Related papers: Using Malliavin calculus to solve a chemical diffu…
It is long known that the Fokker-Planck equation with prescribed constant coefficients of diffusion and linear friction describes the ensemble average of the stochastic evolutions in velocity space of a Brownian test particle immersed in a…
The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N stochastic variables with Lochner's generalized Dirichlet distribution (R.H. Lochner, A Generalized…
Traditionally, the quantum Brownian motion is described by Fokker-Planck or diffusion equations in terms of quasi-probability distribution functions, e.g., Wigner functions. These often become singular or negative in the full quantum…
We establish the existence of solutions to a class of non-linear stochastic differential equation of reaction-diffusion type in an infinite-dimensional space, with diffusion corresponding to a given transition kernel. The solution obtained…
The extremely useful method of Malliavin calculus has not yet gained adequate popularity because of the complicated analytic apparatus of this method. The author attempts here to propose a simplified algebraic formalism similar to Malliavin…
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…
By using the probability approach (the Malliavin calculus), we prove the existence of smooth fundamental solutions for degenerate kinetic Fokker-Planck equation with anisotropic nonlocal dissipativity, where the dissipative term is the…
The design of particle simulation methods for collisional plasma physics has always represented a challenge due to the unbounded total collisional cross section, which prevents a natural extension of the classical Direct Simulation Monte…
The evolution operator method is used to solve the generalized Fokker-Planck equations and the generalized diffusion-wave equations in the (1+1) dimensional space in which $x\in\mathbb{R}$ and $t\in\mathbb{R}_+$. These equations contain…
We formulate and study computationally the fluctuating compressible Navier-Stokes equations for reactive multi-species fluid mixtures. We contrast two different expressions for the covariance of the stochastic chemical production rate in…
This paper develops solutions of fractional Fokker-Planck equations describing subdiffusion of probability densities of stochastic dynamical systems driven by non-Gaussian L\'evy processes, with space-time-dependent drift, diffusion and…
Stein's method is a method of probability approximation which hinges on the solution of a functional equation. For normal approximation the functional equation is a first order differential equation. Malliavin calculus is an…
Deriving evolution equations accounting for both anomalous diffusion and reactions is notoriously difficult, even in the simplest cases. In contrast to normal diffusion, reaction kinetics cannot be incorporated into evolution equations…
The master equation describing non-equilibrium one-dimensional problems like diffusion limited reactions or critical dynamics of classical spin systems can be written as a Schr\"odinger equation in which the wave function is the probability…
We obtain exact results for fractional equations of Fokker-Planck type using evolution operator method. We employ exact forms of one-sided Levy stable distributions to generate a set of self-reproducing solutions. Explicit cases are…
A hybridized discontinuous Galerkin method is proposed for solving 2D fractional convection-diffusion equations containing derivatives of fractional order in space on a finite domain. The Riemann-Liouville derivative is used for the spatial…
The problem of mass diffusion in layered systems has relevance to applications in different scientific disciplines, e.g., chemistry, material science, soil science, and biomedical engineering. The mathematical challenge in these type of…
Solving the Fokker-Planck equation for high-dimensional complex dynamical systems remains a pivotal yet challenging task due to the intractability of analytical solutions and the limitations of traditional numerical methods. In this work,…
It is pointed out that, for the fractional Fokker-Planck equation for subdiffusion proposed by Metzler, Barkai, and Klafter [Phys. Rev. Lett. 82 (1999) 3563], there are four types of infinitely many exact solutions associated with the newly…
We consider combustion problems in the presence of complex chemistry and nonlinear diffusion laws leading to fully nonlinear multispecies reaction-diffusion equations. We establish results of existence of solution and maximum principle,…