Related papers: On polynomial solutions to Fokker-Planck and sinke…
We consider systems of interacting particles which are described by a second order Langevin equation. The class of equations considered includes the situation where the particle evolution is governed by Hamiltonian dynamics with additional…
By constructing successful couplings for degenerate diffusion processes, explicit derivative formula and Harnack type inequalities are presented for solutions to a class of degenerate Fokker-Planck equations on $\R^m\times\R^{d}$. The main…
We study time averages for the norm of solutions to kinetic Fokker--Planck equations associated with general Hamiltonians. We provide fully explicit and constructive decay estimates for systems subject to a confining potential, allowing…
The study of the density evolution naturally arises in Mean Field Game theory for the estimation of the density of the large population dynamics. In this paper, we study the density evolution of McKean-Vlasov stochastic differential…
We examine the merits of using a family of polynomials that are orthogonal with respect to a non-classical weight function to discretize the speed variable in continuum kinetic calculations. We consider a model one-dimensional partial…
This work is concerned with the gradient flow of absolutely $p$-homogeneous convex functionals on a Hilbert space, which we show to exhibit finite ($p<2$) or infinite extinction time ($p \geq 2$). We give upper bounds for the finite…
The most general local Markovian stochastic model is investigated, for which it is known that the evolution equation is the Fokker-Planck equation. Special cases are investigated where uncorrelated initial states remain uncorrelated.…
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…
We study the asymptotic behaviour near extinction of positive solutions of the Cauchy problem for the fast diffusion equation with a critical exponent. After a suitable rescaling which yields a non--linear Fokker--Planck equation, we find a…
General self-consistent expressions for the coefficients of diffusion and dynamical friction in a stable, bound, multicomponent self-gravitating and inhomogeneous system are derived. They account for the detailed dynamics of the colliding…
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 obtain exact results for fractional equations of Fokker-Planck type using evolution operator method. We employ exact forms of one-sided Levy stable distributions to generate a set of self-reproducing solutions. Explicit cases are…
In this paper we proceed with investigation of connections between Fokker - Planck equation and continuum mechanics. In spectral decomposition of Fokker - Planck equation solution we preserve only terms with the smallest degree of damping.…
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…
We investigate the evolution equation of linear density perturbations in the Friedmann-Robertson-Walker universe with matter, radiation and the cosmological constant. The concept of solvability by quadratures is defined and used to prove…
This paper explores the use of a discrete singular convolution algorithm as a unified approach for numerical integration of the Fokker-Planck equation. The unified features of the discrete singular convolution algorithm are discussed. It is…
In this paper we study the dynamics of a fast-slow Fokker-Planck partial differential equation (PDE) viewed as the evolution equation for the density of a multiscale planar stochastic differential equation (SDE). Our key focus is on the…
We study a numerical method to compute probability density functions of solutions of stochastic differential equations. The method is sometimes called the numerical path integration method and has been shown to be fast and accurate in…
In this work, we consider the discretization of some nonlinear Fokker-Planck-Kolmogorov equations. The scheme we propose preserves the non-negativity of the solution, conserves the mass and, as the discretization parameters tend to zero,…
We get fractional symmetric Fokker - Planck and Einstein - Smoluchowski kinetic equations, which describe evolution of the systems influenced by stochastic forces distributed with stable probability laws. These equations generalize known…