Related papers: A spectral-based numerical method for Kolmogorov e…
We introduce an innovative approach for solving high-dimensional Fokker-Planck-L\'evy (FPL) equations in modeling non-Brownian processes across disciplines such as physics, finance, and ecology. We utilize a fractional score function and…
I report a study of the nonstationary one-dimensional Fokker-Planck solutions by means of the strictly isospectral method of supesymmetric quantum mechanics. The main conclusion is that this technique can lead to a space-dependent…
We present the newly developed stochastic model of the galactic cosmic ray (GCR) particles transport in the heliosphere. Mathematically Parker transport equation (PTE) describing non-stationary transport of charged particles in the…
In this paper, we mainly investigate a class of Kolmogorov-Fokker-Planck operator with 4 different scalings in nondivergence form. And we assume the coefficients $a^{ij}$ are only measurable in $t$ and satisfy the vanishing mean oscillation…
Using a method of eigenfunction expansion, a stochastic equation is developed for the generalized Schr{\"o}dinger equation with random fluctuations. The wave field $ {\psi} $ is expanded in terms of eigenfunctions: $ {\psi} = \sum_{n} a_{n}…
Fractional calculus provides a rigorous mathematical framework to describe anomalous stochastic processes by generalizing the notion of classical differential equations to their fractional-order counterparts. By introducing the fractional…
Coupled modified nonlinear Schr\"{o}dinger(CMNLS) equations describe the pulse propagation in the picosecond or femtosecond regime of the birefringent optical fibers. In this paper, we use the Fokas method to analyze the initial-boundary…
The aim of this work is to devise and analyse an accurate numerical scheme to solve Erd\'elyi-Kober fractional diffusion equation. This solution can be thought as the marginal pdf of the stochastic process called the generalized grey…
In this paper, we investigate a spectral Petrov-Galerkin method for an optimal control problem governed by a two-sided space-fractional diffusion-advection-reaction equation. Taking into account the effect of singularities near the boundary…
Numerical approximation of the Boltzmann equation presents a challenging problem due to its high-dimensional, nonlinear, and nonlocal collision operator. Among the deterministic methods, the Fourier-Galerkin spectral method stands out for…
We provide a method to select flows of solutions to the Cauchy problem for linear and nonlinear Fokker--Planck--Kolmogorov equations (FPK equations) for measures on Euclidean space. In the linear case, our method improves similar results of…
We design a deterministic particle method for the solution of the spatially homogeneous Landau equation with uncertainty. The deterministic particle approximation is based on the reformulation of the Landau equation as a formal gradient…
We use the score-based transport modeling method to solve the mean-field Fokker-Planck equations, which we call MSBTM. We establish an upper bound on the time derivative of the Kullback-Leibler (KL) divergence to MSBTM numerical estimation…
This article gives a new insight of kernel-based (approximation) methods to solve the high-dimensional stochastic partial differential equations. We will combine the techniques of meshfree approximation and kriging interpolation to extend…
When numerical solution of elliptic and parabolic partial differential equations is required to be highly accurate in space, the discrete problem usually takes the form of large-scale and sparse linear systems. In this work, as an…
In this paper we study some properties of the generalized Fokker-Planck equation induced by the time-changed fractional Ornstein-Uhlenbeck process. First of all, we exploit some sufficient conditions to show that a mild solution of such…
We examine the merits of using a family of polynomials that are orthogonal with respect to a non-classical weight function to discretize the speed variable in continuum kinetic calculations. We consider a model one-dimensional partial…
We first review the Cordes condition for nondivergence-form differential operators through the lens of Campanato's theory of near operators. We then survey a recently proposed Cordes framework that guarantees the existence and uniqueness of…
In this paper, the periodic initial-value problem for the fractional nonlinear Schr\"odinger (fNLS) equation is discretized in space by a Fourier spectral Galerkin method and in time by diagonally implicit, high-order Runge-Kutta schemes,…
In this article we try to bridge the gap between the quantum dynamical semigroup and Wigner function approaches to quantum open systems. In particular we study stationary states and the long time asymptotics for the quantum Fokker-Planck…