Related papers: Multi-parameter isospectral Fokker-Planck equation…
We exactly solve a Fokker-Planck equation by determining its eigenvalues and eigenfunctions: we construct nonlinear second-order differential operators which act as raising and lowering operators, generating ladder spectra for the odd and…
Polarization in ferroelectrics, described by the Landau-Ginzburg Hamiltonian, is considered, based on a multi-dimensional Fokker-Planck equation. This formulation describes the time evolution of the probability distribution function over…
Using the Fourier-Laplace transform, we describe the isomonodromy equations for meromorphic connections on the Riemann sphere with unramified irregular singularities as those for connections with a (possibly ramified) irregular singularity…
We define and study the properties of Darboux-type transformations between Sturm--Liouville problems with boundary conditions containing rational Herglotz--Nevanlinna functions of the eigenvalue parameter (including the Dirichlet boundary…
It is well-known, that for separation of variables in the eigenvalue problem, the corresponding operator should be represented as a sum of operators depending on single variables. In the case of the Fokker--Planck equations, the separation…
In this paper we study the dynamics of a fast-slow Fokker-Planck partial differential equation (PDE) viewed as the evolution equation for the density of a multiscale planar stochastic differential equation (SDE). Our key focus is on the…
The two-dimensional multifractal detrended fluctuation analysis is applied to reveal the multifractal properties of the fracture surfaces of foamed polypropylene/polyethylene blends at different temperatures. Nice power-law scaling…
The existence and uniqueness of measure-valued solutions to stochastic nonlinear, non-local Fokker-Planck equations is proven. This type of stochastic PDE is shown to arise in the mean field limit of weakly interacting diffusions with…
We discuss a recent application of the Modified Homotopy Perturbation Method to the Fokker--Planck equation and show that the selected examples do not have any connection with actual physical problems.
Using the generalized Kolmogorov-Feller equation with long-range interaction, we obtain kinetic equations with fractional derivatives with respect to coordinates. The method of successive approximations with the averaging with respect to…
We consider the problem of building a continuous stochastic model, i.e. a Langevin or Fokker-Planck equation, through a well-controlled coarse-graining procedure. Such a method usually involves the elimination of the fast degrees of freedom…
We propose an Hermite spectral method for the Fokker-Planck-Landau (FPL) equation. Both the distribution functions and the collision terms are approximated by series expansions of the Hermite functions. To handle the complexity of the…
Non-Gaussian L\'evy noises are present in many models for understanding underlining principles of physics, finance, biology and more. In this work, we consider the Fokker-Planck equation(FPE) due to one-dimensional asymmetric L\'evy motion,…
In this paper new multi-variable deformed Fokker-Planck (FP) equations are presented. These deformed FP equations are associated with the Ruijsenaars-Schneider-van Diejen (RSvD) type systems in the same way that the usual one variable FP…
A (2+1)-dimensional linear ultra-parabolic Fokker--Planck--Kolmogorov equation is investigated from the group-theoretical point of view. By using the Berest--Aksenov approach, an algebra of invariance of fundamental solutions of the…
We consider a particle trapped by a generic external potential and under the influence of a quantum-thermal Ohmic bath. Starting from the Langevin equation, we derive the corresponding Schwinger-Keldysh action. Then, within the…
We present the systematic formalism to derive the path-integral formulation for the hard-core particle systems far from equilibrium. Writing the master equation for a stochastic process of the system in terms of the annihilation and…
For stochastic systems with discrete time delay, the Fokker-Planck equation (FPE) of the one-time probability density function (PDF) does not provide a complete, self-contained probabilistic description. It explicitly involves the two-time…
We introduce a new class of Fokker-Planck equations associated with an effective generalized thermodynamical framework. These equations describe a gas of Langevin particles in interaction. The free energy can take various forms which can…
A technique to build perturbative series for the spectator field's correlation functions in de Sitter space through the Fokker-Planck equation is proposed. We derive from the first-order differential equation the iterative integral relation…