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Related papers: Nonlinear inhomogeneous Fokker-Planck models: ener…

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In this paper, we study the asymptotic behavior of a class of nonlinear Fokker-Planck type equations in a bounded domain with periodic boundary conditions. The system is motivated by our study of grain boundary dynamics, especially under…

Analysis of PDEs · Mathematics 2025-03-04 Yekaterina Epshteyn , Chun Liu , Masashi Mizuno

We study the asymptotic behavior of Fokker-Planck equations with spatially inhomogeneous nonlinear diffusion, based on the energy dissipation law. First, we consider the Fokker-Planck equation with porous-medium-type nonlinear diffusion…

Analysis of PDEs · Mathematics 2025-12-16 Kouta Araki , Masashi Mizuno

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

Many technologically useful materials are polycrystals composed of small monocrystalline grains that are separated by grain boundaries of crystallites with different lattice orientations. The energetics and connectivities of the grain…

Analysis of PDEs · Mathematics 2021-06-29 Yekaterina Epshteyn , Chun Liu , Masashi Mizuno

In this paper we consider a nonlinear Fokker-Planck equation with asymptotically small parameters. It describes the diffusion of finite-size particles in the presence of a fixed distribution of obstacles in the limit of low-volume fraction.…

Analysis of PDEs · Mathematics 2018-06-04 Maria Bruna , Martin Burger , Helene Ranetbauer , Marie-Therese Wolfram

We extend a recently introduced free-energy formalism for homogeneous Fokker-Planck equations to a wide, and physically appealing, class of inhomogeneous nonlinear Fokker-Planck equations. In our approach, the free-energy functional is…

Statistical Mechanics · Physics 2017-01-04 Gabriele Sicuro , Peter Rapčan , Constantino Tsallis

We investigate the Cauchy problem and the diffusion asymptotics for a spatially inhomogeneous kinetic model associated to a nonlinear Fokker-Planck operator. We derive the global well-posedness result with instantaneous smoothness effect,…

Analysis of PDEs · Mathematics 2024-03-13 Francesca Anceschi , Yuzhe Zhu

Most technologically useful materials spanning multiple length scales are polycrystalline. Polycrystalline microstructures are composed of a myriad of small crystals or grains with different lattice orientations which are separated by…

Analysis of PDEs · Mathematics 2026-05-13 Batuhan Bayir , Yekaterina Epshteyn , William M Feldman

We investigate the effects of relatively rapid variations of the boundaries of an overmoded cavity on the stochastic properties of its interior acoustic or electromagnetic field. For quasi-static variations, this field can be represented as…

Classical Physics · Physics 2009-11-13 L. R. Arnaut

We obtain equilibration rates for a one-dimensional nonlocal Fokker-Planck equation with time-dependent diffusion coefficient and drift, modeling the relaxation of a large swarm of robots, feeling each other in terms of their distance,…

Analysis of PDEs · Mathematics 2023-06-06 Ferdinando Auricchio , Giuseppe Toscani , Mattia Zanella

In this paper we focus on the construction of numerical schemes for nonlinear Fokker-Planck equations that preserve the structural properties, like non negativity of the solution, entropy dissipation and large time behavior. The methods…

Numerical Analysis · Mathematics 2017-11-13 Lorenzo Pareschi , Mattia Zanella

We study the long-time behaviour of a nonlinear Fokker-Planck equation, which models the evolution of rigid polymers in a given flow, after a closure approximation. The aim of this work is twofold: first, we propose a microscopic derivation…

Analysis of PDEs · Mathematics 2011-07-20 Lingbing He , Claude Le Bris , Tony Lelièvre

The Fokker-Planck equation with diffusion coefficient quadratic in space variable, linear drift coefficient, and nonlocal nonlinearity term is considered in the framework of a model of analysis of asset returns at financial markets. For…

Computational Finance · Quantitative Finance 2008-12-10 Alexander Shapovalov , Andrey Trifonov , Elena Masalova

A theoretical framework is developed for the phenomenon of non-Gaussian normal diffusion that has experimentally been observed in several heterogeneous systems. From the Fokker-Planck equation with the dynamical structure with largely…

Statistical Mechanics · Physics 2020-11-04 Sumiyoshi Abe

Many physical, biological or social systems are governed by history-dependent dynamics or are composed of strongly interacting units, showing an extreme diversity of microscopic behaviour. Macroscopically, however, they can be efficiently…

General Physics · Physics 2018-02-08 Dániel Czégel , Sámuel G Balogh , Péter Pollner , Gergely Palla

We present a new approach to analyze homogeneous nucleation based on non-equilibrium thermodynamics. The starting point is the formulation of a Gibbs equation for the variations of the entropy of the system, whose state is characterized by…

Condensed Matter · Physics 2007-05-23 D. Reguera Lopez , J. M. Rubi , A. Perez-Madrid

We present a model of diffusion in heterogeneous environment, which qualitatively reflects the transport properties of a polymeric membrane with carbon nanotubes. We derived Fokker-Planck equation from system of stochastic equations,…

Materials Science · Physics 2020-08-19 Ilia Kalashnikov , Polina Likhomanova

The Fokker-Planck equations describe time evolution of probability densities of stochastic dynamical systems and are thus widely used to quantify random phenomena such as uncertainty propagation. For dynamical systems driven by non-Gaussian…

Dynamical Systems · Mathematics 2015-06-04 Xu Sun , Jinqiao Duan

In the current paper Fokker Planck model of random walks has been extended to non conservative cases characterized by explicit dependence of diffusion and energy on time. A given generalization allows describing of such non equilibrium…

Chaotic Dynamics · Physics 2014-01-30 Sergey Kamenshchikov

We consider three classes of linear non-symmetric Fokker-Planck equations having a unique steady state and establish exponential convergence of solutions towards the steady state with explicit (estimates of) decay rates. First,…

Analysis of PDEs · Mathematics 2023-08-21 Franz Achleitner , Anton Arnold , Dominik Stürzer
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