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Related papers: Fokker-Planck equation in bounded domain

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In this paper we proceed with investigation of connections between Fokker - Planck equation and continuum mechanics. In spectral decomposition of Fokker - Planck equation solution we preserve only terms with the smallest degree of damping.…

Chaotic Dynamics · Physics 2007-09-17 Igor A. Tanski

The propagation of charged particles through a scattering medium in the presence of a magnetic field can be described by a Fokker-Planck equation with Lorentz force. This model is studied both, from a theoretical and a numerical point of…

Numerical Analysis · Mathematics 2025-09-24 Vincent Bosboom , Herbert Egger , Matthias Schlottbom

The similarity differential equation $f'''+ff''+\beta f'(f'-1)=0$ with $\beta\textgreater{}0$ is considered. This differential equation appears in the study of mixed convection boundary-layer flows over a vertical surface embedded in a…

Dynamical Systems · Mathematics 2015-06-10 Mohammed Aiboudi , Ikram Bensari-Khelil , Bernard Brighi

We consider finite-volume approximations of Fokker-Planck equations on bounded convex domains in $\mathbb{R}^d$ and study the corresponding gradient flow structures. We reprove the convergence of the discrete to continuous Fokker-Planck…

Analysis of PDEs · Mathematics 2020-08-26 Dominik Forkert , Jan Maas , Lorenzo Portinale

We apply the method of penalization to the Dirichlet problem for the Navier-Stokes-Fourier system governing the motion of a general viscous compressible fluid confined to a bounded Lipschitz domain. The physical domain is embedded into a…

Analysis of PDEs · Mathematics 2021-12-21 Danica Basarić , Eduard Feireisl , Mária Lukáčová-Medviďová , Hana Mizerová , Yuhuan Yuan

We consider the stationary incompressible Navier-Stokes equation in the half-plane with inhomogeneous boundary condition. We prove existence of strong solutions for boundary data close to any Jeffery-Hamel solution with small flux evaluated…

Analysis of PDEs · Mathematics 2016-11-29 Julien Guillod , Peter Wittwer

A Fokker Planck equation on fractal curves is obtained, starting from Chapmann-Kolmogorov equation on fractal curves. This is done using the recently developed calculus on fractals, which allows one to write differential equations on…

Mathematical Physics · Physics 2010-04-27 Seema E. Satin , Abhay Parvate , A. D. Gangal

The Fokker-Planck equation describing the transport of energetic particles interacting with turbulence is difficult to solve analytically. Numerical solutions are of course possible but they are not always useful for applications. In the…

Solar and Stellar Astrophysics · Physics 2025-04-29 B. Klippenstein , A. Shalchi

We introduce a novel Lyapunov function for stabilization of linear Vlasov--Fokker--Planck type equations with stiff source term. Contrary to existing results relying on transport properties to obtain stabilization, we present results based…

Optimization and Control · Mathematics 2020-02-12 Michael Herty , Shi Jin , Yuhua Zhu

We consider a stochastic differential equation in a Hilbert space with time-dependent coefficients for which no general existence and uniqueness results are known. We prove, under suitable assumptions, existence and uniqueness of a measure…

Probability · Mathematics 2018-06-18 Vladimir Bogachev , Giuseppe Da Prato , Michael Röckner

We study the smoothness of solutions to linear kinetic Fokker-Planck equations in domains $\Omega\subset \mathbb{R}^n$ with specular reflection condition, including Kolmogorov's equation $\partial_t f +v\cdot\nabla_x f-\Delta_v f=h$. Our…

Analysis of PDEs · Mathematics 2025-05-20 Xavier Ros-Oton , Marvin Weidner

The rigorous justification of the hydrodynamic limits of kinetic equations in bounded domains has been actively investigated in recent years. In spite of the progress for the diffuse-reflection boundary case, the more challenging in-flow…

Analysis of PDEs · Mathematics 2023-04-04 Zhimeng Ouyang , Lei Wu

We solve the time-dependent Fokker-Planck equation for a two-dimensional active Brownian particle exploring a rectangular domain with absorbing boundary and in the presence of a parabolic barrier along one direction. By taking those of a…

Statistical Mechanics · Physics 2026-02-09 Michele Caraglio

Existence and uniqueness of a strong solution in $H^{-1}(\mathbb R^d)$ is proved for the stochastic nonlinear Fokker-Planck equation $$dX-{\rm div}(DX)dt-\Delta\beta(X)dt=X\,dW \mbox{ in }(0,T)\times\mathbb R^d,\ X(0)=x,$$ via a…

Probability · Mathematics 2017-10-25 Viorel Barbu , Michael Röckner

This paper deals with the long time behavior of solutions to a "fractional Fokker-Planck" equation of the form $\partial_t f = I[f] + \text{div}(xf)$ where the operator $I$ stands for a fractional Laplacian. We prove an exponential in time…

Analysis of PDEs · Mathematics 2013-12-06 Isabelle Tristani

We describe an implicit procedure for solving linear equation systems resulting from the discretization of the three dimensional (seven variables) linear Fokker-Planck equation. The discretization of the Fokker-Planck equation is performed…

Computational Physics · Physics 2009-11-11 Maximiliano Ujevic , Patricio S. Letelier

We prove convergence of a variational formulation of the BDF2 method applied to the non-linear Fokker-Planck equation. Our approach is inspired by the JKO-method and exploits the differential structure of the underlying $L^2$-Wasserstein…

Numerical Analysis · Mathematics 2018-01-30 Simon Plazotta

New kind of differential equations, called local fractional differential equations, has been proposed for the first time. They involve local fractional derivatives introduced recently. Such equations appear to be suitable to deal with…

Statistical Mechanics · Physics 2009-10-31 Kiran M. Kolwankar , Anil D. Gangal

We describe a new approach for modeling the transport of high energy particles accelerated during flares from the acceleration region in the solar corona until their eventual thermalization in the flare footpoint. Our technique numerically…

Solar and Stellar Astrophysics · Physics 2020-10-14 Joel C. Allred , Meriem Alaoui , Adam F. Kowalski , Graham S. Kerr

This paper investigates the gradient flow structure, well-posedness, and asymptotic behavior of the Fokker-Planck equation defined on locally uniformly finite graphs, which is highly non-trivial compared with the finite case. We first…

Probability · Mathematics 2025-11-13 Cong Wang
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