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The Fokker-Planck equation with diffusion coefficient quadratic in space variable, linear drift coefficient, and nonlocal nonlinearity term is considered in the framework of a model of analysis of asset returns at financial markets. For…

Computational Finance · Quantitative Finance 2008-12-10 Alexander Shapovalov , Andrey Trifonov , Elena Masalova

This paper is devoted to a fundamental solution of a nonlinear kinetic equation involving a porous medium or fast diffusion operator acting on velocities. Such a nonlinearity has interesting scaling properties, which result in a…

Analysis of PDEs · Mathematics 2026-03-30 Giovanni Brigati , Guillaume Carlier , Jean Dolbeault

We construct a toy model for compact stars based on the Finslerian structure of spacetime. By assuming a particular mass function, we find an exact solution of the Finsler-Einstein field equations with an anisotropic matter distribution.…

General Relativity and Quantum Cosmology · Physics 2015-12-01 Farook Rahaman , Nupur Paul , S. S. De , Saibal Ray , Md. Abdul Kayum Jafry

The spatially homogeneous Vlasov-Nordstr\"{o}m-Fokker-Planck system is known to exhibit nontrivial large time behavior, naturally leading to weak diffusion of the Fokker-Planck operator. This weak diffusion, combined with the singularity of…

Analysis of PDEs · Mathematics 2024-09-10 Shengchuang Chang , Shuangqian Liu , Tong Yang

We describe methods for setting up self-consistent disk-bulge-halo galaxy models. The bulge and halo distribution functions (\df) are functions of $E$ and $L_z$ only. The halo's flattening and rotation can be specified. The disk \df\ is a…

Astrophysics · Physics 2016-08-30 Konrad Kuijken , John Dubinski

The solution to nonlinear Fokker-Planck equation is constructed in terms of the minimal Markov semigroup generated by the equation. The semigroup is obtained by a purely functional analytical method via Hille-Yosida theorem. The existence…

Mathematical Physics · Physics 2007-05-23 Hong Qian , Min Qian , Xiang Tang

In this work, we consider the numerical recovery of a spatially dependent diffusion coefficient in a subdiffusion model from distributed observations. The subdiffusion model involves a Caputo fractional derivative of order $\alpha\in(0,1)$…

Numerical Analysis · Mathematics 2021-01-12 Bangti Jin , Zhi Zhou

A quasi-two-dimensional system of hard spheres strongly confined between two parallel plates is considered. The attention is focussed on the macroscopic self-diffusion process observed when the system is looked from above or from below. The…

Statistical Mechanics · Physics 2020-01-09 J. Javier Brey , M. I. García de Soria , P. Maynar

This paper develops solutions of fractional Fokker-Planck equations describing subdiffusion of probability densities of stochastic dynamical systems driven by non-Gaussian L\'evy processes, with space-time-dependent drift, diffusion and…

Probability · Mathematics 2016-11-29 Erkan Nane , Yinan NI

Solving the Fokker-Planck equation for high-dimensional complex turbulent dynamical systems is an important and practical issue. However, most traditional methods suffer from the curse of dimensionality and have difficulties in capturing…

Methodology · Statistics 2017-12-06 Nan Chen , Andrew J. Majda

Recently, the problem of boundary stabilization for unstable linear constant-coefficient reaction-diffusion equation on N-balls has been solved by means of the backstepping method. However, the extension of this result to spatially-varying…

Optimization and Control · Mathematics 2016-01-11 Rafael Vazquez , Miroslav Krstic

The configurational distribution function, solution of an evolution (diffusion) equation of the Fokker-Planck-Smoluchowski type, is (at least part of) the corner stone of polymer dynamics: it is the key to calculating the stress tensor…

Analysis of PDEs · Mathematics 2009-02-26 Ionel Sorin Ciuperca , Liviu Iulian Palade

The Nuclear Stellar Disc (NSD) is a flattened high-density stellar structure that dominates the gravitational field of the Milky Way at Galactocentric radius $30\lesssim R\lesssim 300$ pc. We construct axisymmetric self-consistent…

Using the Hamilton-Jacobi method, we solve chemical Fokker-Planck equations within the Gaussian approximation and obtain a simple and compact formula for a conditional probability distribution. The formula holds in general transient…

Statistical Mechanics · Physics 2015-06-17 Hiizu Nakanishi , Takahiro Sakaue , Jun'ichi Wakou

We develop an efficient algorithm for a spatially inhomogeneous matrix-valued quantum Boltzmann equation derived from the Hubbard model. The distribution functions are $2 \times 2$ matrix-valued to accommodate the spin degree of freedom,…

Computational Physics · Physics 2015-05-15 Jianfeng Lu , Christian B. Mendl

The nuclei of galaxies often host small stellar discs with scale-lengths of a few tens of parsecs and luminosities up to 10^7 Lsun. To investigate the formation and properties of nuclear stellar discs (NSDs), we look for their presence in a…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-15 E. Portaluri , E. M. Corsini , L. Morelli , M. Hartmann , E. Dalla Bontà , Victor P. Debattista , A. Pizzella

We explain the ubiquity and extremely slow evolution of non gaussian out-of-equilibrium distributions for the Hamiltonian Mean-Field model, by means of traditional kinetic theory. Deriving the Fokker-Planck equation for a test particle, one…

Statistical Mechanics · Physics 2009-11-10 Freddy Bouchet , Thierry Dauxois

In this work, we consider the solvability of the Fokker-Planck equation with both time-dependent drift and diffusion coefficients by means of the similarity method. By the introduction of the similarity variable, the Fokker-Planck equation…

Mathematical Physics · Physics 2015-05-28 Wen-Tsan Lin , Choon-Lin Ho

We present an approach to the design of distribution functions that depend on the phase-space coordinates through the action integrals. The approach makes it easy to construct a dynamical model of a given stellar component. We illustrate…

Astrophysics of Galaxies · Physics 2015-06-23 Lorenzo Posti , James Binney , Carlo Nipoti , Luca Ciotti

In this work, two new axisymmetric models for the Galactic mass distribution are presented. Motivated by recent results, these two models include the contribution of a stellar thin disc and of a thick disc, as massive as the thin…

Astrophysics of Galaxies · Physics 2017-02-01 Ektoras Pouliasis , Paola Di Matteo , Misha Haywood