Related papers: Fokker-Planck equation on metric graphs
The question of what conditions should be set at the nodes of a discrete graph for the wave equation with discrete time is investigated. The variational method for the derivation of these conditions is used. A parallel with the continuous…
We consider the Dirac equation on periodic networks (quantum graphs). The self-adjoint quasi periodic boundary conditions are derived. The secular equation allowing us to find the energy spectrum of the Dirac particles on periodic quantum…
We derive the Fokker-Planck equation on the parametric space. It is the Wasserstein gradient flow of relative entropy on the statistical manifold. We pull back the PDE to a finite dimensional ODE on parameter space. Some analytical example…
This is a preliminary study of the equation of motion of Euclidean classical gravity on a graph, based on the Lin-Lu-Yau Ricci curvature on graphs. We observe that the constant edge weights configuration gives the unique solution on an…
This article present a continuous cascade model of volatility formulated as a stochastic differential equation. Two independent Brownian motions are introduced as random sources triggering the volatility cascade. One multiplicatively…
Pathwise constructions of Brownian motions which satisfy all possible boundary conditions at the vertex of star graphs are given.
We study the Fokker-Planck equation derived in the large system limit of the Markovian process describing the dynamics of quantitative traits. The Fokker-Planck equation is posed on a bounded domain and its transport and diffusion…
We develop a classical well-posedness and regularity theory on a finite connected weighted graph for an extended mean field game system, its associated master equation, and a Hamilton-Jacobi- Bellman equation on the probability simplex, all…
We consider quantum graphs with transparent branching points. To design such networks, the concept of transparent boundary conditions is applied to the derivation of the vertex boundary conditions for the linear Schrodinger equation on…
A mixture of light-gas particles and Brownian heavy particles is analyzed within the framework of a post-Newtonian Boltzmann equation to determine the Fokker-Planck equation for the Brownian motion. For each species, the equilibrium…
We focus on evolution equations on co-evolving, infinite, graphs and establish a rigorous link with a class of nonlinear continuity equations, whose vector fields depend on the graphs considered. More precisely, weak solutions of the…
We investigate the dynamics of an inertial active Ornstein-Uhlenbeck particle suspended in a non-Markovian environment. The particle is additionally subjected to external forces, such as harmonic confinement and a magnetic field. Motivated…
Consider a metric graph G with set of vertices V. Assume that for every vertex in V one is given a Wentzell boundary condition. It is shown how one can construct the paths of a Brownian motion on G such that its generator - viewed as an…
We consider the linear Wigner-Fokker-Planck equation subject to confining potentials which are smooth perturbations of the harmonic oscillator potential. For a certain class of perturbations we prove that the equation admits a unique…
The Fokker-Planck equation can be reformulated as a continuity equation, which naturally suggests using the associated velocity field in particle flow methods. While the resulting probability flow ODE offers appealing properties - such as…
The dynamical evolution of a Brownian particle in an inhomogeneous medium with spatially varying friction and temperature field is important to understand conceptually. It requires to address the basic problem of relative stability of…
We consider the solvability of the Fokker-Planck equation with both time-dependent drift and diffusion coefficients by means of the similarity method. By the introduction of the similarity variable, the Fokker-Planck equation is reduced to…
We consider Bogoliubov de Gennes equation on metric graphs. The vertex boundary conditions providing self-adjoint realization of the Bogoliubov de Gennes operator on a metric star graph are derived. Secular equation providing quantization…
Dynamics of complex systems is often hierarchically organized on different time scales. To understand the physics of such hierarchy, here Brownian motion of a particle moving through a fluctuating medium with slowly varying temperature is…
Brownian motions on star graphs in the sense of It\^o-McKean, that is, Walsh processes admitting a generalized boundary behavior including stickiness and jumps and having an angular distribution with finite support, are examined. Their…