Related papers: Multi-parameter isospectral Fokker-Planck equation…
A master equation is formulated to model the states of the grain charge in a general multi-component plasma, where there are electrons and various kinds of positive or negative ions that are singly or multiply charged. A Fokker-Planck…
We use nonrelativistic supersymmetry, mainly Darboux transformations of the general (one-parameter) type, for the quantum oscillator thermodynamic actions. Interesting Darboux generalizations of the fundamental Planck and pure vacuum cases…
Factorization of quantum mechanical potentials has a long history extending back to the earliest days of the subject. In the present paper, the non-uniqueness of the factorization is exploited to derive new isospectral non-singular…
This work is devoted to the study of the Fokker--Planck equation for a stochastic heat equation with an additive $Q$-Wiener noise and non-homogeneous boundary conditions. We explicitly construct the probability density function and…
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…
We focus on Fuchsian equations with four accessory parameters and three singular points. We see that the Fuchsian equations admit a "degeneration scheme" in some sense, which is expected to give rise to a degeneration scheme of discrete…
The second part of the theory for the multicomponent nonisothermal nucleation is presented. The solution of the kinetic equation already derived in the first part is given with the help of the Chapman-Enskog procedure. At first the…
Beam dynamics calculations that are based on the Vlasov equation do not permit the the treatment of stochastic phenomena such as intra-beam scattering. If the nature of the stochastic process can be regarded as a Markov process, we are…
In a recent paper Das {\it et al.} [J. Chem. Phys. {\bf 147}, 164102 (2017)] proposed the Fokker-Planck equation (FPE) for the Brownian harmonic oscillator in the presence of magnetic field and the non-Markovian thermal bath, respectively.…
An implicit and conservative numerical scheme is proposed for the isotropic quantum Fokker-Planck equation describing the evolution of degenerate electrons subject to elastic collisions with other electrons and ions. The electron-ion and…
Error estimates are rigorously derived for a semi-discrete version of a conservative spectral method for approximating the space-homogeneous Fokker-Planck-Landau (FPL) equation associated to hard potentials. The analysis included shows that…
We describe the theory of Fermi-type acceleration, including first-order Fermi acceleration at a parallel shock front and second-order Fermi acceleration in a test particle limit. Including the theory of the turbulent acceleration and the…
We study the connection between the parameters of the fractional Fokker-Planck equation, which is associated with the overdamped Langevin equation driven by noise with heavy-tailed increments, and the transition probability density of the…
We describe an implicit procedure for solving linear equation systems resulting from the discretization of the three dimensional (seven variables) linear Fokker-Planck equation. The discretization of the Fokker-Planck equation is performed…
We show a method to construct isospectral deformations of classical orthogonal polynomials. The construction is based on confluent Darboux transformations, and it allows to construct Sturm-Liouville problems with polynomial eigenfunctions…
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…
We propose a numerical solution for the solution of the Fokker-Planck-Kolmogorov (FPK) equations associated with stochastic partial differential equations in Hilbert spaces. The method is based on the spectral decomposition of the…
A numerical solution to the Fokker-Planck equation using a two-level scheme is presented. The Fokker-Planck (FP) equation is of parabolic type equation govern the time evolution of probability density function of the stochastic processes.…
A new formalism is presented for high-energy analysis of the Green function for Fokker-Planck and Schr\"odinger equations in one dimension. Formulas for the asymptotic expansion in powers of the inverse wave number are derived, and…
The reformulation of nonequilibirum thermodynamics, to include the treatment of thermodynamic fluctuations, is applied to the hydrodynamic fluctuations of a simple fluid. It is shown that the nonequilibrium thermodynamic scheme leads to the…