Related papers: Fokker-Planck type equations with Sobolev diffusio…
The stochastic differential equations for a model of dissipative particle dynamics with both total energy and total momentum conservation in the particle-particle interactions are presented. The corresponding Fokker-Planck equation for the…
Aim of this note is to analyse branching Brownian motion within the class of models introduced in the recent paper [4] and called chemical diffusion master equations. These models provide a description for the probabilistic evolution of…
We establish an existence result of a solution to a class of probability measure-valued equations, whose solutions can be associated with stationary distributions of many McKean-Vlasov diffusions with gradient-type drifts. Coefficients of…
In this paper, we establish the existence of a stochastic flow of Sobolev diffeomorphisms \[\mathbb{R}^d\ni x\quad\longmapsto\quad\phi_{s,t}(x)\in \mathbb{R}^d,\qquad s,t\in\mathbb{R}\] for a stochastic differential equation (SDE) of the…
Traditionally, the quantum Brownian motion is described by Fokker-Planck or diffusion equations in terms of quasi-probability distribution functions, e.g., Wigner functions. These often become singular or negative in the full quantum…
By exploiting a suitable Trudinger-Moser inequality for fractional Sobolev spaces, we obtain existence and multiplicity of solutions for a class of one-dimensional nonlocal equations with fractional diffusion and nonlinearity at exponential…
In the paper are proved theorems, which amplify the results of my paper "On the difference equation of Poincare type (Part 3)", Max-Plank-Institut fuer Mathematik, Bonn, Preprint Series, 2004, 09, 1-34.
In this paper, we investigate the well-posedness of weak solutions to the time-fractional Fokker-Planck equation. Its dynamics is governed by anomalous diffusion, and we consider the most general case of space-time dependent forces.…
The focus of our study in this paper is on the active dynamics and a fractional generalized Langevin equation with a memory kernel K(t). The Fokker-Planck equation is obtained by deriving it from a second-order differential equation. The…
As for the spatially homogeneous Boltzmann equation of Maxwellian molecules with the fractional Fokker-Planck diffusion term, we consider the Cauchy problem for its Fourier-transformed version, which can be viewed as a kinetic model for the…
Employing time-dependent projection formalism, a Fokker-Planck equation with non-Markovian transport coefficients is derived for large amplitude collective motion. Properties of transport coefficients for diffusion processes in a potential…
We consider the so-called spatially homogenous Kolmogorov-Vicsek model, a non-linear Fokker-Planck equation of self-driven stochastic particles with orientation interaction under the space-homogeneity. We prove the global existence and…
Starting from first principles, we formulate a theory of wave packet propagation in a nonlinear, disordered medium of any dimension, through the derivation of a Fokker-Planck transport equation. Our theory is based on a diagrammatic…
We prove Brezis--Browder type results for fractional Sobolev spaces and quantitative type estimates for $s$-harmonic functions. Furthermore, we give sufficient conditions for distributional solutions to the fractional Poisson's equation…
We study Brownian motion driven with both conservative and nonconservative external forces. By using the thermodynamic approach of the theory of Brownian motion we obtain the Fokker-Planck equation and derive expressions for the Fluctuation…
Systems of linear ordinary differential equations with the most general inhomogeneous boundary conditions in fractional Sobolev spaces on a finite interval are studied. The Fredholm property of such problems in corresponding pairs of Banach…
We develop a general framework for response theory in diffusion processes governed by Fokker-Planck equations, based on the notion of the Dissipation Function. Using the analytically solvable Brownian oscillator model, we derive exact…
This paper concerns the proof of the exponential rate of convergence of the solution of a Fokker-Planck equation, with a drift term not being the gradient of a potential function and endowed by Robin type boundary conditions. This kind of…
We consider exact and quasi-exact solvability of the one-dimensional Fokker-Planck equation based on the connection between the Fokker-Planck equation and the Schr\"odinger equation. A unified consideration of these two types of solvability…
Aspects of the QCD parton densities are briefly reviewed, drawing some parallels to the density matrix formulation of quantum mechanics, exemplified by Wigner functions. We elaborate on the solution of their evolution equations using…