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Related papers: Fractional Fokker-Planck equation

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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

The aim of the present paper is twofold:(1) We carry on with developing an abstract method for deriving decay estimates on the semigroup associated to non-symmetric operators in Banach spaces as introduced in [10]. We extend the method so…

Analysis of PDEs · Mathematics 2015-10-28 S Mischler , C Mouhot

We study two schemes for a time-fractional Fokker-Planck equation with space- and time-dependent forcing in one space dimension. The first scheme is continuous in time and is discretized in space using a piecewise-linear Galerkin finite…

Numerical Analysis · Mathematics 2016-10-24 Kim Ngan Le , William McLean , Kassem Mustapha

We provide operator-norm convergence estimates for solutions to a time-dependent equation of fractional elasticity in one spatial dimension, with rapidly oscillating coefficients that represent the material properties of a viscoelastic…

Analysis of PDEs · Mathematics 2017-06-12 Kirill Cherednichenko , Marcus Waurick

We consider a rather general class of non-local in time Fokker-Planck equations and show by means of the entropy method that as $t\to \infty$ the solution converges in $L^1$ to the unique steady state. Important special cases are the…

Analysis of PDEs · Mathematics 2018-08-03 Jukka Kemppainen , Rico Zacher

This paper is devoted to the rigorous derivation of the macroscopic limit of a Vlasov-Fokker-Planck equation in which the Laplacian is replaced by a fractional Laplacian. The evolution of the density is governed by a fractional heat…

Analysis of PDEs · Mathematics 2016-06-28 Pedro Aceves-Sanchez , Ludovic Cesbron

We develop a monotone finite volume method for the time fractional Fokker-Planck equations and theoretically prove its unconditional stability. We show that the convergence rate of this method is order 1 in space and if the space grid…

Numerical Analysis · Mathematics 2017-11-03 Yingjun Jiang , Xuejun Xu

This note briefly presents a new method for enlarging the functional space of a "spectral-gap-like" estimate of exponential decay on a semigroup. A particular case of the method was first devised in hal-00076709 for the spatially…

Analysis of PDEs · Mathematics 2010-07-12 Clément Mouhot

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…

Statistical Mechanics · Physics 2024-12-17 Yun Jeong Kang , Kyungsik Kim

We investigate a subdiffusive, fractional Fokker-Planck dynamics occurring in time-varying potential landscapes and thereby disclose the failure of the fractional Fokker-Planck equation (FFPE) in its commonly used form when generalized in…

Statistical Mechanics · Physics 2007-10-17 E. Heinsalu , M. Patriarca , I. Goychuk , P. Hänggi

The aim of this paper is two-fold: first, we look at the fractional Laplacian and the conformal fractional Laplacian from the general framework of representation theory on symmetric spaces and, second, we construct new boundary operators…

Analysis of PDEs · Mathematics 2016-09-30 Maria del Mar Gonzalez , Mariel Saez

Fractional Fokker-Planck equation plays an important role in describing anomalous dynamics. To the best of our knowledge, the existing discussions mainly focus on this kind of equation involving one diffusion operator. In this paper, we…

Numerical Analysis · Mathematics 2021-09-08 Jing Sun , Weihua Deng , Daxin Nie

In this paper, we study the long-time behaviour of solutions to the Vlasov-Fokker-Planck equation where the confining potential is non-convex. This is a nonlocal nonlinear partial differential equation describing the time evolution of the…

Analysis of PDEs · Mathematics 2017-08-03 Manh Hong Duong , Julian Tugaut

We relate the convergence of time-changed processes driven by fractional equations to the convergence of corresponding Dirichlet forms. The fractional equations we dealt with are obtained by considering a general fractional operator in…

Probability · Mathematics 2019-10-24 Raffaela Capitanelli , Mirko D'Ovidio

Exceptionally elegant formulae exist for the fractional Laplacian operator applied to weighted classical orthogonal polynomials. We utilize these results to construct a solver, based on frame properties, for equations involving the…

Numerical Analysis · Mathematics 2025-07-24 Ioannis P. A. Papadopoulos , Timon S. Gutleb , José A. Carrillo , Sheehan Olver

A class of linear evolutionary equations with material laws involving fractional time-derivatives is considered. The main result is well-posedness and causality for this problem class. The approach is illustrated with two examples: a…

Analysis of PDEs · Mathematics 2013-04-10 Rainer Picard

Several classes of physical systems exhibit ultraslow diffusion for which the mean squared displacement at long times grows as a power of the logarithm of time ("strong anomaly") and share the interesting property that the probability…

Statistical Mechanics · Physics 2009-11-10 A. V. Chechkin , J. Klafter , I. M. Sokolov

Using the generalized Kolmogorov-Feller equation with long-range interaction, we obtain kinetic equations with fractional derivatives with respect to coordinates. The method of successive approximations with the averaging with respect to…

Classical Physics · Physics 2015-05-13 Vasily E. Tarasov , George M. Zaslavsky

We consider a particle living in $\mathbb{R}_+$, whose velocity is a positive recurrent diffusion with heavy-tailed invariant distribution when the particle lives in $(0,\infty)$. When it hits the boundary $x=0$, the particle restarts with…

Probability · Mathematics 2023-10-24 Loïc Béthencourt

The general covariant Fokker-Planck equations associated with the two different versions of covariant Langevin equation in Part I of this series of work are derived, both lead to the same reduced Fokker-Planck equation for the…

Statistical Mechanics · Physics 2023-11-09 Yifan Cai , Tao Wang , Liu Zhao