Related papers: Invariant closure for the Fokker-Planck equation
By replacing the spatial derivative with the Dunkl derivative, we generalize the Fokker-Planck equation in (1+1) dimensions. We obtain the Dunkl-Fokker-Planck eigenvalues equation and solve it for the harmonic oscillator plus a…
Anomalous transport in a tilted periodic potential is investigated numerically within the framework of the fractional Fokker-Planck dynamics via the underlying CTRW. An efficient numerical algorithm is developed which is applicable for an…
The derivation of dynamical laws for general observables (or moments) from the master equation for the probability distribution remains a challenging problem in statistical physics. Here, we present an alternative formulation of the general…
A series of stationary principles are developed for dynamical systems by formulating the concept of mixed convolved action, which is written in terms of mixed variables, using temporal convolutions and fractional derivatives. Dynamical…
An exact invariant operator of time-dependent coupled oscillators is derived using the Liouville-von Neumann equation. The unitary relation between this invariant and the invariant of two uncoupled simple harmonic oscillators is…
We present a method how to estimate from experimental data of a turbulent velocity field the drift and the diffusion coefficient of a Fokker-Planck equation. It is shown that solutions of this Fokker-Planck equation reproduce with high…
We study the Cauchy problem for Fokker--Planck--Kolmogorov equations with unbounded and degenerate coefficients. Sufficient conditions for the existence and uniqueness of solutions are indicated.
We examine the validity of the Fokker-Planck equation with linear force coefficients as an approximation to the kinetic equation of nucleation in homogeneous isothermal multicomponent condensation. Starting with a discrete equation of…
In a previous work, a perturbative approach to a class of Fokker-Planck equations, which have constant diffusion coefficients and small time-dependent drift coefficients, was developed by exploiting the close connection between the…
We provide a new approach to solve one dimension Fokker-Planck equation in the Laplace domain for the case where a particle is evolving in a potential energy curve in the presence of general delocalized sink. We also calculate rate…
We introduce an efficient method for computing the Stekloff eigenvalues associated with the Helmholtz equation. In general, this eigenvalue problem requires solving the Helmholtz equation with Dirichlet and/or Neumann boundary condition…
We obtain exact solutions to the class of parabolic partial differential equations of arbitrary dimensionality and with arbitrary potentials. The solutions are presented in a compact-form: as explicit mathematical expressions consisting of…
The Fokker-Planck equations describe time evolution of probability densities of stochastic dynamical systems and are thus widely used to quantify random phenomena such as uncertainty propagation. For dynamical systems driven by non-Gaussian…
Approximate solutions of the chemical master equation and the chemical Fokker-Planck equation are an important tool in the analysis of biomolecular reaction networks. Previous studies have highlighted a number of problems with the…
We derive, from first principle, the Fokker-Planck equation describing the non-perturbative real-time evolution of a gauge field at high temperatures on the spatial scale $(g^2T)^{-1}$ and the time scale $(g^4T)^{-1}$, where $g$ is the…
An analogy of the Fokker-Planck equation (FPE) with the Schr\"odinger equation allows us to use quantum mechanics technique to find the analytical solution of the FPE in a number of cases. However, previous studies have been limited to the…
The Poisson-Boltzmann equation is often presented via a variational formulation based on the electrostatic potential. However, the functional has the defect of being non-convex. It can not be used as a local minimization principle while…
Concentration inequalities, a major tool in probability theory, quantify how much a random variable deviates from a certain quantity. This paper proposes a systematic convex optimization approach to studying and generating concentration…
We completely characterize all nonlinear partial differential equations leaving a given finite-dimensional vector space of analytic functions invariant. Existence of an invariant subspace leads to a re duction of the associated dynamical…
We present a new method based on functional tensor decomposition and dynamic tensor approximation to compute the solution of a high-dimensional time-dependent nonlinear partial differential equation (PDE). The idea of dynamic approximation…