Related papers: Diffusion approximation for Fokker Planck with hea…
We investigate a second-order accurate time-stepping scheme for solving a time-fractional diffusion equation with a Caputo derivative of order~$\alpha \in (0,1)$. The basic idea of our scheme is based on local integration followed by linear…
We study the position of a biased tracer particle (TP) in a bath of hardcore particles moving on a lattice of arbitrary dimension and in contact with a reservoir. Starting from the master equation satisfied by the joint probability of the…
The diffusion of elements is a key process in understanding the unusual surface composition of white dwarfs stars and their spectral evolution. The diffusion coefficients of Paquette et al. (1986) have been widely used to model diffusion in…
By constructing successful couplings for degenerate diffusion processes, explicit derivative formula and Harnack type inequalities are presented for solutions to a class of degenerate Fokker-Planck equations on $\R^m\times\R^{d}$. The main…
In this article a two-sided variable coefficient fractional diffusion equation (FDE) is investigated, where the variable coefficient occurs outside of the fractional integral operator. Under a suitable transformation the variable…
The diffusion limit of the linear Boltzmann equation with a strong magnetic field is performed. The giration period of particles around the magnetic field is assumed to be much smaller than the collision relaxation time which is supposed to…
The propagation of light in a scattering medium is described as the motion of a special kind of a Brownian particle on which the fluctuating forces act only perpendicular to its velocity. This enforces strictly and dynamically the…
In a previous work, a perturbative approach to a class of Fokker-Planck equations, which have constant diffusion coefficients and small time-dependent drift coefficients, was developed by exploiting the close connection between the…
The goal of this paper is to study weak solutions of the Fokker-Planck equation. We first discuss existence and uniqueness of weak solutions in an irregular context, providing a unified treatment of the available literature along with some…
In this paper, we study gradient decay estimates for solutions to the multi-dimensional Fisher-KPP equation with fractional diffusion. It is known that this equation exhibits exponentially advancing level sets with strong qualitative upper…
In this work we study the degenerate diffusion equation $\partial_{t}=x^{\alpha}a\left(x\right)\partial_{x}^{2}+b\left(x\right)\partial_{x}$ for $\left(x,t\right)\in\left(0,\infty\right)^{2}$, equipped with a Cauchy initial data and the…
The new scheme of stochastic quantization is proposed. This quantization procedure is equivalent to the deformation of an algebra of observables in the manner of deformation quantization with an imaginary deformation parameter (the Planck…
By using similarity transformations approach, the exact propagator for a generalized one-dimensional Fokker-Planck equation, with linear drift force and space-time dependent diffusion coefficient, is obtained. The method is simple and…
We introduce dimensional perturbation techniques to Bose-Einstein condensation of inhomogeneous alkali gases (BEC). The perturbation parameter is delta=1/kappa, where kappa depends on the effective dimensionality of the condensate and on…
We derive the generalized Fokker-Planck equation associated with a Langevin equation driven by arbitrary additive white noise. We apply our result to study the distribution of symmetric and asymmetric L\'{e}vy flights in an infinitely deep…
We consider a system described by a Fokker-Planck equation with a new type of momentum-dependent drift coefficient which asymptotically decreases as $-1/p$ for a large momentum $p$. It is shown that the steady-state of this system is a…
Difference schemes for the time-fractional diffusion equation with variable coefficients and nonlocal boundary conditions containing real parameters $\alpha$ and $\beta$ are considered. By the method of energy inequalities, for the solution…
Context. Spacecraft observations have motivated the need for a refined description of the phase-space distribution function. Of particular importance is the pitch-angle diffusion coefficient that occurs in the Fokker-Planck transport…
We derive a priori error estimates for the standard Galerkin and streamline diffusion finite element methods for the Fermi pencil-beam equation obtained from a fully three dimensional Fokker-Planck equation in space ${\mathbf x}=(x,y,z)$…
In recent works it has been demonstrated that using an appropriate rescaling, linear Boltzmann-type equations give rise to a scalar fractional diffusion equation in the limit of a small mean free path. The equilibrium distributions are…