Related papers: Time-changed Dirac-Fokker-Planck equations on the …
Following a celebrated paper by Jordan, Kinderleherer and Otto it is possible to discretize in time the Fokker-Planck equation $\partial_t\varrho=\Delta\varrho+\nabla\cdot(\rho\nabla V)$ by solving a sequence of iterated variational…
Space and time discretizations of parabolic differential equations with dynamic boundary conditions are studied in a weak formulation that fits into the standard abstract formulation of parabolic problems, just that the usual L^2(\Omega)…
This paper develops solutions of fractional Fokker-Planck equations describing subdiffusion of probability densities of stochastic dynamical systems driven by non-Gaussian L\'evy processes, with space-time-dependent drift, diffusion and…
The spatial discretization of the single-cone Dirac Hamiltonian on the surface of a topological insulator or superconductor needs a special "staggered" grid, to avoid the appearance of a spurious second cone in the Brillouin zone. We adapt…
We study the general solution of the Fokker-Planck equation in d dimensions with arbitrary space and time dependent diffusion matrix and drift term. We show how to construct the solution, for arbitrary initial distributions, as an…
We study constrained Hamiltonian systems by utilizing general forms of time discretization. We show that for explicit discretizations, the requirement of preserving the canonical Poisson bracket under discrete evolution imposes strong…
An $N$-dimensional nonlinear Fokker-Planck equation is investigated here by considering the time dependence of the coefficients, where drift-controlled and source terms are present. We exhibit the exact solution based on the generalized…
We study the Fokker-Planck diffusion equation with diffusion coefficient depending periodically on the space variable. Inside a periodic array of inclusions the diffusion coefficient is reduced by a factor called the diffusion magnitude. We…
The object of this paper is the uniqueness for a $d$-dimensional Fokker-Planck type equation with non-homogeneous (possibly degenerated) measurable not necessarily bounded coefficients. We provide an application to the probabilistic…
In this paper, we present an approach to deal with the dynamics of the Dirac equation with time-dependent electromagnetic potentials using the fourth-order compact time-splitting method ($S_\text{4c}$). To this purpose, the time-ordering…
In the present article, an approach to find the exact solution of the fractional Fokker-Planck equation is presented. It is based on transforming it to a system of first-order partial differential equation via Hopf transformation, together…
The long time behavior of the dynamics of a fast-slow system of ordinary differential equations is examined. The system is derived from a spatial discretization of a Korteweg-de Vries-Burgers type equation, with fast dispersion and slow…
Time-fractional parabolic equations with a Caputo time derivative of order $\alpha\in(0,1)$ are discretized in time using continuous collocation methods. For such discretizations, we give sufficient conditions for existence and uniqueness…
Canonical Hamiltonian field theory in curved spacetime is formulated in a manifestly covariant way. Second quantization is achieved invoking a correspondence principle between the Poisson bracket of classical fields and the commutator of…
In this paper we consider a semiclassical version of the wave equations with singular H\"{o}lder time-dependent propagation speeds on the lattice $\hbar\mathbb{Z}^{n}$. We allow the propagation speed to vanish leading to the weakly…
We introduce a spacetime discretization of the Dirac equation that has the form of a quantum automaton and that is invariant upon changing the representation of the Clifford algebra, as the Dirac equation itself. Our derivation follows…
We develop a novel approach to the Anderson localisation problem in a $d$-dimensional disordered sample of dimension $L\times M^{d-1}$. Attaching a perfect lead with the cross-section $M^{d-1}$ to one side of the sample, we derive evolution…
We propose diffusion-like equations with time and space fractional derivatives of the distributed order for the kinetic description of anomalous diffusion and relaxation phenomena, whose diffusion exponent varies with time and which,…
We consider an initial- and Dirichlet boundary- value problem for a linear Cahn-Hilliard-Cook equation, in one space dimension, forced by the space derivative of a space-time white noise. First, we propose an approximate regularized…
The Klein-Gordon equation, the Maxwell equation, and the Dirac equation are presented as partial difference equations in the eight-dimensional covariant discrete phase space. These equations are also furnished as difference-differential…