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An $N$-dimensional nonlinear Fokker-Planck equation is investigated here by considering the time dependence of the coefficients, where drift-controlled and source terms are present. We exhibit the exact solution based on the generalized…

Statistical Mechanics · Physics 2009-11-07 L. C. Malacarne , R. S. Mendes , I. T. Pedron , E. K. Lenzi

A Fokker Planck equation on fractal curves is obtained, starting from Chapmann-Kolmogorov equation on fractal curves. This is done using the recently developed calculus on fractals, which allows one to write differential equations on…

Mathematical Physics · Physics 2010-04-27 Seema E. Satin , Abhay Parvate , A. D. Gangal

This paper studies the nonlinear stochastic partial differential equation of fractional orders both in space and time variables: \[ \left(\partial^\beta+\frac{\nu}{2}(-\Delta)^{\alpha/2}\right)u(t,x) =…

Probability · Mathematics 2015-09-28 Le Chen , Yaozhong Hu , David Nualart

We study the solvability in the whole Euclidean space of coercive quasi-linear and fully nonlinear elliptic equations modeled on $\Delta u\pm g(|\nabla u|)= f(u)$, $u\ge0$, where $f$ and $g$ are increasing continuous functions. We give…

Analysis of PDEs · Mathematics 2012-09-03 Patricio Felmer , Alexander Quaas , Boyan Sirakov

We classify (1+3)-dimensional Fokker-Planck equations with a constant diagonal diffusion matrix that are solvable by the method of separation of variables. As a result, we get possible forms of the drift coefficients $B_1(\vec x),B_2(\vec…

Mathematical Physics · Physics 2009-10-31 Alexander Zhalij

We give a geometric formulation of the Fokker-Planck-Kramer equations for a particle moving on a Lie algebra under the influence of a dissipative and a random force. Special cases of interest are fluid mechanics, the Stochastic Loewner…

Mathematical Physics · Physics 2009-07-17 S. G. Rajeev

In this paper, we consider the following quasilinear Schr\"{o}dinger equation \begin{align*} -\Delta u-u\Delta(u^{2})=k(x)\left\vert u\right\vert ^{q-2}u-h(x)\left\vert u\right\vert ^{s-2}u\text{, }u\in D^{1,2}(\mathbb{R}^{N})\text{,}…

Analysis of PDEs · Mathematics 2022-11-16 Shibo Liu , Li-Feng Yin

In this paper, we explore the positive solutions to the Finslerian nonlinear equation $$\frac{\partial u}{\partial t} = \Delta^{\nabla u} u + au\log u + bu,$$ which is related to Ricci solitons and serves as the Euler-Lagrange equation to…

Differential Geometry · Mathematics 2024-08-13 Bin Shen , Yuhan Zhu

The Fokker-Planck equation for a heavy particle in a granular fluid is derived from the Liouville equation. The host fluid is assumed to be in its homogeneous cooling state and all interactions are idealized as smooth, inelastic hard…

Statistical Mechanics · Physics 2007-05-23 J. W. Dufty , J. J. Brey

We investigate the well-posedness of a coupled Navier-Stokes-Fokker-Planck system with a time-fractional derivative. Such systems arise in the kinetic theory of dilute solutions of polymeric liquids, where the motion of noninteracting…

Analysis of PDEs · Mathematics 2026-04-10 Marvin Fritz , Endre Süli , Barbara Wohlmuth

Let $(N, g)$ be a complete noncompact Riemannian manifold with Ricci curvature bounded from below. In this paper, we study the gradient estimates of positive solutions to a class of nonlinear elliptic equations $$\Delta u(x)+a(x)u(x)\log…

Differential Geometry · Mathematics 2020-10-19 Jie Wang

In this paper we consider a nonlinear stochastic approach to the description of quantum systems. It is shown that a possibility to derive quantum properties - spectrum quantization, zero point positive energy and uncertainty relations,…

Chaotic Dynamics · Physics 2015-03-05 Sergey Kamenshchikov

Fokker-Planck equation with the velocity-dependent coefficients is considered for various isotropic systems on the basis of probability transition (PT) approach. This method provides the self-consistent and universal description of friction…

Plasma Physics · Physics 2009-11-07 S. A. Trigger

In this article, we prove existence results of positive solutions for the following nonlinear elliptic problem with gradient terms: \begin{eqnarray*} \left\{\begin{array}{l@{\quad }l} (-\Delta)^\alpha u=f(x,u,v,\nabla u, \nabla v) &{\rm…

Analysis of PDEs · Mathematics 2017-03-13 Alexander Quaas , Aliang Xia

We consider a class of time-homogeneous diffusion processes on $\mathbb{R}^{n}$ with common invariant measure but varying volatility matrices. In Euclidean space, we show via stochastic control of the diffusion coefficient that the…

Probability · Mathematics 2023-10-31 Bertram Tschiderer

In this work, by using the Malliavin calculus, under H\"ormander's condition, we prove the existence of distributional densities for the solutions of stochastic differential equations driven by degenerate subordinated Brownian motions.…

Probability · Mathematics 2014-09-04 Xicheng Zhang

In this paper we study the initial boundary value problem for the system $\Delta v= u_{x_1},\ u_t-\mbox{div}\left(\left((a|\mathbf{q}|+m)I+(b-a)\frac{\mathbf{q}\otimes\mathbf{q}}{|\mathbf{q}|}\right)\nabla u\right)=-\nabla…

Analysis of PDEs · Mathematics 2020-08-26 Xiangsheng Xu

Herein, we derive the fractional Laplacian operator as a means to represent the mean friction force arising in a turbulent flow: $ \rho \frac{D\bar{\bf u}}{Dt} = -\nabla p + \mu_\alpha \nabla^2\bar{\bf u} + \rho C_\alpha…

Fluid Dynamics · Physics 2018-03-15 Brenden P. Epps , Benoit Cushman-Roisin

Non-Newtonian transport properties of an inertial suspension of inelastic rough hard spheres under simple shear flow are determined from the Boltzmann kinetic equation. The influence of the interstitial gas on rough hard spheres is modeled…

Statistical Mechanics · Physics 2020-07-30 Rubén Gómez González , Vicente Garzó

Thanks to a change of unknown we compare two elliptic quasilinear problems with Dirichlet data in a bounded domain of $\mathbb{R}^{N}.$ The first one, of the form $-\Delta_{p}u=\beta(u)| \nabla u| ^{p}+\lambda f(x),$ where $\beta$ is…

Analysis of PDEs · Mathematics 2008-11-20 Haydar Abdelhamid , Marie-Françoise Bidaut-Véron
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