Related papers: Generalized Fokker-Planck equation: Derivation and…
The temporal Fokker-Plank equation [{\it J. Stat. Phys.}, {\bf 3/4}, 527 (2003)] or propagation-dispersion equation was derived to describe diffusive processes with temporal dispersion rather than spatial dispersion as in classical…
The Fokker-Planck equations describe time evolution of probability densities of stochastic dynamical systems and are thus widely used to quantify random phenomena such as uncertainty propagation. For dynamical systems driven by non-Gaussian…
We consider a nonlinear Fokker-Planck equation driven by a deterministic rough path which describes the conditional probability of a McKean-Vlasov diffusion with "common" noise. To study the equation we build a self-contained framework of…
We discuss the statistics of additive thermal (internal) noise in systems governed by the generalized Langevin equation with linear dissipation. To assess the equation's validity, it is common to assume that the system is ergodic and to…
The aim of this contribution is to study the particle dynamics in a storage ring under the influence of noise. Some simplified stochastic beam dynamics problems are treated by solving the corresponding Fokker-Planck equations numerically.
Presenting a general phase approach to stochastic processes we analyze in particular the Fokker-Planck equation for the noisy Burgers equation and discuss the time dependent and stationary probability distributions. In one dimension we…
The Fokker-Planck equation for the probability $f(r,t)$ to find a random walker at position $r$ at time $t$ is derived for the case that the the probability to make jumps depends nonlinearly on $f(r,t)$. The result is a generalized form of…
In this paper we establish a substitution formula for stochastic differential equation driven by generalized grey noise. We then apply this formula to investigate the absolute continuity of the solution with respect to the Lebesgue measure…
We study the kinetic Fokker-Planck equation perturbed by a stochastic Vlasov force term. When the noise intensity is not too large, we solve the Cauchy Problem in a class of well-localized (in velocity) functions. We also show that, when…
Equation of long-range particle drift and diffusion on three-dimensional physical lattice is suggested. This equation can be considered as a lattice analogof space-fractional Fokker-Planck equation for continuum. The lattice approach gives…
The Fokker_Planck equation can be derived in a consistent manner through a microscopic approach based on a unified scheme of classical and quantum mechanics. Here we shall derive it through a purely quantum mechanical approach based on the…
In this article, we study the nonlinear Fokker-Planck (FP) equation that arises as a mean-field (macroscopic) approximation of bounded confidence opinion dynamics, where opinions are influenced by environmental noises and opinions of…
A general approach to consider spatially extended stochastic systems with correlations between additive and multiplicative noises subject to nonlinear damping is developed. Within modified cumulant expansion method, we derive an effective…
The chemical Fokker-Planck equation and the corresponding chemical Langevin equation are commonly used approximations of the chemical master equation. These equations are derived from an uncontrolled, second-order truncation of the…
We derive quantitative estimates proving the conditional propagation of chaos for large stochastic systems of interacting particles subject to both idiosyncratic and common noise. We obtain explicit bounds on the relative entropy between…
In Tao 2016, the author constructs an averaged version of the deterministic three-dimensional Navier-Stokes equations (3D NSE) which experiences blow-up in finite time. In the last decades, various works have studied suitable perturbations…
We have derived exact Langevin equations for a model of quasispecies dynamics. The inherent multiplicative reaction noise is complex and its statistical properties are specified completely. The numerical simulation of the complex Langevin…
We start with a global Maxwellian $M_{k}$, which is a stationary solution, with the constant total density ($\rho(t)\equiv \wt \rho$), of the Fokker-Planck equation. The notion of distance between the function $M_{k}$ and an arbitrary…
A notion of quantum multipole (in particular, dipole) noise is considered. Quantum dipole noise is an analogue of quantum white noise but it acts in a Fock space with indefinite metric. Quantum {\it white} noise describes the leading term…
We are concerned with the three dimensional navier-stokes equations driven by a general multiplicative noise. For every divergence free and mean free initial condition in L2, we establish existence of infinitely many global-in-time…