Related papers: Position-dependent and pair diffusivity profiles f…
We consider reaction-diffusion systems on the infinite line that exhibit a family of spectrally stable spatially periodic wave trains $u_0(kx-\om t;k)$ that are parameterized by the wave number $k$. We prove stable diffusive mixing of the…
The Smoluchowski equation with a time dependent sink term is solved exactly. In this method by knowing the probability distribution at the origin P(0,s), one may derive the probability distribution at all positions i.e., P(x,s). Further the…
We study exact solutions of the steady state behaviour of several non-linear open quantum systems which can be applied to the field of circuit quantum electrodynamics. Using Fokker-Planck equations in the generalised P-representation we…
We study the effects of time and space correlations of an external additive colored noise on the steady-state behavior of a Time-Dependent Ginzburg-Landau model. Simulations show the existence of nonequilibrium phase transitions controlled…
We derive methods for estimating the topology of the stationary probability current $\vec{j}_s$ of the two-species Fokker-Planck equation (FPE) without the need to solve the FPE. These methods are chosen such that they become exact in…
The stability of asymptotic profiles of solutions to the Cauchy-Dirichlet problem for Fast Diffusion Equation (FDE, for short) is discussed. The main result of the present paper is the stability of any asymptotic profiles of least energy.…
The configurational distribution function, solution of an evolution (diffusion) equation of the Fokker-Planck-Smoluchowski type, is (at least part of) the corner stone of polymer dynamics: it is the key to calculating the stress tensor…
We consider the steady-state behavior of pairs of active particles having different persistence times and diffusivities. To this purpose we employ the active Ornstein-Uhlenbeck model, where the particles are driven by colored noises with…
We consider classical solutions to the kinetic Fokker-Planck equation on a bounded domain $\mathcal O \subset~\mathbb{R}^d$ in position, and we obtain a probabilistic representation of the solutions using the Langevin diffusion process with…
A notion of measure solution is formulated for a coagulation-diffusion equation, which is the natural counterpart of Smoluchowski's coagulation equation in a spatially inhomogeneous setting. Some general properties of such solutions are…
We propose an efficient and fast numerical algorithm of finding a \emph{stationary} solution of large systems of aggregation-fragmentation equations of Smoluchowski type for concentrations of reacting particles. This method is applicable…
We tackle a nonlinear optimal control problem for a stochastic differential equation in Euclidean space and its state-linear counterpart for the Fokker-Planck-Kolmogorov equation in the space of probabilities. Our approach is founded on a…
The Smoluchowski equation for a free particle with a time dependent sink is solved exactly for many special cases. In this method by knowing the probability distribution at the origin P(0,t), one may derive the probability distribution at…
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…
In the present paper we study stochastic homogenization for reaction-diffusion equations with stationary ergodic reactions. We first show that under suitable hypotheses, initially localized solutions to the PDE asymptotically become…
The hysteretic behavior of many-particle systems with non-convex free energy can be modeled by nonlocal Fokker-Planck equations that involve two small parameters and are driven by a time- dependent constraint. In this paper we consider the…
We use the Fokker-Planck equation and its moment equations to study the collective behavior of interacting particles in unsteady one-dimensional flows. Particles interact according to a long-range attractive and a short-range repulsive…
We consider a Langevin equation with variable drift and diffusion coefficients separable in time and space and its corresponding Fokker-Planck equation in the Stratonovich approach. From this Fokker-Planck equation we obtain a class of…
We derive analytic solutions for the full time dependence of space-fractional Fokker-Planck equations corresponding to stochastic Langevin equations with additive tempered-stable L\'{e}vy noise terms. The drift terms are generalised to be…
We propose a novel non-parametric learning paradigm for the identification of drift and diffusion coefficients of multi-dimensional non-linear stochastic differential equations, which relies upon discrete-time observations of the state. The…