Related papers: Fractional Fokker-Planck Equation with General Con…
We obtain exact results for fractional equations of Fokker-Planck type using evolution operator method. We employ exact forms of one-sided Levy stable distributions to generate a set of self-reproducing solutions. Explicit cases are…
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…
This paper investigates the local regularity of solutions to stationary Fokker-Planck equations on an open set $U \subset \mathbb{R}^d$ with $d \geq 2$. A central objective is to relax the classical assumptions on the coefficients by…
We consider Fokker-Planck equations with tilted periodic potential in the subcritical regime and characterize the spatio-temporal dynamics of the partial masses in the limit of vanishing diffusion. Our convergence proof relies on suitably…
Local and global well-posedness of the coagulation-fragmentation equation with size diffusion are investigated. Owing to the semilinear structure of the equation, a semigroup approach is used, building upon generation results previously…
Non-Gaussian L\'evy noises are present in many models for understanding underlining principles of physics, finance, biology and more. In this work, we consider the Fokker-Planck equation(FPE) due to one-dimensional asymmetric L\'evy motion,…
Using the generalized Kolmogorov-Feller equation with long-range interaction, we obtain kinetic equations with fractional derivatives with respect to coordinates. The method of successive approximations with the averaging with respect to…
We investigate the behavior of self-propelled particles in infinite space dimensions by comparing two powerful approaches in many-body dynamics: the Fokker-Planck equation and dynamical mean-field theory. The dynamics of the particles at…
In this paper Fokker-Planck-Kolmogorov type equations associated with stochastic differential equations driven by a time-changed fractional Brownian motion are derived. Two equivalent forms are suggested. The time-change process considered…
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…
The functional method to derive the fractional Fokker-Planck equation for probability distribution from the Langevin equation with Levy stable noise is proposed. For the Cauchy stable noise we obtain the exact stationary probability density…
We study the existence of global weak solutions of a nonlinear transport-diffusion equation with a fractional derivative in the time variable and under some extra hypotheses, we also study some regularity properties for this type of…
We develop a monotone finite volume method for the time fractional Fokker-Planck equations and theoretically prove its unconditional stability. We show that the convergence rate of this method is order 1 in space and if the space grid…
We prove the existence and uniqueness of invariant measures for the fractional stochastic Burgers equation (FSBE) driven by fractional power of the Laplacian and space-time white noise. We show also that the transition measures of the…
This paper deals with uncertainty propagation of general stochastic hybrid systems (GSHS) where the continuous state space is a compact Lie group. A computational framework is proposed to solve the Fokker-Planck (FP) equation that describes…
This is the first paper of a series of our works on the self-similar orbit-averaged Fokker-Planck (OAFP) equation for distribution function of stars in dense isotropic star clusters. At the late stage of relaxation evolution of the…
We study the probability distribution function (pdf) of the position of a L\'evy flight of index 0<\alpha<2 in presence of an absorbing wall at the origin. The solution of the associated fractional Fokker-Planck equation can be constructed…
This article provides techniques of raising the regularity of fractional order equations and resolves fundamental questions on the one-dimensional homogeneous boundary-value problem of skewed (double-sided) fractional diffusion advection…
We show that, for certain evolution partial differential equations, the solution on a finite interval $(0,\ell)$ can be reconstructed as a superposition of restrictions to $(0,\ell)$ of solutions to two associated partial differential…
This note adapts a probabilistic approach to establish a quantified estimate of the overdamped limit for the Vlasov-Fokker-Planck equation towards the aggregation-diffusion equation, which in particular includes cases of the Newtonian type…