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Related papers: Fokker-Planck equation in bounded domain

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In this article we derive Fokker - Planck equation for incompressible fluid and investigate its properties. In version 2 symmetries of linearized equations and some examples of invariant solutions are added.

Chaotic Dynamics · Physics 2009-02-03 Igor A. Tanski

By replacing the spatial derivative with the Dunkl derivative, we generalize the Fokker-Planck equation in (1+1) dimensions. We obtain the Dunkl-Fokker-Planck eigenvalues equation and solve it for the harmonic oscillator plus a…

Mathematical Physics · Physics 2024-03-19 R. D. Mota , D. Ojeda-Guillén , M. A. Xicoténcatl

In neuroscience, the distribution of a decision time is modelled by means of a one-dimensional Fokker--Planck equation with time-dependent boundaries and space-time-dependent drift. Efficient approximation of the solution to this equation…

Numerical Analysis · Mathematics 2023-02-08 Udo Boehm , Sonja Cox , Gregor Gantner , Rob Stevenson

The Integrate-and-Fire model is a Fokker-Planck equation arising in neuroscience. It describes the evolution of the probability density of the neuronal membrane potential and fitting has shown that the inclusion of a em superlinear drift…

Analysis of PDEs · Mathematics 2026-01-28 Benoît Perthame , Clément Rieutord , Delphine Salort

We establish the global existence of weak solutions to a nonlinear kinetic Fokker--Planck equation with degenerate diffusion, under either inflow or partial absorption-reflection boundary conditions. The novelty of our approach lies in…

Analysis of PDEs · Mathematics 2025-10-09 Young-Pil Choi , Sihyun Song

The Fokker-Planck equation derived by Brown for the probability density function of the orientation of the magnetic moment of single domain particles is one of the basic equations in the theory of superparamagnetism. Usually this equation…

Other Condensed Matter · Physics 2020-10-28 N. V. Peskov

One proves the uniqueness of distributional solutions to nonlinear Fokker--Planck equations with monotone diffusion term and derive as a consequence (restricted) uniqueness in law for the corresponding McKean--Vlasov stochastic differential…

Probability · Mathematics 2021-04-19 Viorel Barbu , Michael Röckner

The goal of this paper is to study weak solutions of the Fokker-Planck equation. We first discuss existence and uniqueness of weak solutions in an irregular context, providing a unified treatment of the available literature along with some…

Analysis of PDEs · Mathematics 2025-01-23 Paolo Bonicatto , Gennaro Ciampa , Gianluca Crippa

In this article, we study the solutions of the damped Navier--Stokes equation with Navier boundary condition in a bounded domain $\Omega$ in $\mathbb{R}^3$ with smooth boundary. The existence of the solutions is global with the damped term…

Analysis of PDEs · Mathematics 2021-12-06 Rajib Haloi , Subha Pal

This paper is devoted to the anomalous diffusion limit of kinetic equations with a fractional Fokker-Planck collision operator in a spatially bounded domain. We consider two boundary conditions at the kinetic scale: absorption and specular…

Analysis of PDEs · Mathematics 2017-11-10 Ludovic Cesbron

In this work we present new exact similarity solutions with moving boundaries of the Fokker-Planck equation having both time-dependent drift and diffusion coefficients.

Mathematical Physics · Physics 2015-06-05 C. -L. Ho

In this paper we are concerned with the solutions of the differential equation $f'''+ff''+g(f')=0$ on $[0,\infty)$, satisfying the boundary conditions $f(0)=\alpha$, $f'(0)=\beta\geq 0$, $f'(\infty)=\l$, and where $g$ is some given…

Classical Analysis and ODEs · Mathematics 2007-05-23 B. Brighi , J. -D. Hoernel

In this paper, we study the long-time behaviour of solutions to the Vlasov-Fokker-Planck equation where the confining potential is non-convex. This is a nonlocal nonlinear partial differential equation describing the time evolution of the…

Analysis of PDEs · Mathematics 2017-08-03 Manh Hong Duong , Julian Tugaut

We consider a Fokker-Planck equation which is coupled to an externally given time-dependent constraint on its first moment. This constraint introduces a Lagrange-multiplier which renders the equation nonlocal and nonlinear. In this paper we…

Analysis of PDEs · Mathematics 2018-11-28 Simon Eberle , Barbara Niethammer , André Schlichting

A general formula in closed form to obtain exact similarity solutions of the Fokker-Planck equation with both time-dependent drift and diffusion coefficients was recently presented by Lin and Ho [ Ann. Phys. \textbf{327}, 386 (2012); J.…

Mathematical Physics · Physics 2014-12-01 C. -L. Ho , R. Sasaki

Fundamental aspects of inverse kinetic theories for incompressible Navier-Stokes equations concern the possibility of defining uniquely the kinetic equation underlying such models and furthermore, the construction of a kinetic theory…

Fluid Dynamics · Physics 2007-05-23 Massimo Tessarotto , Marco Ellero

In this paper, we study the asymptotic behavior of a class of nonlinear Fokker-Planck type equations in a bounded domain with periodic boundary conditions. The system is motivated by our study of grain boundary dynamics, especially under…

Analysis of PDEs · Mathematics 2025-03-04 Yekaterina Epshteyn , Chun Liu , Masashi Mizuno

We provide a method to select flows of solutions to the Cauchy problem for linear and nonlinear Fokker--Planck--Kolmogorov equations (FPK equations) for measures on Euclidean space. In the linear case, our method improves similar results of…

Probability · Mathematics 2023-02-03 Marco Rehmeier

We study the Fokker-Planck equation derived in the large system limit of the Markovian process describing the dynamics of quantitative traits. The Fokker-Planck equation is posed on a bounded domain and its transport and diffusion…

Analysis of PDEs · Mathematics 2018-08-01 Katarina Bodova , Jan Haskovec , Peter Markowich

One proves the existence and uniqueness of a generalized (mild) solution for the nonlinear Fokker-Planck equation (FPE) \begin{align*} &u_t-\Delta (\beta(u))+{\mathrm{ div}}(D(x)b(u)u)=0, \quad t\geq0,\ x\in\mathbb{R}^d,\ d\ne2, \\…

Analysis of PDEs · Mathematics 2022-03-03 Viorel Barbu , Michael Röckner