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Fractional Fokker-Planck equation plays an important role in describing anomalous dynamics. To the best of our knowledge, the existing discussions mainly focus on this kind of equation involving one diffusion operator. In this paper, we…

Numerical Analysis · Mathematics 2021-09-08 Jing Sun , Weihua Deng , Daxin Nie

The goal of this paper is to study weak solutions of the Fokker-Planck equation. We first discuss existence and uniqueness of weak solutions in an irregular context, providing a unified treatment of the available literature along with some…

Analysis of PDEs · Mathematics 2025-01-23 Paolo Bonicatto , Gennaro Ciampa , Gianluca Crippa

We prove the existence and uniqueness of entropy solutions for nonlinear diffusion equations with nonlinear conservative gradient noise. As particular applications our results include stochastic porous media equations, as well as the…

Probability · Mathematics 2020-06-17 Konstantinos Dareiotis , Benjamin Gess

We present a Master Equation formulation based on a Markovian random walk model that exhibits sub-diffusion, classical diffusion and super-diffusion as a function of a single parameter. The non-classical diffusive behavior is generated by…

Statistical Mechanics · Physics 2013-09-19 James F. Lutsko , Jean Pierre Boon

The solution of a nonlinear diffusion equation is numerically investigated using the generalized Fourier transform method. This equation includes fractal dimensions and power-law dependence on the radial variable and on the diffusion…

Computational Physics · Physics 2019-11-12 Jie Yao , Cameron L. Williams , Fazle Hussain , Donald J. Kouri

We consider self-similar approximations of nonlinear hyperbolic systems in one space dimension with Riemann initial data and general diffusion matrix. We assume that the matrix of the system is strictly hyperbolic and the diffusion matrix…

Analysis of PDEs · Mathematics 2008-12-16 K. T. Joseph , Philippe G. LeFloch

A Lagrangian numerical scheme for solving nonlinear degenerate Fokker-Planck equations in space dimensions $d\ge2$ is presented. It applies to a large class of nonlinear diffusion equations, whose dynamics are driven by internal energies…

Numerical Analysis · Mathematics 2018-06-18 José A. Carrillo , Bertram Düring , Daniel Matthes , David S. McCormick

We study the diffusive limit approximation for a nonlinear radiative heat transfer system that arises in the modeling of glass cooling, greenhouse effects and in astrophysics. The model is considered with the reflective radiative boundary…

Analysis of PDEs · Mathematics 2021-10-12 Mohamed Ghattassi , Xiaokai Huo , Nader Masmoudi

We establish pathwise existence of solutions for porous media and fast diffusion equations with nonlinear gradient noise, in the full regime $m\in(0,\infty)$ and for any initial data in $L^2$. Moreover, if the initial data is positive,…

Analysis of PDEs · Mathematics 2023-02-07 Andrea Clini

The object of this paper is the uniqueness for a $d$-dimensional Fokker-Planck type equation with non-homogeneous (possibly degenerated) measurable not necessarily bounded coefficients. We provide an application to the probabilistic…

Probability · Mathematics 2012-09-19 Nadia Belaribi , Francesco Russo

A novel explicit method to model Lorentz linear dispersive media with finite difference method are presented. The method shows an explicit method without any modification to the Leap-Frogging scheme. The polarizations of the Lorentz media…

Numerical Analysis · Mathematics 2020-07-22 Hiroshi Abe

We consider the partial differential equation $$ u-f={\rm div}\left(u^m\frac{\nabla u}{|\nabla u|}\right) $$ with $f$ nonnegative and bounded and $m\in\mathbb{R}$. We prove existence and uniqueness of solutions for both the Dirichlet…

Analysis of PDEs · Mathematics 2019-07-23 Lorenzo Giacomelli , Salvador Moll , Francesco Petitta

We address the well-posedness of subelliptic Fokker-Planck equations arising from stochastic control problems, as well as the properties of the associated diffusion processes. Here, the main difficulty arises from the possible polynomial…

Analysis of PDEs · Mathematics 2024-11-06 Lucia Caramellino , Cristian Mendico

We discuss a class of diffusion-type partial differential equations on a bounded interval and discuss the possibility of replacing the boundary conditions by certain linear conditions on the moments of order 0 (the total mass) and of…

Analysis of PDEs · Mathematics 2018-12-21 Delio Mugnolo , Serge Nicaise

A diffused interface model describing the evolution of two conterminous incompressible fluids in a porous medium is discussed. The system consists of the Cahn-Hilliard equation with Flory-Huggins logarithmic potential, coupled via surface…

Analysis of PDEs · Mathematics 2024-07-24 Nitu Lakhmara , Hari Shankar Mahato

The aim of this paper is to obtain estimates for the density of the law of a specific nonlinear diffusion process at any positive bounded time. This process is issued from kinetic theory and is called Landau process, by analogy with the…

Probability · Mathematics 2016-08-16 Hélène Guérin , Sylvie Méléard , Eulalia Nualart

We obtain new estimates for the solution of both the porous medium and the fast diffusion equations by studying the evolution of suitable Lipschitz norms. Our results include instantaneous regularization for all positive times, long-time…

Analysis of PDEs · Mathematics 2023-09-26 Noemi David , Filippo Santambrogio

We define the Dyson diffusion process on a curved smooth closed contour in the plane and derive the Fokker-Planck equation for probability density. Its stationary solution is shown to be the Boltzmann weight for the logarithmic gas confined…

Mathematical Physics · Physics 2022-11-07 A. Zabrodin

Employing time-dependent projection formalism, a Fokker-Planck equation with non-Markovian transport coefficients is derived for large amplitude collective motion. Properties of transport coefficients for diffusion processes in a potential…

Nuclear Theory · Physics 2007-05-23 Noboru Takigawa , Sakir Ayik , Sachie Kimura

The present paper discusses the diffusion approximation of the linear Boltzmann equation in cases where the collision frequency is not uniformly large in the spatial domain. Our results apply for instance to the case of radiative transfer…

Analysis of PDEs · Mathematics 2015-03-23 Claude Bardos , Etienne Bernard , François Golse , Rémi Sentis