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Identification of nonlinear dynamical systems is crucial across various fields, facilitating tasks such as control, prediction, optimization, and fault detection. Many applications require methods capable of handling complex systems while…

Machine Learning · Statistics 2024-11-05 Luc Brogat-Motte , Riccardo Bonalli , Alessandro Rudi

In this paper we analyze fractional Fokker-Planck equation describing subdiffusion in the general infinitely divisible (ID) setting. We show that in the case of space-time-dependent drift and diffusion and time-dependent jump coefficient,…

Probability · Mathematics 2015-10-01 Marcin Magdziarz , Tomasz Zorawik

Reaction diffusion systems are often used to study pattern formation in biological systems. However, most methods for understanding their behavior are challenging and can rarely be applied to complex systems common in biological…

Analysis of PDEs · Mathematics 2013-05-24 William R. Holmes

This paper is concerned with reaction-diffusion-advection equations in spatially periodic media. Under an assumption of weak stability of the constant states 0 and 1, and of existence of pulsating traveling fronts connecting them, we show…

Analysis of PDEs · Mathematics 2026-04-14 Hongjun Guo , François Hamel , Luca Rossi

The Kolmogorov-Zakharov stationary states for weak wave turbulence involve solving a leading-order kinetic equation. Recent calculations of higher-order corrections to this kinetic equation using the Martin-Siggia-Rose path integral are…

Statistical Mechanics · Physics 2025-07-15 Daniel Schubring

We develop a new method to solve the Fokker-Planck or Kolmogorov's forward equation that governs the time evolution of the joint probability density function of a continuous-time stochastic nonlinear system. Numerical solution of this…

Optimization and Control · Mathematics 2018-11-16 Kenneth F. Caluya , Abhishek Halder

To characterize the Neumann problem for nonlinear Fokker-Planck equations, we investigate distribution dependent reflecting SDEs (DDRSDEs) in a domain. We first prove the well-posedness and establish functional inequalities for reflecting…

Probability · Mathematics 2021-10-26 Feng-Yu Wang

We present a Fokker-Planck description of supercooled colloidal systems exhibiting slow relaxation dynamics. By assuming the existence of a local quasi-equilibrium state during the relaxation of the system, we derive a non-Markovian…

Condensed Matter · Physics 2015-06-24 J. M. Rubi , I. Santamaria-Holek , A. Perez-Madrid

The Fokker--Planck equation describes the evolution of a probability distribution towards equilibrium--the flow parameter is the equilibration time. Assuming the distribution remains normalizable for all times, it is equivalent to an open…

Statistical Mechanics · Physics 2016-09-14 Stam Nicolis , Julien Tranchida , Pascal Thibaudeau

We present a formulation of an optimal control problem for a two-dimensional diffusion process governed by a Fokker-Planck equation to achieve a nonequilibrium steady state with a desired circulation while accelerating convergence toward…

Systems and Control · Electrical Eng. & Systems 2026-03-26 Norihisa Namura , Hiroya Nakao

Statistical invariance of Wiener increments under SO(n) rotations provides a notion of gauge transformation of state-dependent Brownian motion. We show that the stochastic dynamics of non gauge-invariant systems is not unambiguously…

Statistical Mechanics · Physics 2013-09-06 Matteo Polettini

In this paper we investigate the stationary profiles of a nonlinear Fokker-Planck equation with small diffusion and nonlinear in- and outflow boundary conditions. We consider corridors with a bottleneck whose width has a global…

Dynamical Systems · Mathematics 2026-04-10 Annalisa Iuorio , Gaspard Jankowiak , Peter Szmolyan , Marie-Therese Wolfram

We propose a prescription based on the Fokker-Planck equation in the Stratonovich approach, with the diffusion coefficient dependent on temporal and spatial coordinates, for describing heat conduction by phonons in small structures. This…

Soft Condensed Matter · Physics 2007-05-23 Kwok Sau Fa

The concern of the present paper is the design of efficient numerical schemes for a specific Fokker-Planck equation describing the dynamics of energetic particles occurring in thermonuclear fusion plasmas (runaway electrons for example). In…

Analysis of PDEs · Mathematics 2025-09-08 Hugo Parada , Claudia Negulescu

Considering stationary states of continuous-variable systems undergoing an open dynamics, we unveil the connection between properties and symmetries of the latter and the dynamical parameters. In particular, we explore the relation between…

Quantum Physics · Physics 2016-11-29 F. Nicacio , M. Paternostro , A. Ferraro

We prove the existence of stationary solutions for some systems of reaction-diffusion type equations with superdiffusion in the corresponding H^2 spaces. Our method is based on the fixed point theorem when the elliptic problems contain…

Analysis of PDEs · Mathematics 2024-09-17 Vitali Vougalter

Stochastic reaction-diffusion models have become an important tool in studying how both noise in the chemical reaction process and the spatial movement of molecules influences the behavior of biological systems. There are two primary…

Analysis of PDEs · Mathematics 2013-04-23 Ikemefuna C. Agbanusi , Samuel A. Isaacson

We give a very simple method for finding the exact analytical solution for the problem of a particle undergoing diffusive motion on a flat potential in the presence of a gaussian sink function. The diffusion process is modelled by using one…

Statistical Mechanics · Physics 2021-08-09 Swati Mudra , Aniruddha Chakraborty

We derive the steady state solution of the Fokker-Planck equation that describes the dynamics of the nondegenerate optical parametric oscillator in the truncated Wigner representation of the density operator. We assume that the pump mode is…

Quantum Physics · Physics 2011-12-24 K. Dechoum , M. D. Hahn , R. O. Vallejos , A. Z. Khoury

We study steady-state thin films on a chemically heterogeneous substrates of finite size, subject to no-flux boundary conditions. Based on the structure of the bifurcation diagram, we classify the one-dimensional steady-state solutions that…

Fluid Dynamics · Physics 2021-11-16 Weifan Liu , Thomas P. Witelski
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