactly, if and there is with then is constant on the connected component of that contains Consequently, assuming that for every function and that a solution of problem (1.2) is regular belonging to then Indeed, otherwise, we would have around on a compact subset of and for some This implies that is constant on the connected component of that contains But this is impossible since is zero on The case of generalized solutions can be discussed similarly using the maximum principle for weak solutions.
4 Fokker-Planck reaction-diffusion systems
Under the assumptions of Theorem 3.3, the unique stationary solution of a single equation is a global minimum of the associated energy function. We now prove that in case of a system of equations and under suitable conditions, the stationary solution is a Nash type equilibrium with respect to the couple of energy functionals associated to the component equations.
For simplicity, we shall consider only systems of two equations, that is
(4.1) |
In this case, denoting by
and making the substitution
for we arrive to the system
(4.2) |
where
All the elements defined in Section 2 for one equation, and the scalar products and norms given by (2.2), are now duplicated for the two equations of the system, and we show it by an index We point out that we do not assume a variational structure on the whole system, but only for each component equation; thus, more exactly, we assume that there exist functions bounded from above on bounded sets and such that for each is the Fréchet derivative of with respect to the variable Hence, the energy functionals are
The analogue for systems of Theorem 3.1 case (a) is the following result. The reader can easily obtain the analogues for the cases (b)-(e).
Theorem 4.1
Proof. First we prove the existence and the uniqueness of the solution to problem (4.2). Using (4.3) and the same arguments as in the proof of Theorem 3.1(a), we arrive to
(4.5) |
which, using the matrix can be written in the matrix form
Now, since the spectral radius of matrix is strictly less than the existence and uniqueness of the solution follow from Perov’s fixed point theorem (see [18, Theorem 1]).
In order to use the weak form of Ekeland’s principle, we look for two balls of positive radius with the property that
(4.6) |
Taking in (4.5) and assuming that we obtain
where Hence, in order to obtain the desired inclusions (4.6), it is enough to have or in the matrix form
Multiplying on the left by (which is a positive matrix since the spectral radius of is less than see [18]) yields
which shows that the desired numbers exist.
Next, we prove that the solution is the Nash equilibrium of the pair of functionals To this aim, we use an iterative procedure. Denote by the Fréchet derivative of the functional with respect to To begin the iterative procedure, we fix an arbitrary element At each step been found at the previous step first as in the proof of Theorem 3.3, we apply Ekeland’s principle in to the functional and find an element such that
(4.7) |
Next, we apply Ekeland’s principle in to the functional and obtain an element with
(4.8) |
Our aim now is to prove that the two sequences are Cauchy and so convergent. Let
Clearly and in and respectively. As in the case of only one equation, we have
(4.9) | |||||
(4.10) |
By equation (4.9), we deduce
By equation (4.10) we have
(4.12) |
Denote
Obviously, and as uniformly with respect to Using the above notations, the inequalities (4) and (4.12) become
These can be put under the following matrix form
Hence
Let Then
The second inequality yields
(4.13) |
Note that the sequence is bounded uniformly with respect to as follows from (4.10) (recall that and ). Consequently, by its definition, the sequence is also bounded uniformly with respect to Thus we can apply to it the following lemma proved in [16, Lemma 3.2].
Lemma 4.1
Let and be two sequences of real numbers depending on a parameter such that the sequence is bounded uniformly with respect to and
(4.14) |
for all and some If as uniformly with respect to then uniformly with respect to
Indeed, (4.13) reads as (4.14). Therefore uniformly with respect to which proves that the sequence is Cauchy. Next, inequality (4) together with (which is a consequence of the fact that the spectral radius of matrix is less that ) implies that is Cauchy too. Let be the limits of the sequences and respectively. Passing to the limit in (4.7) and (4.8), we obtain that solves system (4.2). The uniqueness of the solution and the arbitrariness of imply that and that satisfies (4.4).
Acknowledgements
The research is carried out within the national group GNAMPA of INdAM and supported by the INdAM-GNAMPA Project 2019 Metodi topologici per problemi differenziali nonlineari ed applicazioni.
References
- [1] V. Barbu, Generalized solutions to nonlinear Fokker-Planck equations, J. Differential Equations 261 (2016), 2446–2471.
- [2] M. Bengfort, H. Malchow and F.M. Hilker, The Fokker–Planck law of diffusion and pattern formation in heterogeneous environments, J. Math. Biol. 73 (2016), 683–704.
- [3] H. Brezis, Functional Analysis, Sobolev Spaces and Partial Differential Equations, Springer, New York, 2011.
- [4] V.I. Bogachev, N.V. Krylov, M. Röckner and S.V. Shaposhnikov, Fokker–Planck–Kolmogorov Equations, Amer. Math. Soc., Providence, Rhode Island, 2015.
- [5] T. Cardinali, R. Precup and P. Rubbioni, A unified existence theory for evolution equations and systems under nonlocal conditions, J. Math. Anal. Appl. 432 (2015), 1039–1057.
- [6] T. Cardinali, R. Precup and P. Rubbioni, Heterogeneous vectorial fixed point theorems, Mediterr. J. Math. 14 (2017), no. 2, Art. 83, 12 pp.
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- [9] J. Droniou, Non-coercive elliptic problems, Potential Anal. 17 (2002), 181–203.
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- [19] H. Risken, The Fokker-Planck Equation: Methods of Solution and Applications, Springer, Berlin, 1996.
- [20] F. Sattin, Fick’s law and Fokker-Planck equation in inhomogeneous environments, Physics Letters A 372 (2008), 22, 3941–3945.
- [21] E. Zeidler, Applied Functional Analysis: Applications to Mathematical Physics, Springer, Berlin, 1995.