Related papers: Staggered Ladder Spectra
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…
We investigate variational methods for finding approximate solutions to the Fokker-Planck equation, especially in cases lacking detailed balance. These schemes fall into two classes: those in which a Hermitian operator is constructed from…
We consider the mean field Fokker-Planck equation subject to nonlinear no-flux boundary conditions, which necessarily arise when subjecting a system of Brownian particles interacting via a pair potential in a bounded domain. With the…
We characterize a stochastic dynamical system with tempered stable noise, by examining its probability density evolution. This probability density function satisfies a nonlocal Fokker-Planck equation. First, we prove a superposition…
A class of linear kinetic Fokker-Planck equations with a non-trivial diffusion matrix and with periodic boundary conditions in the spatial variable is considered. After formulating the problem in a geometric setting, the question of the…
An $L^2(R^d)$-valued stochastic N-interacting particle systems is investigated. Existence and uniqueness of solutions for the degenerate nonlinear Fokker-Planck equation for probability measures that corresponds to the mean field limit…
We introduce a fractional Fokker-Planck equation (FFPE) for Levy flights in the presence of an external field. The equation is derived within the framework of the subordination of random processes which leads to Levy flights. It is shown…
This paper is devoted to Fokker-Planck and linear kinetic equations with very weak confinement corresponding to a potential with an at most logarithmic growth and no integrable stationary state. Our goal is to understand how to measure the…
Motivated by a problem in climate dynamics, we investigate the solution of a Bessel-like process with negative constant drift, described by a Fokker-Planck equation with a potential V(x) = - [b \ln(x) + a\, x], for b>0 and a<0. The problem…
In this report we summarize a few methods for solving the stochastic differential equations (SDE) and the corresponding Fokker-Planck equations describing the Gompertz and logistic random dynamics. It is shown that the solutions of the…
We describe conditions on non-gradient drift diffusion Fokker-Planck equations for its solutions to converge to equilibrium with a uniform exponential rate in Wasserstein distance. This asymptotic behaviour is related to a functional…
We have derived a fractional Fokker-Planck equation for subdiffusion in a general space-and- time-dependent force field from power law waiting time continuous time random walks biased by Boltzmann weights. The governing equation is derived…
Solving the stationary nonlinear Fokker-Planck equations is important in applications and examples include the Poisson-Boltzmann equation and the two layer neural networks. Making use of the connection between the interacting particle…
In this paper, an approximate solution to a specific class of the Fokker-Planck equation is proposed. The solution is based on the relationship between the Schr\"{o}dinger type equation with a partially confining and symmetrical potential.…
We study two schemes for a time-fractional Fokker-Planck equation with space- and time-dependent forcing in one space dimension. The first scheme is continuous in time and is discretized in space using a piecewise-linear Galerkin finite…
We investigate the existence of steady states and exponential decay for hypocoercive Fokker--Planck equations on the whole space with drift terms that are linear in the position variable. For this class of equations, we first establish that…
A procedure is presented for solving the Fokker-Planck equation with constant diffusion but non-stationary drift. It is based on the correspondence between the Fokker-Planck equation and the non-stationary Schr\"odinger equation. The…
We associate a coupled nonlinear Fokker-Planck equation on $\R^d$, i.e. with solution paths in $\scr P$, to a linear Fokker-Planck equation for probability measures on the product space $\R^d\times \scr P$, i.e. with solution paths in $\scr…
We consider the effect of geometric confinement on the steady-state properties of a one-dimensional active suspension subject to thermal noise. The random active force is modeled by an Ornstein-Uhlenbeck process and the system is studied…
The Fokker-Planck equation needs to be modified when the diffusion parameters are not constant, in order to match it with the backward equation. It even becomes simpler, and the integration of the underlying stochastic differential equation…