Related papers: Generalized diffusion equation
We propose a general method to identify nonlinear Fokker--Planck--Kolmogorov equations (FPK equations) as gradient flows on the space of probability measures on $\mathbb{R}^d$ with a natural differential geometry. Our notion of gradient…
In this paper we focus on strong solutions of some heat-like problems with a non-local derivative in time induced by a Bernstein function and an elliptic operator given by the generator or the Fokker-Planck operator of a Pearson diffusion.…
The nonlinear boson diffusion equation is taken as a basis to account for the fast thermalization of gluons in the initial stages of relativistic heavy-ion collisions. For constant drift and diffusion coefficients with schematic initial…
We propose a new Neural Galerkin Normalizing Flow framework to approximate the transition probability density function of a diffusion process by solving the corresponding Fokker-Planck equation with an atomic initial distribution,…
The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. However, there are both theoretical and empirical reasons to consider similar equations driven by…
We consider combustion problems in the presence of complex chemistry and nonlinear diffusion laws leading to fully nonlinear multispecies reaction-diffusion equations. We establish results of existence of solution and maximum principle,…
We study the GENERIC (General Equation for Non-Equilibrium Reversible Irreversible Coupling) formulation of the nonlinear Vlasov-Fokker-Planck equation from the perspective of gradient flows along trajectories. After pulling back the…
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…
An $N$-dimensional nonlinear Fokker-Planck equation is investigated here by considering the time dependence of the coefficients, where drift-controlled and source terms are present. We exhibit the exact solution based on the generalized…
We introduce a new class of nonlocal kinetic equations and nonlocal Fokker-Planck equations associated with an effective generalized thermodynamical formalism. These equations have a rich physical and mathematical structure that can…
By means of a particle model that includes interactions only via the local particle concentration, we show that hyperballistic diffusion may result. This is done by findng the exact solution of the corresponding non-linear diffusion…
The notion of f-oscillators generalizing q-oscillators is introduced. For classical and quantum cases, an interpretation of the f-oscillator is provided as corresponding to a special nonlinearity of vibration for which the frequency of…
We introduce a versatile numerical method for modeling light diffraction in periodically patterned photonic structures containing quadratically nonlinear non-centrosymmetric optical materials. Our approach extends the generalized source…
We consider a class of evolution equations in Lindblad form, which model the dynamics of dissipative quantum mechanical systems with mean-field interaction. Particularly, this class includes the so-called Quantum Fokker-Planck-Poisson…
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 present two observations related to theapplication of linear (LFE) and nonlinear fractional equations (NFE). First, we give the comparison and estimates of the role of the fractional derivative term to the normal diffusion term in a LFE.…
We consider a continuous random walk model for describing normal as well as anomalous diffusion of particles subjected to an external force when these particles diffuse in a uniformly expanding (or contracting) medium. A general equation…
A Langevin equation is suggested to describe a system driven by correlated Gaussian white noise as well as with positive and negative damping demarcated by a critical velocity. The equation can be transformed into the Fokker-Planck equation…
In this paper we analyze the global existence of classical solutions to the initial boundary-value problem for a nonlinear parabolic equation describing the collective behavior of an ensemble of neurons. These equations were obtained as a…
Recently, analytical solutions of a nonlinear Fokker-Planck equation describing anomalous diffusion with an external linear force were found using a non extensive thermostatistical Ansatz. We have extended these solutions to the case when…