Related papers: Non-Local Pearson diffusions
The time-fractional Fokker-Planck equation is a key model for characterizing anomalous diffusion, stochastic transport, and non-equilibrium statistical mechanics with applications in finance, chaotic dynamics, optical physics, and…
We study a simple nonlocal-in-time dynamic system proposed for the effective modeling of complex diffusive regimes in heterogeneous media. We present its solutions and their commonly studied statistics such as the mean square distance. This…
The radiation diffusion problem is a kind of {time-dependent} nonlinear equations. For solving the radiation diffusion equations, many linear systems are obtained in the nonlinear iterations at each time step. The cost of linear equations…
In designing and optimizing new-generation nanomaterials and related quantum devices, dissipation versus decoherence phenomena are often accounted for via local scattering models, such as relaxation-time and Boltzmann-like schemes. Here we…
Over the past decades, nonlocal models have been widely used to describe aggregation phenomena in biology, physics, engineering, and the social sciences. These are often derived as mean-field limits of attraction-repulsion agent-based…
We investigate the diffusion of particles in an attractive one-dimensional potential that grows logarithmically for large $|x|$ using the Fokker-Planck equation. An eigenfunction expansion shows that the Boltzmann equilibrium density does…
A transient Poisson-Nernst-Planck system with steric effects is analyzed in a bounded domain with no-flux boundary conditions for the ion concentrations and mixed Dirichlet-Neumann boundary conditions for the electric potential. The steric…
It is well-known that the transition function of the Ornstein-Uhlenbeck process solves the Fokker-Planck equation. This standard setting has been recently generalized in different directions, for example, by considering the so-called…
We present a finite element implementation for the steady-state nonlocal Dirichlet problem with homogeneous volume constraints. Here, the nonlocal diffusion operator is defined as integral operator characterized by a certain kernel…
We associate a coupled nonlinear Fokker-Planck equation on $\R^d$, i.e. with solution paths in $\scr P$, to a linear Fokker-Planck equation for probability measures on the product space $\R^d\times \scr P$, i.e. with solution paths in $\scr…
We study properties of the (generalized) Dickman distribution with two parameters and the stationary solution of the Ornstein-Uhlenbeck stochastic differential equation driven by a Poisson process. In particular, we show that the marginal…
In this paper the time-fractional diffusion-wave equation with Riemman-Liouville fractional derivative is studied. The integral operators with the Wright function in the kernel, associated with the studied equation are introdused and their…
This work is concerned with the stationary Poisson--Nernst--Planck equation with a large parameter which describes a huge number of ions occupying an electrolytic region. Firstly, we focus on the model with a single specie of positive…
This work studies nonnegative solutions for the Cauchy, Neumann, and Dirichlet problems of a logistic type reaction-diffusion equation. The finite time blowup results for nonnegative solutions under various restrictions on the coefficients…
In this paper, we construct unique, local-in-time strong solutions to the Vlasov-Poisson (VP) and Vlasov-Poisson-Fokker-Planck (VPFP) systems subjected to external, spatially regular, white-in-time electromagnetic fields in $\mathbb T^d…
By constructing successful couplings for degenerate diffusion processes, explicit derivative formula and Harnack type inequalities are presented for solutions to a class of degenerate Fokker-Planck equations on $\R^m\times\R^{d}$. The main…
Fokker-Planck equations describe time evolution of probability densities of stochastic dynamical systems and play an important role in quantifying propagation and evolution of uncertainty. Although Fokker-Planck equations can be written…
A Langevin equation with a special type of additive random source is considered. This random force presents a fractional order derivative of white noise, and leads to a power-law time behavior of the mean square displacement of a particle,…
We discuss the existence of stationary solutions for logistic diffusion equations of Fisher-Kolmogoroff-Petrovski-Piskunov type driven by the superposition of fractional operators in a bounded region with "hostile" environmental conditions,…
In this paper, we consider initial-boundary value problems for two-component nonlinear systems of time-fractional diffusion equations with the homogeneous Neumann boundary condition and non-negative initial values. The main results are the…