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Related papers: Approximate solution for Fokker-Planck equation

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The relativistic Fokker-Planck equation, in which the speed of light $c$ appears as a parameter, is considered. It is shown that in the limit $c\to\infty$ its solutions converge in $L^1$ to solutions of the non-relativistic Fokker-Planck…

Mathematical Physics · Physics 2013-03-15 José A. Alcántara Félix , Simone Calogero

The issue of the relaxation to equilibrium has been at the core of the kinetic theory of rarefied gas dynamics. In the paper, we introduce the Deep Neural Network (DNN) approximated solutions to the kinetic Fokker-Planck equation in a…

Numerical Analysis · Mathematics 2020-07-15 Hyung Ju Hwang , Jin Woo Jang , Hyeontae Jo , Jae Yong Lee

We show that solutions of the 2D Fokker-Planck equation for bosons are defined globally in time and converge to equilibrium, and this convergence is shown to be exponential for radially symmetric solutions. The main observation is that a…

Analysis of PDEs · Mathematics 2017-03-28 José A. Cañizo , José A. Carrillo , Philippe Laurençot , Jesús Rosado

We apply the Frobenius method to the Schr\"{o}dinger equation with a truncated Coulomb potential. By means of the tree-term recurrence relation for the expansion coefficients we truncate the series and obtain exact eigenfunctions and…

Quantum Physics · Physics 2020-08-06 Francisco M. Fernández

In this article we derive Fokker - Planck equation for incompressible fluid and investigate its properties. In version 2 symmetries of linearized equations and some examples of invariant solutions are added.

Chaotic Dynamics · Physics 2009-02-03 Igor A. Tanski

In this paper the feasibility of funnel control techniques for the Fokker-Planck equation corresponding to a multi-dimensional Ornstein-Uhlenbeck process on an unbounded spatial domain is explored. First, using weighted Lebesgue and Sobolev…

Optimization and Control · Mathematics 2021-04-15 Thomas Berger

This work is devoted to the study of the Fokker--Planck equation for a stochastic heat equation with an additive $Q$-Wiener noise and non-homogeneous boundary conditions. We explicitly construct the probability density function and…

Probability · Mathematics 2025-09-03 Qingyan Meng , Jinqiao Duan , Jinlong Wei , Peter E. Kloeden

We propose a Hermite-Galerkin spectral method to numerically solve the spatially homogeneous Fokker-Planck-Landau equation with singular quadratic collision model. To compute the collision model, we adopt a novel approximation formulated by…

Numerical Analysis · Mathematics 2020-06-16 Ruo Li , Yanli Wang , Yixuan Wang

We study conservation laws and potential symmetries of (systems of) differential equations applying equivalence relations generated by point transformations between the equations. A Fokker-Planck equation and the Burgers equation are…

Mathematical Physics · Physics 2009-11-11 Nataliya M. Ivanova , Roman O. Popovych

In this paper, we investigate the well-posedness of weak solutions to the time-fractional Fokker-Planck equation. Its dynamics is governed by anomalous diffusion, and we consider the most general case of space-time dependent forces.…

Analysis of PDEs · Mathematics 2023-08-01 Marvin Fritz

We exactly solve a Fokker-Planck equation by determining its eigenvalues and eigenfunctions: we construct nonlinear second-order differential operators which act as raising and lowering operators, generating ladder spectra for the odd and…

Soft Condensed Matter · Physics 2009-11-11 E. Arvedson , M. Wilkinson , B. Mehlig , K. Nakamura

In this work, we use scattering method to study the Kramers-Fokker-Planck equation with a potential whose gradient tends to zero at the infinity. For short-range potentials in dimension three, we show that complex eigenvalues do not…

Spectral Theory · Mathematics 2015-06-19 Xue Ping Wang

In this work we present new exact similarity solutions with moving boundaries of the Fokker-Planck equation having both time-dependent drift and diffusion coefficients.

Mathematical Physics · Physics 2015-06-05 C. -L. Ho

We develop a refined Frozen Gaussian approximation (FGA) for the fractional Schr\"odinger equation in the semi-classical regime, where the solution exhibits rapid oscillations as the scaled Planck constant $\varepsilon$ becomes small. Our…

Numerical Analysis · Mathematics 2025-10-21 Lihui Chai , Hengzhun Chen , Xu Yang

We study the initial-boundary value problem for the Fokker-Planck equation in an interval with absorbing boundary conditions. We develop a theory of well-posedness of classical solutions for the problem. We also prove that the resulting…

Analysis of PDEs · Mathematics 2015-06-17 Hyung Ju Hwang , Juhi Jang , Juan J. L. Velazquez

A multi-species Fokker-Planck model for simulating particle collisions in a plasma is presented. The model includes various parameters that must be tuned. Under reasonable assumptions on these parameters, the model satisfies appropriate…

Mathematical Physics · Physics 2024-04-19 Evan Habbershaw , Cory D. Hauck , Jingwei Hu , Jeffrey R. Haack

We study Brownian motion driven with both conservative and nonconservative external forces. By using the thermodynamic approach of the theory of Brownian motion we obtain the Fokker-Planck equation and derive expressions for the Fluctuation…

Statistical Mechanics · Physics 2009-11-13 A. Perez-Madrid , I. Santamaria-Holek

A general formula in closed form to obtain exact similarity solutions of the Fokker-Planck equation with both time-dependent drift and diffusion coefficients was recently presented by Lin and Ho [ Ann. Phys. \textbf{327}, 386 (2012); J.…

Mathematical Physics · Physics 2014-12-01 C. -L. Ho , R. Sasaki

We develop a Fokker-Planck approach to describe the dynamics of staggered magnetization and thermal fluctuations in a two-dimensional antiferromagnetic system with uniaxial anisotropy. Beginning with a classical model for the…

Mesoscale and Nanoscale Physics · Physics 2026-03-11 E. Martello , G. A. Falci , E. Paladino , F. M. D. Pellegrino

We obtain accurate resonance energies for the Schr\"{o}dinger equation with a central--field potential by means of a method based on a rational approximation to the logarithmic derivative of the wavefunction. We discuss the rate of…

Mathematical Physics · Physics 2010-02-03 Francisco M. Fernández
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