Related papers: Drift, diffusion, and third order derivatives in F…
A Langevin equation with a special type of additive random source is considered. This random force presents a fractional order derivative of white noise, and leads to a power-law time behavior of the mean square displacement of a particle,…
In this article, we establish a general formula for higher order linear functional derivatives for the composition of an arbitrary smooth functional on the 1-Wasserstein space with the solution of a Fokker-Planck PDE. This formula has…
We consider an inverse boundary value problem for diffusion equations with multiple fractional time derivatives. We prove the uniqueness in determining a number of fractional time-derivative terms, the orders of the derivatives and…
The problem of diffusion in a time-dependent (and generally inhomogeneous) external field is considered on the basis of a generalized master equation with two times, introduced in [1,2]. We consider the case of the quasi Fokker-Planck…
We derive third order transport coefficients of skewness for a phase-space kinetic model that considers the processes of scattering collisions, trapping, detrapping and recombination losses. The resulting expression for the skewness tensor…
We consider an equation with drift and either critical or supercritical fractional diffusion. Under a regularity assumption for the vector field that is marginally stronger than what is required for Holder continuity of the solutions, we…
We develop a finite difference scheme based on a grid staggered by flux points and solution points to solve Fokker-Planck equations with drift-admitting jumps. To satisfy the matching conditions at the jumps, i.e., the continuities of the…
Modern analyses of diffusion processes have proposed nonlinear versions of the Fokker-Planck equation to account for non-classical diffusion. These nonlinear equations are usually constructed on a phenomenological basis. Here we introduce a…
This paper is dedicated to the mathematical analysis of finite difference schemes for the angular diffusion operator present in the azimuth-independent Fokker-Planck equation. The study elucidates the reasons behind the lack of convergence…
The Fokker-Planck equation provides complete statistical description of a particle undergoing random motion in a solvent. In the presence of Lorentz force due to an external magnetic field, the Fokker-Planck equation picks up a tensorial…
Recently a new type of Kramers-Fokker-Planck Equation has been proposed [R. Friedrich et al. Phys. Rev. Lett. {\bf 96}, 230601 (2006)] describing anomalous diffusion in external potentials. In the present paper the explicit cases of a…
Some fractional and anomalous diffusions are driven by equations involving fractional derivatives in both time and space. Such diffusions are processes with randomly varying times. In representing the solutions to those diffusions, the…
An $N$-dimensional nonlinear Fokker-Planck equation is investigated here by considering the time dependence of the coefficients, where drift-controlled and source terms are present. We exhibit the exact solution based on the generalized…
The covariant form of the multivariable diffusion-drift process is described by the covariant Fokker--Planck equation using the standard toolbox of Riemann geometry. The covariant form of the equivalent Langevin stochastic differential…
We demonstrate that the Fokker-Planck equation can be generalized into a 'Fractional Fokker-Planck' equation, i.e. an equation which includes fractional space differentiations, in order to encompass the wide class of anomalous diffusions…
We obtain within Fokker-Planck dynamics an explicit generalization of Einstein's relation between drag, diffusion and equilibrium distribution for a spatially homogeneous system, considering both the transverse and longitudinal diffusion…
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…
We present an analytical framework to study the first-passage (FP) and first-return (FR) distributions for the broad family of models described by the one-dimensional Fokker-Planck equation in finite domains, identifying general properties…
Point transformations of the 3-rd order ordinary differential equations are considered. Special classes of ordinary differential equations that are invariant under the general point transformations are constructed.
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…