Related papers: Multi-parameter isospectral Fokker-Planck equation…
The use of integral equation methods for the efficient numerical solution of PDE boundary value problems requires two main tools: quadrature rules for the evaluation of layer potential integral operators with singular kernels, and fast…
We study the pointwise (in the space and time variables) behavior of the Fokker-Planck Equation with flat confinement. The solution has very clear description in the $xt-$plane, including large time behavior, initial layer and asymptotic…
Asymptotic expansion of the Fokker-Planck equation in terms of the strength of the fluctuation has been carried out. The mean and the variance of the total kinetic energies of the fission fragments have been calculated and compared with the…
Deformed correlated Gaussian basis functions are introduced and their matrix elements are calculated. These basis functions can be used to solve problems with nonspherical potentials. One example of such potential is the dipole…
We consider the relativistic, spatially inhomogeneous Fokker-Planck equation with an external confining potential. We prove the exponential time decay of solutions towards the global equilibrium in weighted $L^2$ and Sobolov spaces. Our…
A multi-Poisson structure on a Lie algebra $\mathfrak{g}$ provides a systematic way to construct completely integrable Hamiltonian systems on $\mathfrak{g}$ expressed in Lax form $\partial X_\lambda /\partial t = [X_\lambda , A_\lambda ]$…
We propose a Hermite-Galerkin spectral method to numerically solve the spatially homogeneous Fokker-Planck-Landau equation with singular quadratic collision model. To compute the collision model, we adopt a novel approximation formulated by…
For a solution to a (possibly nonlinear) Fokker-Planck equation (FPE) the powerful superposition principle renders a probability measure on path space with one dimensional time marginals equal to this solution, and additionally solving the…
Recently one and two-parameter deformed Einstein equations have been studied for extremal quantum black holes which have been proposed to obey deformed statistics by Strominger. In this study, we give a deeper insight to the deformed…
A general type of nonlinear Fokker-Planck equation is derived directly from a master equation, by introducing generalized transition rates. The H-theorem is demonstrated for systems that follow those classes of nonlinear Fokker-Planck…
Many complex phenomena occurring in physics,chemistry, biology, finance, etc. can be reduced, by some projection process, to a 1-d stochastic Differential Equation (SDE) for the variable of interest. Typically, this SDE is both non-linear…
In this talk, we discuss how ideas from geometry help to improve Feynman integral reduction and the construction of $\varepsilon$-factorised differential equations. In particular, we outline a systematic procedure to obtain an…
In the present paper, we study a multipoint boundary value problem for a system of Fredholm integro-differenial equations by the method of parameterization. The case of a degenerate kernel is studied separately, for which we obtain…
When a macroscopic-sized non-crystalline sample is illuminated using coherent x-ray radiation, a bifurcation of photon energy flow may occur. The coarse-grained complex refractive index of the sample may be considered to attenuate and…
A Fokker-Planck equation approach for the treatment of non-Markovian stochastic processes is proposed. The approach is based on the introduction of fictitious trajectories sharing with the real ones their local structure and initial…
The eigenfunctions and eigenvalues of the Fokker-Planck operator with linear drift and constant diffusion are required for expanding time-dependent solutions and for evaluating our recent perturbation expansion for probability densities…
The Finitely Extensible Nonlinear Elastic (FENE) dumbbell model is a widely used mathematical model for complex fluids. Direct simulation of the FENE Fokker--Planck equation is computationally challenging due to high dimensionality and…
In this paper, we study mechanics and thermodynamics of distorted, five-dimensional, electrically charged (non-extremal) black holes on the example of a static and "axisymmetric" black hole distorted by external, electrically neutral…
Using bidifferential calculus, we derive a vectorial binary Darboux transformation for an integrable matrix version of the first negative flow of the Kaup-Newell hierarchy. A reduction from the latter system to an integrable matrix version…
We consider the linear Fokker-Planck equation in a confining potential in space dimension $d \geq 3$. Using spectral methods, we prove bounds on the derivatives of the solution for short and long time, and give some applications.