Related papers: Approximate solution for Fokker-Planck equation
We consider a Vlasov-Fokker-Planck equation governing the evolution of the density of interacting and diffusive matter in the space of positions and velocities. We use a probabilistic interpretation to obtain convergence towards equilibrium…
A possible approach to description of the non equilibrium system has been proposed. Based on the Fokker-Plank equation in term of energy for non equilibrium distribution function of macroscopical system was obtained the stationary solution…
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 Fokker-Planck equation derived by Brown for the probability density function of the orientation of the magnetic moment of single domain particles is one of the basic equations in the theory of superparamagnetism. Usually this equation…
A tracking type optimal control problem for a nonlinear and nonlocal kinetic Fokker-Planck equation which arises as the mean field limit of an interacting particle systems that is subject to distance dependent random fluctuations is…
We derive approximate iterative analytical solutions of the non-extensive Boltzmann transport equation in the relaxation time approximation. The approximate solutions almost overlap with the exact solution for a considerably wide range of…
The exact solution of the Cauchy problem for a generalized "linear" vectorial Fokker-Planck equation is found using the disentangling techniques of R. Feynman and algebraic (operational) methods. This approach may be considered as a…
How to accurately solve time-dependent Schr\"odinger equation is an interesting and important problem. Here, we propose a novel method to obtain the exact Floquet solutions of the Schr\"odinger equation for periodically driven systems by…
We discuss a method based on a segmentary approximation of solutions of the Schr\"odinger by quadratic splines, for which the coefficients are determined by a variational method that does not require the resolution of complicated algebraic…
The Fokker-Planck equation with diffusion coefficient quadratic in space variable, linear drift coefficient, and nonlocal nonlinearity term is considered in the framework of a model of analysis of asset returns at financial markets. For…
The exact solution of the Cauchy problem for a Fokker-Planck equation used by R. Friedrich and J. Peinke for the description of a turbulent cascade, considered as a stochastic process of Markovian type, is obtained in the frame of M. Suzuki…
The new scheme of stochastic quantization is proposed. This quantization procedure is equivalent to the deformation of an algebra of observables in the manner of deformation quantization with an imaginary deformation parameter (the Planck…
Recently developed simple approach for the exact/approximate solution of Schrodinger equations with constant/position-dependent mass, in which the potential is considered as in the perturbation theory, is shown to be equivalent to the one…
In this paper, we study the numerical approximation of a system of PDEs with fractional time derivatives. This system is derived from an optimal control problem for a time-fractional Fokker-Planck equation with time dependent drift by…
The object of this paper is the uniqueness for a $d$-dimensional Fokker-Planck type equation with non-homogeneous (possibly degenerated) measurable not necessarily bounded coefficients. We provide an application to the probabilistic…
Properties of the fractional Schrodinger equation have been studied. We have proven the hermiticity of fractional Hamilton operator and established the parity conservation law for the fractional quantum mechanics. As physical applications…
We describe a new approach for modeling the transport of high energy particles accelerated during flares from the acceleration region in the solar corona until their eventual thermalization in the flare footpoint. Our technique numerically…
We propose and analyze a mixed finite element method for the spatial approximation of a time-fractional Fokker--Planck equation in a convex polyhedral domain, where the given driving force is a function of space. Taking into account the…
We obtain exact solutions to the class of parabolic partial differential equations of arbitrary dimensionality and with arbitrary potentials. The solutions are presented in a compact-form: as explicit mathematical expressions consisting of…
High-precision approximate analytic expressions for energies and wave functions are found for arbitrary physical potentials. The Schr\"{o}dinger equation is cast into nonlinear Riccati equation, which is solved analytically in first…