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We get fractional symmetric Fokker - Planck and Einstein - Smoluchowski kinetic equations, which describe evolution of the systems influenced by stochastic forces distributed with stable probability laws. These equations generalize known…

Statistical Mechanics · Physics 2009-10-31 A. V. Chechkin , V. Yu. Gonchar

In this paper we introduce kinetic equations for the evolution of the probability distribution of two goods among a huge population of agents. The leading idea is to describe the trading of these goods by means of some fundamental rules in…

General Finance · Quantitative Finance 2015-06-11 G. Toscani , C. Brugna , S. Demichelis

We study a weakly non-linear Fokker-Planck equation with BGK heat thermostats in a spatially bounded domain with conservative Maxwell boundary conditions, presenting a space-dependent accommodation coefficient and a space-dependent…

Analysis of PDEs · Mathematics 2025-06-11 J Evans , R Medina

The Vlasov-Nordstr\"{o}m-Fokker-Planck system describes the evolution of self-gravitating matter experiencing collisions with a fixed background of particles in the framework of a relativistic scalar theory of gravitation. We study the…

Mathematical Physics · Physics 2014-07-22 José Antonio Alcántara Felix , Simone Calogero , Stephen Pankavich

We start with a global Maxwellian $M_{k}$, which is a stationary solution, with the constant total density ($\rho(t)\equiv \wt \rho$), of the Fokker-Planck equation. The notion of distance between the function $M_{k}$ and an arbitrary…

Analysis of PDEs · Mathematics 2015-05-14 Alexander Sakhnovich , Lev Sakhnovich

The relaxation to equilibrium in many systems which show strange kinetics is described by fractional Fokker-Planck equations (FFPEs). These can be considered as phenomenological equations of linear nonequilibrium theory. We show that the…

Statistical Mechanics · Physics 2009-11-07 I. M. Sokolov

We analytically derive novel explicit integral representations for the solution of nonhomogeneous initial-boundary-value problems for a large category of evolution partial differential equations of Sobolev-Galpern type with generic…

Analysis of PDEs · Mathematics 2025-12-19 Andreas Chatziafratis

We propose a model based on coupled multiplicative stochastic processes to understand the dynamics of competing species in an ecosystem. This process can be conveniently described by a Fokker-Planck equation. We provide an analytical…

Populations and Evolution · Quantitative Biology 2012-03-13 Simone Pigolotti , Alessandro Flammini , Amos Maritan

We consider kinetic Fokker-Planck (or Vlasov-Fokker-Planck) equations on the torus with Maxwellian or fat tail local equilibria. Results based on weak norms have recently been achieved by S. Armstrong and J.-C. Mourrat in case of Maxwellian…

Analysis of PDEs · Mathematics 2022-11-14 Giovanni Brigati

We present a new approach to analyze homogeneous nucleation based on non-equilibrium thermodynamics. The starting point is the formulation of a Gibbs equation for the variations of the entropy of the system, whose state is characterized by…

Condensed Matter · Physics 2007-05-23 D. Reguera Lopez , J. M. Rubi , A. Perez-Madrid

In this manuscript, we develop and analyze a continuous version of the well-known Bennati-Dragulescu-Yakovenko (BDY) dollar-exchange discrete model. Starting from the conservative BDY exchange mechanism, we rely on kinetic theory for…

Analysis of PDEs · Mathematics 2025-12-09 Fei Cao , Nadia Loy

In this study, we generalize the Fokker-Planck equation to two-dimensional cases, including potential functions with periodic boundary conditions and piecewise-defined structures, to analyze the probability distribution in multi-field…

General Relativity and Quantum Cosmology · Physics 2024-04-17 Deog Ki Hong , Jie Jiang , Dong-han Yeom

We study a Fokker-Planck equation modelling the firing rates of two interacting populations of neurons. This model arises in computational neuroscience when considering, for example, bistable visual perception problems and is based on a…

Analysis of PDEs · Mathematics 2011-12-19 José Antonio Carrillo , Stéphane Cordier , Simona Mancini

Many classical examples of models of self-organized dynamics, including the Cucker-Smale, Motsch-Tadmor, multi-species, and several others, include an alignment force that is based upon density-weighted averaging protocol. Those protocols…

Analysis of PDEs · Mathematics 2024-03-14 Roman Shvydkoy

We study the Fokker-Planck equation derived in the large system limit of the Markovian process describing the dynamics of quantitative traits. The Fokker-Planck equation is posed on a bounded domain and its transport and diffusion…

Analysis of PDEs · Mathematics 2018-08-01 Katarina Bodova , Jan Haskovec , Peter Markowich

A new approach to quantum Markov processes is developed and the corresponding Fokker-Planck equation is derived. The latter is examined to reproduce known results from classical and quantum physics. It was also applied to the phase-space…

Quantum Physics · Physics 2015-05-13 R. Tsekov

A Fokker-Planck type equation for interacting particles with exclusion principle is analysed. The nonlinear drift gives rise to mathematical difficulties in controlling moments of the distribution function. Assuming enough initial moments…

Analysis of PDEs · Mathematics 2008-01-21 José A. Carrillo , Philippe Laurençot , Jesús Rosado

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…

Statistical Mechanics · Physics 2009-11-11 Pierre-Henri Chavanis

In this paper, we present a critical collection of essential mathematical tools and techniques for the analysis of Boltzmann-type kinetic equations, which in recent years have established themselves as a flexible and powerful paradigm to…

Mathematical Physics · Physics 2025-03-17 Nadia Loy , Andrea Tosin

In view of some persistent recent reports on a singular kind of growth of the world wealth inequality, where a finite (often handful) number of people tend to possess more than the wealth of the planet's 50\% population, we explore here if…

Physics and Society · Physics 2023-08-09 Asim Ghosh , Suchismita Banerjee , Sanchari Goswami , Manipushpak Mitra , Bikas K. Chakrabarti
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