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We study the diffusion (or heat) equation on a finite 1-dimensional spatial domain, but we replace one of the boundary conditions with a "nonlocal condition", through which we specify a weighted average of the solution over the spatial…

Analysis of PDEs · Mathematics 2017-08-04 Peter D. Miller , David A. Smith

We analyse a bidimensional nonlinear Fokker-Planck equation by considering an anisotropic case, whose diffusion coefficients are $D_x \propto |x|^{-\theta}$ and $D_y \propto |y|^{-\gamma}$ with $\theta, \gamma \in {\cal{R}}$. In this…

Nuclear Theory · Physics 2009-11-11 E. K. Lenzi , R. S. Mendes , L. C. Malacarne , L. R. da Silva

We establish asymptotic diffusion limits of the non-classical transport equation derived in [E. W. Larsen, A generalized Boltzmann equation for non-classical particle transport, Joint international topical meeting on mathematics &…

Analysis of PDEs · Mathematics 2016-07-15 Martin Frank , Weiran Sun

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 is reduced to…

Mathematical Physics · Physics 2016-12-28 C. -L. Ho

We develop a unified and easy to use framework to study robust fully discrete numerical methods for nonlinear degenerate diffusion equations $$ \partial_t u-\mathfrak{L}^{\sigma,\mu}[\varphi(u)]=f \quad\quad\text{in}\quad\quad…

Numerical Analysis · Mathematics 2019-06-20 Félix del Teso , Jørgen Endal , Espen R. Jakobsen

As a counterpoint to classical stochastic particle methods for diffusion, we develop a deterministic particle method for linear and nonlinear diffusion. At first glance, deterministic particle methods are incompatible with diffusive partial…

Analysis of PDEs · Mathematics 2019-03-05 José Antonio Carrillo , Katy Craig , Francesco S. Patacchini

In this paper, we study a nonlinear boundary diffusion equation of porous medium type arising from a boundary control problem. We give a complete and sharp characterization of the asymptotic behavior of its solutions, and prove the…

Analysis of PDEs · Mathematics 2024-02-07 Tianling Jin , Jingang Xiong , Xuzhou Yang

We obtain new exact classes of solutions for the nonlinear fractional Fokker-Planck-like equation partial_t rho = partial_x{D(x) partial^{mu -1}_x rho^{nu} - F(x) rho} by considering a diffusion coefficient D = D|x|^{-theta} (theta in R and…

Statistical Mechanics · Physics 2009-11-07 E. K. Lenzi , L. C. Malacarne , R. S. Mendes , I. T. Pedron

A Fokker Planck equation on fractal curves is obtained, starting from Chapmann-Kolmogorov equation on fractal curves. This is done using the recently developed calculus on fractals, which allows one to write differential equations on…

Mathematical Physics · Physics 2010-04-27 Seema E. Satin , Abhay Parvate , A. D. Gangal

We give a geometric formulation of the Fokker-Planck-Kramer equations for a particle moving on a Lie algebra under the influence of a dissipative and a random force. Special cases of interest are fluid mechanics, the Stochastic Loewner…

Mathematical Physics · Physics 2009-07-17 S. G. Rajeev

In this paper we analyze fractional Fokker-Planck equation describing subdiffusion in the general infinitely divisible (ID) setting. We show that in the case of space-time-dependent drift and diffusion and time-dependent jump coefficient,…

Probability · Mathematics 2015-10-01 Marcin Magdziarz , Tomasz Zorawik

We show that advection-diffusion equations with porous media type diffusion and integrable initial data are globally solvable under very mild conditions. Some generalizations and related results are also given.

Analysis of PDEs · Mathematics 2018-05-22 N. M. L. Diehl , L. Fabris , P. R. Zingano

In this paper we look at the properties of limits of a sequence of real valued time inhomogeneous diffusions. When convergence is only in the sense of finite-dimensional distributions then the limit does not have to be a diffusion. However,…

Probability · Mathematics 2009-05-14 George Lowther

We study a porous medium equation with nonlocal diffusion effects given by an inverse fractional Laplacian operator. More precisely, $$ u_t=\nabla\cdot(u\nabla (-\Delta)^{-s}u), \quad \ 0<s<1. $$ The problem is posed in $\{x\in\ren, t\in…

Analysis of PDEs · Mathematics 2012-01-31 Luis Caffarelli , Fernando Soria , Juan Luis Vazquez

The equation which describes a particle diffusing in a logarithmic potential arises in diverse physical problems such as momentum diffusion of atoms in optical traps, condensation processes, and denaturation of DNA molecules. A detailed…

Statistical Mechanics · Physics 2015-06-03 Ori Hirschberg , David Mukamel , Gunter M. Schütz

This study handles spatial three-dimensional solution of the nonlinear diffusion equation without particular initial conditions. The functional behavior of the equation and the concentration have been studied in new ways. An auxiliary…

General Mathematics · Mathematics 2020-03-16 Henrik Stenlund

In this Letter, we present a new formulation of loss cone theory as a reaction-diffusion system, which accounts for loss cone events through a sink term and can be orbit-averaged. It can recover the standard approach based on boundary…

High Energy Astrophysical Phenomena · Physics 2025-10-28 Luca Broggi

A theoretical framework is developed for the phenomenon of non-Gaussian normal diffusion that has experimentally been observed in several heterogeneous systems. From the Fokker-Planck equation with the dynamical structure with largely…

Statistical Mechanics · Physics 2020-11-04 Sumiyoshi Abe

We classify (1+3)-dimensional Fokker-Planck equations with a constant diagonal diffusion matrix that are solvable by the method of separation of variables. As a result, we get possible forms of the drift coefficients $B_1(\vec x),B_2(\vec…

Mathematical Physics · Physics 2009-10-31 Alexander Zhalij

General self-consistent expressions for the coefficients of diffusion and dynamical friction in a stable, bound, multicomponent self-gravitating and inhomogeneous system are derived. They account for the detailed dynamics of the colliding…

Astrophysics of Galaxies · Physics 2017-06-20 Jean Heyvaerts , Jean-Baptiste Fouvry , Pierre-Henri Chavanis , Christophe Pichon