Related papers: Multi-parameter isospectral Fokker-Planck equation…
We describe a new approach for modeling the transport of high energy particles accelerated during flares from the acceleration region in the solar corona until their eventual thermalization in the flare footpoint. Our technique numerically…
We propose and rigorously analyze a finite element method for the approximation of stationary Fokker--Planck--Kolmogorov (FPK) equations subject to periodic boundary conditions in two settings: one with weakly differentiable coefficients,…
A relation between the deformed Hulth\'en potential and the Eckart one is used to write the bound-state wavefunctions of the former in terms of Jacobi polynomials and to calculate their normalization coefficients. The shape invariance…
We present two formulations of Fokker-Planck-Rosenbluth-type (FPR) equations for many-particle self-gravitating systems, with first order relativistic corrections in the post-Newtonian approach (1PN). The first starts from a covariant…
The homotopy analysis method known from its successful applications to obtain quasi-analytical approximations of solutions of ordinary and partial differential equations is applied to stochastic differential equations with Gaussian…
Given two tensor fields of type (1,1) on a smooth n-dimensional manifold M, such that all their Fr\"olicher-Nijenhuis brackets vanish, the algebra of differential forms on M becomes a bi-differential graded algebra. As a consequence, there…
A Galerkin finite element (FEM) formulation for the Bloch equations with dipolar field is presented which makes possible the derivation of weak solutions to the Bloch equations. The FEM formulation has the advantage that the equations of…
We develop a functional analytic approach to the study of the Kramers and kinetic Fokker-Planck equations which parallels the classical $H^1$ theory of uniformly elliptic equations. In particular, we identify a function space analogous to…
The Fokker-Planck equation is a partial differential equation which is a key ingredient in many models in physics. This paper aims to obtain a quantum counterpart of Fokker-Planck dynamics, as a means to describing quantum Fokker-Planck…
The aim of this work is to investigate properties of solutions of Fokker - Planck equation in the context of continuum mechanics. We show that average quantities, calculated for these solutions approximately satisfy equations of isothermal…
We propose and analyze a mixed finite element method for the spatial approximation of a time-fractional Fokker--Planck equation in a convex polyhedral domain, where the given driving force is a function of space. Taking into account the…
We design the first parallel scheme based on Schwarz waveform relaxation methods for the Kolmogorov-Fokker-Planck equation. We introduce a new convergence proof for the algorithms. We also provide results about the existence and uniqueness…
In this paper we study some properties of the generalized Fokker-Planck equation induced by the time-changed fractional Ornstein-Uhlenbeck process. First of all, we exploit some sufficient conditions to show that a mild solution of such…
For quantum computers to become useful tools to physicists, engineers and computational scientists, quantum algorithms for solving nonlinear differential equations need to be developed. Despite recent advances, the quest for a solver that…
The concern of the present paper is the design of efficient numerical schemes for a specific Fokker-Planck equation describing the dynamics of energetic particles occurring in thermonuclear fusion plasmas (runaway electrons for example). In…
In this paper we exploit factorisation properties of Picard-Fuchs operators to decouple differential equations for multi-scale Feynman integrals. The algorithm reduces the differential equations to blocks of the size of the order of the…
This paper proposes a governing equation for stock market indexes that accounts for non-stationary effects. This is a linear Fokker-Planck equation (FPE) that describes the time evolution of the probability distribution function (PDF) of…
We formulate a short-time expansion for one-dimensional Fokker-Planck equations with spatially dependent diffusion coefficients, derived from stochastic processes with Gaussian white noise, for general values of the discretization parameter…
This paper deals with the long time behavior of solutions to a "fractional Fokker-Planck" equation of the form $\partial_t f = I[f] + \text{div}(xf)$ where the operator $I$ stands for a fractional Laplacian. We prove an exponential in time…
We consider a system of Fokker-Planck-Kolmogorov (FPK) equations, where the dependence of the coefficients is nonlinear and nonlocal in time with respect to the unknowns. We extend the numerical scheme proposed and studied recently by the…