Related papers: Solution of linearized Fokker - Planck equation fo…
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.
In this article we derive two simple solutions of nonlinear Fokker - Planck equation for incompressible fluid and investigate their properties. In the second version errors in coefficients Imn and Jmn values are corrected.
We consider an incompressible kinetic Fokker Planck equation in the flat torus, which is a simplified version of the Lagrangian stochastic models for turbulent flows introduced by S.B. Pope in the context of computational fluid dynamics.…
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…
We construct spectral decomposition of 3D Fokker - Planck differential operator in this paper. We use the decomposition to obtain solution of Cauchy problem - and especially the fundamental solution. Then we use the decomposition to…
We study the long-time dynamics of two-dimensional linear Fokker-Planck equations driven by a drift that can be decomposed in the sum of a large shear component and the gradient of a regular potential depending on one spatial variable. The…
We propose a simple algebraic method for constructing exact solutions of equations of two-dimensional hydrodynamics of an incompressible fluid. The problem reduces to consecutively solving three linear partial differential equations for a…
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…
One obtains a probabilistic representation for the entropic generalized solutions to a nonlinear Fokker-Planck equation in $\mathbb R^d$ with multivalued nonlinear diffusion term as density probabilities of solutions to a nonlinear…
The eigenfunctions and eigenvalues of the Fokker-Planck operator with linear drift and constant diffusion are required for expanding time-dependent solutions and for evaluating our recent perturbation expansion for probability densities…
An alternative form of the general solution of the linearized stationary Navier-Stokes equations for an incompressible fluid in spherical coordinates is obtained by the vector potential method. A previously published solution to this…
Motivated by a problem in climate dynamics, we investigate the solution of a Bessel-like process with negative constant drift, described by a Fokker-Planck equation with a potential V(x) = - [b \ln(x) + a\, x], for b>0 and a<0. The problem…
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…
First we show that physics-informed neural networks are not suitable for a large class of parabolic partial differential equations including the Fokker-Planck equation. Then we devise an algorithm to compute solutions of the Fokker-Planck…
We construct spectral decomposition of 1D Fokker - Planck differential operator. This reveal solution of Cauchy problem. We develop fundamental solution of Cauchy problem and compare it with one obtained by other means in our former work…
The exhaustive classification of stationary incompressible flows with constant total pressure of ideal infinitely electrically conducting fluid is given. By introduction of curvilinear coordinates based on streamlines and magnetic lines of…
The Navier-Stokes equations describing laminar flow of an incompressible fluid will be solved. Different group of general solutions for Navier stokes equations governing Laminar incompressible fluids will be derived.
Hydrodynamic equations for ideal incompressible fluid are written in terms of generalized stream function. Two-dimensional version of these equations is transformed to the form of one dynamic equation for the stream function. This equation…
We classify (1+3)-dimensional Fokker-Planck equations with a constant diagonal diffusion matrix that are solvable by the method of separation of variables. As a result, we get possible forms of the drift coefficients $B_1(\vec x),B_2(\vec…
We derive the Fokker-Planck equation on the parametric space. It is the Wasserstein gradient flow of relative entropy on the statistical manifold. We pull back the PDE to a finite dimensional ODE on parameter space. Some analytical example…