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Here, we introduce a numerical approach for a class of Fokker-Planck (FP) equations. These equations are the adjoint of the linearization of Hamilton-Jacobi (HJ) equations. Using this structure, we show how to transfer the properties of…

Analysis of PDEs · Mathematics 2017-03-23 Adriano Festa , Diogo A. Gomes , Roberto M. Velho

We present numerical techniques based on generalized functions adapted to nonlinear calculations. They concern main numerical engineering problems ruled by-or issued from-nonlinear equations of continuum mechanics. The aim of this text is…

Mathematical Physics · Physics 2007-05-23 J. F. Colombeau

In the paper titled "New numerical approach for fractional differential equations" by A. Atangana and K.M. Owolabi [Math. Model. Nat. Phenom., 13(1), 2018], it is presented a method for the numerical solution of some fractional differential…

Numerical Analysis · Mathematics 2019-02-27 Roberto Garrappa

This article analysis differential equations which represents damped and fractional oscillators. First, it is shown that prior to using physical quantities in fractional calculus, it is imperative that they are turned dimensionless.…

Fractal functions that produce smooth and non-smooth approximants constitute an advancement to classical nonrecursive methods of approximation. In both classical and fractal approximation methods emphasis is given for investigation of…

Dynamical Systems · Mathematics 2015-03-26 M. F. Barnsley , P. Viswanathan

This paper is devoted to the study of meromorphic solutions of nonlinear differential equations, specifically the equation \[ (f^n)^{(k)}(g^n)^{(k)} = \alpha^2, \] where $k$ and $n$ are positive integers with $n>2k$, and $\alpha$ is a…

Complex Variables · Mathematics 2026-03-13 Abhijit Banerjee , Sujoy Majumder , Shantanu Panja , Junfeng Xu

In this paper, we propose a novel method to approximate the mean field stochastic differential equation by means of approximating the density function via Fokker-Planck equation. We construct a well-posed truncated Fokker-Planck equation…

Numerical Analysis · Mathematics 2025-03-25 Jinhui Zhou , Yongkui Zou , Shimin Chai , Boyu Wang , Ziyi Tan

We discuss some important issues arising from computational efforts in dynamical systems and fluid dynamics. Various individuals have misunderstood these issues since the onset of these problem areas; indeed, they have been routinely…

Mathematical Physics · Physics 2016-11-23 Lun-Shin Yao

Diffusive representations of fractional derivatives have proven to be useful tools in the construction of fast and memory efficient numerical methods for solving fractional differential equations. A common challenge in many of the known…

Numerical Analysis · Mathematics 2022-04-11 Kai Diethelm

In this paper, we introduce and analyse numerical schemes for the homogeneous and the kinetic L\'evy-Fokker-Planck equation. The discretizations are designed to preserve the main features of the continuous model such as conservation of…

Numerical Analysis · Mathematics 2022-07-26 Nathalie Ayi , Maxime Herda , Hélène Hivert , Isabelle Tristani

In the present work, an attempted was made to develop a numerical algorithm by the use of new orthogonal hybrid functions formed from hybrid of piecewise constant orthogonal sample-and-hold functions and piecewise linear orthogonal…

Numerical Analysis · Mathematics 2018-01-23 Seshu Kumar Damarla , Madhusree Kundu

New problem is considered that is to find nonlinear differential equations with special solutions. Method is presented to construct nonlinear ordinary differential equations with exact solution. Crucial step to the method is the assumption…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 N. A. Kudryashov

We study a numerical method to compute probability density functions of solutions of stochastic differential equations. The method is sometimes called the numerical path integration method and has been shown to be fast and accurate in…

Dynamical Systems · Mathematics 2016-11-29 Linghua Chen , Espen Robstad Jakobsen , Arvid Naess

This article presents a rigorous analysis for efficient statistically accurate algorithms for solving the Fokker-Planck equations associated with high-dimensional nonlinear turbulent dynamical systems with conditional Gaussian structures.…

Statistics Theory · Mathematics 2017-09-19 Nan Chen , Andrew J. Majda , Xin T. Tong

We consider a quantum mechanical system represented in phase space (referred to hereafter as "Wigner space"), coupled to a harmonic oscillator bath. We derive quantum hierarchal Fokker-Planck (QHFP) equations not only in real time, but also…

Statistical Mechanics · Physics 2015-04-16 Yoshitaka Tanimura

In this paper, we consider a class of nonlinear fractional differential equations involving Hilfer derivative with boundary conditions. First, we obtain an equivalent integral for the given boundary value problem in weighted space of…

General Mathematics · Mathematics 2019-10-01 Mohammed S Abdo , S K Panchal , Sandeep P Bhairat

There has recently been considerable interest in using a nonstandard piecewise approximation to formulate fractional order differential equations as difference equations that describe the same dynamical behaviour and are more amenable to a…

Numerical Analysis · Mathematics 2016-05-09 Christopher N Angstmann , Bruce I Henry , Anna V McGann

This paper presents an efficient spectral method for solving the fractional Fredholm integro-differential equations. The non-smoothness of the solutions to such problems leads to the performance of spectral methods based on the classical…

Numerical Analysis · Mathematics 2022-09-23 Y. Talaei , S. Noeiaghdam , H. Hosseinzadeh

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.

Chaotic Dynamics · Physics 2007-05-23 Igor A. Tanski

In view of the role of reaction equations in physical problems, the authors derive the explicit solution of a fractional reaction equation of general character, that unifies and extends earlier results. Further, an alternative shorter…

Mathematical Physics · Physics 2015-05-18 R. K. Saxena , A. M. Mathai , H. J. Haubold