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A general type of nonlinear Fokker-Planck equation is derived directly from a master equation, by introducing generalized transition rates. The H-theorem is demonstrated for systems that follow those classes of nonlinear Fokker-Planck…

Statistical Mechanics · Physics 2009-11-13 Veit Schwammle , Fernando D. Nobre , Evaldo M. F. Curado

A recently introduced nonlinear Fokker-Planck equation, derived directly from a master equation, comes out as a very general tool to describe phenomenologically systems presenting complex behavior, like anomalous diffusion, in the presence…

Statistical Mechanics · Physics 2009-11-13 Veit Schwammle , Evaldo M. F. Curado , Fernando D. Nobre

In this work, we study the formal connections between the non-linear Fokker-Planck Equation associated with the non-additive entropy and the Boltzmann Equation with the non-additive correlation functional. The collisional term following the…

Statistical Mechanics · Physics 2023-02-23 Airton Deppman , Alireza K. Golmankhaneh , Eugenio Megias , Roman Pasechnik

Inspired by the modeling of grain growth in polycrystalline materials, we consider a nonlinear Fokker-Plank model, with inhomogeneous diffusion and with variable mobility parameters. We develop large time asymptotic analysis of such…

Analysis of PDEs · Mathematics 2022-06-24 Yekaterina Epshteyn , Chang Liu , Chun Liu , Masashi Mizuno

In this paper, we study the asymptotic behavior of a class of nonlinear Fokker-Planck type equations in a bounded domain with periodic boundary conditions. The system is motivated by our study of grain boundary dynamics, especially under…

Analysis of PDEs · Mathematics 2025-03-04 Yekaterina Epshteyn , Chun Liu , Masashi Mizuno

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…

Computational Finance · Quantitative Finance 2008-12-10 Alexander Shapovalov , Andrey Trifonov , Elena Masalova

Matter agglomeration mesoscopic phenomena of irreversible type are well described by nonequilibrium thermodynamics formalism. The description assumes that the thermodynamic (internal) state variables are in local equilibrium, and uses the…

Statistical Mechanics · Physics 2007-05-23 A. Gadomski , J. M. Rubi

In this paper we focus on the construction of numerical schemes for nonlinear Fokker-Planck equations that preserve the structural properties, like non negativity of the solution, entropy dissipation and large time behavior. The methods…

Numerical Analysis · Mathematics 2017-11-13 Lorenzo Pareschi , Mattia Zanella

A possible approach to description of the non equilibrium system has been proposed. Based on the Fokker-Plank equation in term of energy for non equilibrium distribution function of macroscopical system was obtained the stationary solution…

Statistical Mechanics · Physics 2008-08-08 Bohdan Lev

We interpret a class of nonlinear Fokker-Planck equations with reaction as gradient flows over the space of Radon measures equipped with the recently introduced Hellinger-Kantorovich distance. The driving entropy of the gradient flow is not…

Functional Analysis · Mathematics 2019-08-13 Stanislav Kondratyev , Dmitry Vorotnikov

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…

Statistical Mechanics · Physics 2020-01-22 Iman Abdoli , Hidde Derk Vuijk , Jens-Uwe Sommer , Joseph Michael Brader , Abhinav Sharma

We examine the validity of the Fokker-Planck equation with linear force coefficients as an approximation to the kinetic equation of nucleation in homogeneous isothermal multicomponent condensation. Starting with a discrete equation of…

Classical Physics · Physics 2021-10-04 Yuri S. Djikaev , Eli Ruckenstein , Mark Swihart

Nonlinear Fokker-Planck equations endowed with curl drift forces are investigated. The conditions under which these evolution equations admit stationary solutions, which are $q$-exponentials of an appropriate potential function, are…

Statistical Mechanics · Physics 2016-12-07 R. S. Wedemann , A. R. Plastino , C. Tsallis

This paper is devoted to studying non-commensurate fractional order planar systems. Our contributions are to derive sufficient conditions for the global attractivity of non-trivial solutions to fractional-order inhomogeneous linear planar…

Classical Analysis and ODEs · Mathematics 2023-01-30 Kai Diethelm , Ha Duc Thai , Hoang The Tuan

The Fokker-Planck equations describe time evolution of probability densities of stochastic dynamical systems and are thus widely used to quantify random phenomena such as uncertainty propagation. For dynamical systems driven by non-Gaussian…

Dynamical Systems · Mathematics 2015-06-04 Xu Sun , Jinqiao Duan

We study the long-time behaviour of a nonlinear Fokker-Planck equation, which models the evolution of rigid polymers in a given flow, after a closure approximation. The aim of this work is twofold: first, we propose a microscopic derivation…

Analysis of PDEs · Mathematics 2011-07-20 Lingbing He , Claude Le Bris , Tony Lelièvre

Pattern formation in uniaxial polymeric liquid crystals is studied for different dynamic closure approximations. Using the principles of mesoscopic non-equilibrium thermodynamics in a mean-field approach, we derive a Fokker-Planck equation…

Soft Condensed Matter · Physics 2015-06-05 Humberto Hijar , Diego Marquina de Hoyos , Ivan Santamaria-Holek

The note is about some nonlinear curvature conditions which arise naturally in conformal geometry.

Differential Geometry · Mathematics 2009-08-26 Pengfei Guan , Jeff Viaclovsky , Guofang Wang

Anomalous diffusion and power-law distributions are observed in various complex systems. To provide a consistent dynamical foundation for these phenomena, we present a geometric derivation of the nonlinear Fokker-Planck equation by…

Statistical Mechanics · Physics 2026-05-25 Hiroki Suyari

We derive non-linear stochastic Fokker-Planck equation from stochastic systems particles with individual and environmental noise via relative entropy method, with pathwise quantitative bounds. Moreover, we prove the existence of a unique…

Probability · Mathematics 2026-04-23 Christian Olivera , Alexandre B. de Souza
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