Related papers: Approximate solution for Fokker-Planck equation
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…
This work continues to study the set of quasi exactly solvable potentials related to the Eckart, Hult\'{e}n, Rosen-Morse, Coulomb and the harmonic oscillator potentials. We solve the Schr\"{o}dinger equation for each potential and obtain…
We present an application of a nonstandard approximate method---the finite-rank approximation---to solving the time-independent Schr\"odinger equation for a bound-state problem. The method is illustrated on the example of a…
We study some accurate semiclassical resolvent estimates for operators that are neither selfadjoint nor elliptic, and applications to the Cauchy problem. In particular we get a precise description of the spectrum near the imaginary axis and…
We study an approximation method for the one-dimensional nonlinear filtering problem, with discrete time and continuous time observation. We first present the method applied to the Fokker-Planck equation. The convergence of the…
This article is devoted to studying the inverse scattering for the fractional Schr\"{o}dinger equation, and in particular we solve the Born approximation problem. Based on the ($p$,$q$)-type resolvent estimate for the fractional Laplacian,…
The aim of this paper is to study the convergence of the solution of the Fokker-Planck equation to the associated stationary state when time goes to infinity. The force field which we consider here is of a general structure, that is it may…
This article studies a Fokker-Planck type equation of fractional diffusion with conservative drift $\partial$f/$\partial$t = $\Delta$^($\alpha$/2) f + div(Ef), where $\Delta$^($\alpha$/2) denotes the fractional Laplacian and E is a…
Based on a general discrete model for a semiflexible polymer chain, we introduce a formal derivation of a kinetic equation for semiflexible polymers in the half-plane via a continuum limit. It turns out that the resulting equation is the…
In this paper, we establish the existence of ground state solutions for a fractional Schr\"odinger equation in the presence of a harmonic trapping potential. We also address the orbital stability of standing waves. Additionally, we provide…
We consider three classes of linear non-symmetric Fokker-Planck equations having a unique steady state and establish exponential convergence of solutions towards the steady state with explicit (estimates of) decay rates. First,…
We have re-analyzed the dynamics of the thermal potential within Schwarzschild spacetime by employing the Fokker-Planck equation. We demonstrate that the Fokker-Planck equation reduces to a simplified form equivalent to a scaled quantum…
In this paper, we investigate the fundamental solution of the fractional Fokker-Planck equation. Utilizing the Littlewood-Paley decomposition technology, we present a concise proof of the pointwise estimate for the fundamental solution.
The optimized expansion is used to formulate a systematic approximation scheme to the probability distribution of a stochastic system. The first order approximation for the one-dimensional system driven by noise in an anharmonic potential…
Numerous evolution equations with nonlocal convolution-type interactions have been proposed. In some cases, a convolution was imposed as the velocity in the advection term. Motivated by analyzing these equations, we approximate advective…
This paper studies a quantum simulation technique for solving the Fokker-Planck equation. Traditional semi-discretization methods often fail to preserve the underlying Hamiltonian dynamics and may even modify the Hamiltonian structure,…
We analyze the long time behavior of transport equations for a class of dissipative quantum systems with Fokker-planck type scattering operator, subject to confining potentials of harmonic oscillator type. We establish the conditions under…
We derive non-linear stochastic Fokker-Planck equation from stochastic systems particles with individual and environmental noise via relative entropy method, with pathwise quantitative bounds. Moreover, we prove the existence of a unique…
In this work, we consider the solvability of the Fokker-Planck equation with both time-dependent drift and diffusion coefficients by means of the similarity method. By the introduction of the similarity variable, the Fokker-Planck equation…
The statistics of the condensed polaritons is described in terms of the Wigner function. In the framework of the truncated Wigner method, the Wigner function obeys a Fokker- Planck equation, which is solved analytically. The second order…