Related papers: Curl Forces and the Nonlinear Fokker-Planck Equati…
We consider a continuum model for the dynamics of systems of self propelling particles with kinematic constraints on the velocities. The model aims to be analogous to a discrete algorithm used in works by T. Vicsek et al. In this paper we…
The Fokker-Planck Equation, applied to transport processes in fusion plasmas, can model several anomalous features, including uphill transport, scaling of confinement time with system size, and convective propagation of externally induced…
The Fokker-Planck equation with diffusion coefficient quadratic in space variable, linear drift coefficient, and nonlocal nonlinearity term is considered in the framework of a model of analysis of asset returns at financial markets. For…
We describe the structure of solutions of the kinetic Fokker-Planck equations in domains with boundaries near the singular set in one-space dimension. We study in particular the behaviour of the solutions of this equation for inelastic…
We study the classical motion of a particle subject to a stochastic force. We then present a perturbative schema for the associated Fokker-Planck equation where, in the limit of a vanishingly small noise source, a consistent dynamical model…
Noise or fluctuations play an important role in the modeling and understanding of the behavior of various complex systems in nature. Fokker-Planck equations are powerful mathematical tool to study behavior of such systems subjected to…
We prove global existence, uniqueness and regularity of the mild, Lp and classical solution of a non-linear Fokker-Planck equation arising in an adaptive importance sampling method for molecular dynamics calculations. The non- linear term…
The Fokker-Planck equation provides complete statistical description of a particle undergoing random motion in a solvent. In the presence of Lorentz force due to an external magnetic field, the Fokker-Planck equation picks up a tensorial…
This paper focuses on finding an approximate solution of a kind of Fokker-Planck equation with time-dependent perturbations. A formulation of the approximate solution of the equation is constructed, and then the existence of the formulation…
A procedure is presented for solving the Fokker-Planck equation with constant diffusion but non-stationary drift. It is based on the correspondence between the Fokker-Planck equation and the non-stationary Schr\"odinger equation. The…
We discuss a general class of nonlinear mean-field Fokker-Planck equations [P.H. Chavanis, Phys. Rev. E, 68, 036108 (2003)] and show their applications in different domains of physics, astrophysics and biology. These equations are…
We show that solutions of nonlinear nonlocal Fokker--Planck equations in a bounded domain with no-flux boundary conditions can be approximated by Cauchy problems with increasingly strong confining potentials defined in the whole space. Two…
Several classes of physical systems exhibit ultraslow diffusion for which the mean squared displacement at long times grows as a power of the logarithm of time ("strong anomaly") and share the interesting property that the probability…
This article is concerned with the Schauder estimate for linear kinetic Fokker-Planck equations with H\"older continuous coefficients. This equation has an hypoelliptic structure. As an application of this Schauder estimate, we prove the…
We study a particular generalisation of the classical Kramers model describing Brownian particles in the external potential. The generalised model includes the stochastic force which is modelled as an additive random noise that depends upon…
We study the dynamics of inertial particles in turbulence using datasets obtained from both direct numerical simulations and laboratory experiments of turbulent swirling flows. By analyzing time series of particle velocity increments at…
A supersymmetric method for the construction of so-called conditionally exactly solvable quantum systems is reviewed and extended to classical stochastic dynamical systems characterized by a Fokker-Planck equation with drift. A class of…
Solving the stationary nonlinear Fokker-Planck equations is important in applications and examples include the Poisson-Boltzmann equation and the two layer neural networks. Making use of the connection between the interacting particle…
A theoretical framework is developed for the phenomenon of non-Gaussian normal diffusion that has experimentally been observed in several heterogeneous systems. From the Fokker-Planck equation with the dynamical structure with largely…
The non--static generalized Langevin equation and its corresponding Fokker--Planck equation for the position of a viscous fluid particle were solved in closed form for a time dependent external force. Its solution for a constant external…