Related papers: Approximate solution for Fokker-Planck equation
In this paper we study the hydrodynamic (small mass approximation) limit of a Fokker-Planck equation. This equation arises in the kinetic description of the evolution of a particle system immersed in a viscous Stokes flow. We discuss two…
An approximate scaling relation is found for the transition temperature to a charge-density-wave instability in the anharmonic electron-phonon problem, which maps a wide range of interaction strengths, anharmonicities, and phonon…
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…
We design the first parallel scheme based on Schwarz waveform relaxation methods for the Kolmogorov-Fokker-Planck equation. We introduce a new convergence proof for the algorithms. We also provide results about the existence and uniqueness…
We study the rate of convergence to equilibrium of the solutions to Fokker-Planck type equations with linear drift by means of Cram\'er and Energy distances, which have been recently widely used in problems related to AI, in particular for…
The homotopy analysis method known from its successful applications to obtain quasi-analytical approximations of solutions of ordinary and partial differential equations is applied to stochastic differential equations with Gaussian…
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…
The aim of this paper is to derive Fokker - Planck equation in curvilinear coordinates using physical argumentation. We get the same result, as in our previous article [1], but for broader class of arbitrary holonomic mechanical systems.
We first prove a homogenization result for the fundamental solution of the linear kinetic Fokker Planck equation. We show that this solution converges, in an averaged $L^2$ sense, to the fundamental solution of an effective heat equation…
We examine the validity of the Fokker-Planck equation with linear force coefficients as an approximation to the kinetic equation of nucleation in homogeneous isothermal multicomponent condensation. Starting with a discrete equation of…
A set of quasi-exactly solvable quantum mechanical potentials associated with the Poeschl-Teller potential, the generalized Poeschl-Teller potential, the Scarf potential, and the harmonic oscillator potential have been studied. Solutions of…
Particle-based stochastic approximations of the Boltzmann equation are popular tools for simulations of non-equilibrium gas flows, for which the Navier-Stokes-Fourier equations fail to provide accurate description. However, these numerical…
We consider the stochastic nonlinear Schroedinger equation driven by a multiplicative noise in a semiclassical regime, where the Plank constant is small. In this regime, the solution of the equation exhibits high-frequency oscillations. We…
In this paper we study partial-approximate controllability of semilinear nonlocal fractional evolution equations in Hilbert spaces. By using fractional calculus, variational approach and approximating technique, we give the approximate…
We perform a numerical approximation of coherent sets in finite-dimensional smooth dynamical systems by computing singular vectors of the transfer operator for a stochastically perturbed flow. This operator is obtained by solution of a…
We obtain new exact classes of solutions for the nonlinear fractional Fokker-Planck-like equation partial_t rho = partial_x{D(x) partial^{mu -1}_x rho^{nu} - F(x) rho} by considering a diffusion coefficient D = D|x|^{-theta} (theta in R and…
The aim of the present paper is twofold:(1) We carry on with developing an abstract method for deriving decay estimates on the semigroup associated to non-symmetric operators in Banach spaces as introduced in [10]. We extend the method so…
We provide a mathematical analysis of appearance of the concentrations (as Dirac masses) of the solution to a Fokker-Planck system with asymmetric potentials. This problem has been proposed as a model to describe motor proteins moving along…
We propose and rigorously analyze a finite element method for the approximation of stationary Fokker--Planck--Kolmogorov (FPK) equations subject to periodic boundary conditions in two settings: one with weakly differentiable coefficients,…
In this paper we propose a modified Lie-type spectral splitting approximation where the external potential is of quadratic type. It is proved that we can approximate the solution to a one-dimensional nonlinear Schroedinger equation by…