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Related papers: Fractional Fokker-Planck equations for subdiffusio…

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A spectral decomposition method is used to obtain solutions to a class of nonlinear differential equations. We extend this approach to the analysis of the fractional form of these equations and demonstrate the method by applying it to the…

Mathematical Physics · Physics 2015-08-14 Malgorzata Turalska , Bruce J. West

Recently, the numerical schemes of the Fokker-Planck equations describing anomalous diffusion with two internal states have been proposed in [Nie, Sun and Deng, arXiv: 1811.04723], which use convolution quadrature to approximate the…

Numerical Analysis · Mathematics 2024-12-20 Jing Sun , Daxin Nie , Weihua Deng

A covariant Fokker-Planck type equation for a simple gas and an equation for the Brownian motion are derived from a relativistic kinetic theory based on the Boltzmann equation. For the simple gas the dynamic friction four-vector and the…

Statistical Mechanics · Physics 2010-11-19 Guillermo Chacón--Acosta , Gilberto M. Kremer

Fractional diffusion equations are widely used to describe anomalous diffusion processes where the characteristic displacement scales as a power of time. For processes lacking such scaling the corresponding description may be given by…

Statistical Mechanics · Physics 2007-05-23 I. M. Sokolov , A. V. Chechkin , J. Klafter

The paper provides the fractional integrals and derivatives of the Rie\-mann-Liouville and Caputo type for the five kinds of radial basis functions (RBFs), including the powers, Gaussian, multiquadric, Matern and thin-plate splines, in one…

Numerical Analysis · Mathematics 2016-12-23 Maryam Mohammadi , Robert Schaback

{The numerical approximation of the solution of the Fokker--Planck equation is a challenging problem that has been extensively investigated starting from the pioneering paper of Chang and Cooper in 1970. We revisit this problem at the light…

Numerical Analysis · Mathematics 2017-04-03 G. Toscani

This paper derives the Fokker-Planck (FP) equation for a particle moving in potential by a randomly modulated dipole. The FP equation describes the anomalous diffusion observed in the companion paper [1] and breaks the conservation of the…

Mathematical Physics · Physics 2022-05-03 S. Katagiri , Y. Matsuo , Y. Matsuoka , A. Sugamoto

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 a recent paper, Saxena et al. [1] developed the solutions of three generalized fractional kinetic equations in terms of Mittag-Leffler functions. The object of the present paper is to further derive the solution of further generalized…

Mathematical Physics · Physics 2009-11-10 R. K. Saxena , A. M. Mathai , H. J. Haubold

Properties of partial integrals such as real and complex-valued polynomial, multiple polynomial, exponential, and conditional for ordinary differential systems are studied. The possibilities of constructing first integrals and last…

Classical Analysis and ODEs · Mathematics 2018-09-20 V. N. Gorbuzov

For the particles undergoing the anomalous diffusion with different waiting time distributions for different internal states, we derive the Fokker-Planck and Feymann-Kac equations, respectively, describing positions of the particles and…

Statistics Theory · Mathematics 2018-04-10 Pengbo Xu , Weihua Deng

We establish the global existence of weak solutions to a nonlinear kinetic Fokker--Planck equation with degenerate diffusion, under either inflow or partial absorption-reflection boundary conditions. The novelty of our approach lies in…

Analysis of PDEs · Mathematics 2025-10-09 Young-Pil Choi , Sihyun Song

In this paper, a fourth-order partial divided-difference equation on quadratic lattices with polynomial coefficients satisfied by bivariate Racah polynomials is presented. From this equation we obtain explicitly the matrix coefficients…

Classical Analysis and ODEs · Mathematics 2016-05-31 D. D. Tcheutia , Y. Guemo Tefo , M. Foupouagnigni , E. Godoy , I. Area

In this paper, we develop an operator splitting scheme for the fractional kinetic Fokker-Planck equation (FKFPE). The scheme consists of two phases: a fractional diffusion phase and a kinetic transport phase. The first phase is solved…

Analysis of PDEs · Mathematics 2018-06-19 Manh Hong Duong , Yulong Lu

We develop a general technique to prove uniqueness of solutions for Fokker--Planck equations on infinite dimensional spaces. We illustrate this method by implementing it for Fokker--Planck equations in Hilbert spaces with Kolmogorov…

Probability · Mathematics 2018-06-18 Vladimir Bogachev , Giuseppe Da Prato , Michael Röckner

We consider and provide an accurate study for the fractional Zernike functions on the punctured unit disc, generalizing the classical Zernike polynomials and their associated $\beta$-restricted Zernike functions. Mainly, we give the…

Complex Variables · Mathematics 2023-01-23 Hajar Dkhissi , Allal Ghanmi , Safa Snoun

Aspects of the QCD parton densities are briefly reviewed, drawing some parallels to the density matrix formulation of quantum mechanics, exemplified by Wigner functions. We elaborate on the solution of their evolution equations using…

High Energy Physics - Phenomenology · Physics 2007-05-23 Alessandro Cafarella , Claudio Coriano' , Marco Guzzi

We propose a novel method to solve a chemical diffusion master equation of birth and death type. This is an infinite system of Fokker-Planck equations where the different components are coupled by reaction dynamics similar in form to a…

Probability · Mathematics 2022-03-29 Alberto Lanconelli

In neuroscience, the distribution of a decision time is modelled by means of a one-dimensional Fokker--Planck equation with time-dependent boundaries and space-time-dependent drift. Efficient approximation of the solution to this equation…

Numerical Analysis · Mathematics 2023-02-08 Udo Boehm , Sonja Cox , Gregor Gantner , Rob Stevenson

The differential equation with free boundary conditions on the unit disk that was proposed by Frits Zernike in 1934 to find Jacobi polynomial solutions (indicated as I), serves to define a classical and a quantum system which have been…

Mathematical Physics · Physics 2017-10-24 Natig M. Atakishiyev , George S. Pogosyan , Kurt Bernardo Wolf , Alexander Yakhno
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