Related papers: Fokker-Planck type equations with Sobolev diffusio…
We propose fractional Fokker-Planck equation for the kinetic description of relaxation and superdiffusion processes in constant magnetic and random electric fields. We assume that the random electric field acting on a test charged particle…
We propose two models of the Boltzmann equation (BGK and Fokker-Planck models) for rarefied flows of diatomic gases in vibrational non-equilibrium. These models take into account the discrete repartition of vibration energy modes, which is…
A class of (possibly) degenerate integro-differential equations of parabolic type is considered, which includes the Kolmogorov equations for jump diffusions. Existence and uniqueness of the solutions are established in Bessel potential…
We consider the $d=1$ nonlinear Fokker-Planck-like equation with fractional derivatives $\frac{\partial}{\partial t}P(x,t)=D \frac{\partial^{\gamma}}{\partial x^{\gamma}}[P(x,t) ]^{\nu}$. Exact time-dependent solutions are found for $ \nu =…
The functional method to derive the fractional Fokker-Planck equation for probability distribution from the Langevin equation with Levy stable noise is proposed. For the Cauchy stable noise we obtain the exact stationary probability density…
A class of one-dimensional Fokker-Plank equations having a common stationary solution, which is a power function of the state of the process, was found. We prove that these equations also have generalized self-similar solutions which…
We give a geometric formulation of the Fokker-Planck-Kramer equations for a particle moving on a Lie algebra under the influence of a dissipative and a random force. Special cases of interest are fluid mechanics, the Stochastic Loewner…
The Becker-D\"oring equations are an infinite dimensional system of ordinary differntial equations describing coagulation/fragmentation processes of species of integer sizes. Formal Taylor expansions motivate that its solution should be…
We prove the solvability in Sobolev spaces of the conormal derivative problem for the stationary Stokes system with irregular coefficients on bounded Reifenberg flat domains. The coefficients are assumed to be merely measurable in one…
We prove long-time contractivity estimates and exponential rates of convergence to equilibrium for solutions of hypoelliptic diffusion equations, which include the well-known Kolmogorov equation and similar kinetic Fokker-Planck equations…
On the basis of multivariate Langevin processes we present a realization of Levy flights as a continuous process. For the simple case of a particle moving under the influence of friction and a velocity dependent stochastic force we…
A new Langevin equation with a field-dependent kernel is proposed to deal with bottomless systems within the framework of the stochastic quantization of Parisi and Wu. The corresponding Fokker-Planck equation is shown to be a diffusion-type…
We introduce a generalization of Obukhov's model [A.M. Obukhov, Adv. Geophys. 6, 113 (1959)] for the description of the joint position-velocity statistics of a single fluid particle in fully developed turbulence. In the presented model the…
By collecting from literature data the experimental evidences of anomalous diffusion of passive tracers inside cytoplasm, and in particular of subdiffusion of mRNA molecules inside live E. coli cells, we get the probability density function…
This paper contributes to the wider study of hyperbolic equations with multiplicities. We focus here on some classes of higher order hyperbolic equations with space dependent coefficients in any space dimension. We prove Sobolev…
We consider Kolmogorov-Fokker-Planck equations with unbounded drift terms which are only measurable in time and locally H\"older continuous in space. In particular, we extend the parametrix method to this setting and we prove existence and…
We compute the transport coefficients (drag and momentum diffusion) of the low-lying heavy baryons $\Lambda_c$ and $\Lambda_b$ in a medium of light mesons formed at the later stages of high-energy heavy-ion collisions. We employ the…
The nonnegative solution for a linear degenerate diffusion transport eqution is proved. As a result, we show the existence and uniqueness of the solution for the fractional porous medium equation in Sobolev spaces $H^\alpha$ with…
A self-consistent and universal description of friction and diffusion for Brownian particles (grains) in different systems, as a gas with Boltzmann collisions, dusty plasma with ion absorption by grains, and for active particles (e.g.,…
Nonlinear Fokker-Planck equations endowed with curl drift forces are investigated. The conditions under which these evolution equations admit stationary solutions, which are $q$-exponentials of an appropriate potential function, are…