Related papers: Fractional Fokker-Planck equations for subdiffusio…
The partial derivatives and Laplacians of the Zernike circle polynomials occur in various places in the literature on computational optics. In a number of cases, the expansion of these derivatives and Laplacians in the circle polynomials…
We analytically solve for the time dependent solutions of various density evolution models. With specific forms of the diffusion, drift and sink coefficients, the eigenfunctions can be expressed in terms of hypergeometric functions. We…
It is well-known that one-dimensional time fractional diffusion-wave equations with variable coefficients can be reduced to ordinary fractional differential equations and systems of linear fractional differential equations via scaling…
The Fokker-Planck equation describing the transport of energetic particles interacting with turbulence is difficult to solve analytically. Numerical solutions are of course possible but they are not always useful for applications. In the…
Fractional derivatives are nonlocal differential operators of real order that often appear in models of anomalous diffusion and a variety of nonlocal phenomena. Recently, a version of the Schr\"odinger Equation containing a fractional…
The exceptional Racah and q-Racah polynomials are constructed. Together with the exceptional Laguerre, Jacobi, Wilson and Askey-Wilson polynomials discovered by the present authors in 2009, they exhaust the generic exceptional orthogonal…
A cross-diffusion system for two compoments with a Laplacian structure is analyzed on the multi-dimensional torus. This system, which was recently suggested by P.-L. Lions, is formally derived from a Fokker-Planck equation for the…
The exact solution of the Cauchy problem for a Fokker-Planck equation used by R. Friedrich and J. Peinke for the description of a turbulent cascade, considered as a stochastic process of Markovian type, is obtained in the frame of M. Suzuki…
We consider Fokker--Planck--Kolmogorov equations with unbounded coefficients and obtain upper estimates of solutions. We also obtain new estimates involving Lyapunov functions.
We review the recent generalized fractional calculus of variations. We consider variational problems containing generalized fractional integrals and derivatives and study them using indirect methods. In particular, we provide necessary…
We propose a discontinuous Galerkin method for convection-subdiffusion equations with a fractional operator of order $\alpha (1<\alpha<2)$ defined through the fractional Laplacian. The fractional operator of order $\alpha$ is expressed as a…
We have derived a fractional Fokker-Planck equation for subdiffusion in a general space-and- time-dependent force field from power law waiting time continuous time random walks biased by Boltzmann weights. The governing equation is derived…
By using similarity transformations approach, the exact propagator for a generalized one-dimensional Fokker-Planck equation, with linear drift force and space-time dependent diffusion coefficient, is obtained. The method is simple and…
The quantum Boltzmann equation, or Fokker-Planck equation, has been used to successfully explain a number of experiments in semiconductor optics in the past two decades. This paper reviews some of the developments of this work, including…
In a recent paper Calogero and Alcantara derived a Lorentz-invariant Fokker-Planck equation, which corresponds to the evolution of a particle distribution associated with relativistic Brownian Motion. We study the "one and one-half"…
We prove a new uniqueness result for solutions to Fokker-Planck-Kolmogorov (FPK) equations for probability measures on infinite-dimensional spaces. We consider infinite-dimensional drifts that admit certain finite-dimensional…
In this paper, we investigate the well-posedness of weak solutions to the time-fractional Fokker-Planck equation. Its dynamics is governed by anomalous diffusion, and we consider the most general case of space-time dependent forces.…
We consider fractional relaxation and fractional oscillation equations involving Erdelyi-Kober integrals. In terms of Riemann-Liouville integrals, the equations we analyze can be understood as equations with time-varying coefficients.…
In this PhD thesis we introduce a generalized fractional calculus of variations. We consider variational problems containing generalized fractional integrals and derivatives, and study them using standard (indirect) and direct methods. In…
We study the rate of convergence to equilibrium of the solution of a Fokker--Planck type equation introduced by one of the authors in 2006 to describe opinion formation in a multi-agent system. The main feature of this Fokker--Planck…