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The Fokker-Planck equation is a partial differential equation which is a key ingredient in many models in physics. This paper aims to obtain a quantum counterpart of Fokker-Planck dynamics, as a means to describing quantum Fokker-Planck…

Operator Algebras · Mathematics 2022-05-18 Louis Labuschagne , W. Adam Majewski

The Fokker-Planck equation with diffusion coefficient quadratic in space variable, linear drift coefficient, and nonlocal nonlinearity term is considered in the framework of a model of analysis of asset returns at financial markets. For…

Computational Finance · Quantitative Finance 2008-12-10 Alexander Shapovalov , Andrey Trifonov , Elena Masalova

Many physical, biological or social systems are governed by history-dependent dynamics or are composed of strongly interacting units, showing an extreme diversity of microscopic behaviour. Macroscopically, however, they can be efficiently…

General Physics · Physics 2018-02-08 Dániel Czégel , Sámuel G Balogh , Péter Pollner , Gergely Palla

Modern analyses of diffusion processes have proposed nonlinear versions of the Fokker-Planck equation to account for non-classical diffusion. These nonlinear equations are usually constructed on a phenomenological basis. Here we introduce a…

Statistical Mechanics · Physics 2009-11-11 Jean Pierre Boon , James F. Lutsko

We find for the first time the asymptotic representation of the solution to the space dependent variable order fractional diffusion and Fokker-Planck equations. We identify a new advection term that causes ultra-slow spatial aggregation of…

Statistical Mechanics · Physics 2019-08-14 Sergei Fedotov , Daniel Han

We determine the asymptotic spreading speed of the solutions of a Fisher-KPP reaction-diffusion equation, starting from compactly supported initial data, when the diffusion coefficient is a fixed bounded monotone profile that is shifted at…

Analysis of PDEs · Mathematics 2021-03-30 Grégory Faye , Thomas Giletti , Matt Holzer

This papers deals with overall phase transformation kinetics. The Fokker-Planck type equation is derived from the generalized nucleation theory proposed by Binder and Stauffer. Existence of the steady state solution is shown by a method…

Materials Science · Physics 2007-05-23 Yoshiyuki Saito

In these lecture notes, we address the problem of large-time asymptotic behaviour of the solutions to scalar convection-diffusion equations set in ${R}^N$. The large-time asymptotic behaviour of the solutions to many convection-diffusion…

Analysis of PDEs · Mathematics 2020-03-27 Enrique Zuazua

We study the asymptotic behaviour, as time goes to infinity, of the Fisher-KPP equation $\partial_t u=\Delta u +u-u^2$ in spatial dimension $2$, when the initial condition looks like a Heaviside function. Thus the solution is,…

Analysis of PDEs · Mathematics 2017-02-28 Jean-Michel Roquejoffre , Violaine Roussier-Michon

In this paper, we study the asymptotic behavior of a semi-linear slow-fast stochastic partial differential equation with singular coefficients. Using the Poisson equation in Hilbert space, we first establish the strong convergence in the…

Probability · Mathematics 2021-06-09 Michael Röckner , Longjie Xie , Li Yang

We study the large time behavior of solutions to the wave equation with space-dependent damping in an exterior domain. We show that if the damping is effective, then the solution is asymptotically expanded in terms of solutions of…

Analysis of PDEs · Mathematics 2024-03-12 Motohiro Sobajima , Yuta Wakasugi

In this paper we consider a nonlinear Fokker-Planck equation with asymptotically small parameters. It describes the diffusion of finite-size particles in the presence of a fixed distribution of obstacles in the limit of low-volume fraction.…

Analysis of PDEs · Mathematics 2018-06-04 Maria Bruna , Martin Burger , Helene Ranetbauer , Marie-Therese Wolfram

In this paper, we study the time-space fractional differential equation of the Volterra type: \begin{align*} {D}^\alpha_{0 \vert t} (u) +(-\Delta_N)^{\sigma}u &= u(1+au-bu^2)-au\int_0^t {K}(t-s) u(\cdot) \, ds, \end{align*} where $a,b>0$…

Analysis of PDEs · Mathematics 2025-02-21 Sofwah Ahmad , Mokhtar Kirane

In this note we provide some precise estimates explaining the diffusive structure of partially dissipative systems with time-dependent coefficients satisfying a uniform Kalman rank condition. Precisely, we show that under certain (natural)…

Analysis of PDEs · Mathematics 2014-02-26 Jens Wirth

We explain the ubiquity and extremely slow evolution of non gaussian out-of-equilibrium distributions for the Hamiltonian Mean-Field model, by means of traditional kinetic theory. Deriving the Fokker-Planck equation for a test particle, one…

Statistical Mechanics · Physics 2009-11-10 Freddy Bouchet , Thierry Dauxois

This paper is twofold. The first part aims to study the long-time asymptotic behavior of solutions to the heat equation on Riemannian symmetric spaces $G/K$ of noncompact type and of general rank. We show that any solution to the heat…

Analysis of PDEs · Mathematics 2023-01-02 Jean-Philippe Anker , Effie Papageorgiou , Hong-Wei Zhang

We consider the asymptotic behavior of the global solutions to the initial value problem for the generalized KdV-Burgers equation. It is known that the solution to this problem converges to a self-similar solution to the Burgers equation…

Analysis of PDEs · Mathematics 2025-04-03 Ikki Fukuda

In this paper we obtain the precise description of the asymptotic behavior of the solution $u$ of $$ \partial_t u+(-\Delta)^{\frac{\theta}{2}}u=0\quad\mbox{in}\quad{\bf R}^N\times(0,\infty), \qquad u(x,0)=\varphi(x)\quad\mbox{in}\quad{\bf…

Analysis of PDEs · Mathematics 2017-12-01 Kazuhiro Ishige , Tatsuki Kawakami , Hironori Michihisa

We study the asymptotic behavior of solutions for the semilinear damped wave equation with variable coefficients. We prove that if the damping is effective, and the nonlinearity and other lower order terms can be regarded as perturbations,…

Analysis of PDEs · Mathematics 2021-12-14 Yuta Wakasugi

The~numerical solutions to a non-linear Fractional Fokker--Planck (FFP) equation are studied estimating the generalized diffusion coefficients. The~aim is to model anomalous diffusion using an FFP description with fractional velocity…

Plasma Physics · Physics 2018-10-08 Johan Anderson , Sara Moradi , Tariq Rafiq