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The exact solution of the Cauchy problem for a Fokker-Planck equation used by R. Friedrich and J. Peinke for the description of a turbulent cascade, considered as a stochastic process of Markovian type, is obtained in the frame of M. Suzuki…
We construct spectral decomposition of 1D Fokker - Planck differential operator. This reveal solution of Cauchy problem. We develop fundamental solution of Cauchy problem and compare it with one obtained by other means in our former work…
Some multidimensional generalizations of the Fokker-Planck equation used by R. Friedrich and J. Peinke for the description of a turbulent cascade as a stochastic process of Markovian type, are considered. The exact solutions of the Cauchy…
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…
First we show that physics-informed neural networks are not suitable for a large class of parabolic partial differential equations including the Fokker-Planck equation. Then we devise an algorithm to compute solutions of the Fokker-Planck…
The Cauchy problem to the Fokker-Planck-Boltzmann equation under Grad's angular cut-off assumption is investigated. When the initial data is a small perturbation of an equilibrium state, global existence and optimal temporal decay estimates…
We present a general method of solving the Cauchy problem for multidimensional parabolic (diffusion type) equation with variable coefficients which depend on spatial variable but do not change over time. We assume the existence of the…
In the paper we offer a functional-discrete method for solving the Cauchy problem for the first order ordinary differential equations (ODEs). This method (FD-method) is in some sense similar to the Adomian Decomposition Method. But it is…
This paper is concerned with the Wigner-Poisson-Fokker-Planck system, a kinetic evolution equation for an open quantum system with a non-linear Hartree potential. Existence, uniqueness and regularity of global solutions to the Cauchy…
We consider the Cauchy problem for a class of nonlinear degenerate parabolic equa- tion with forcing. By using the vanishing viscosity method we obtain generalized solutions. We prove some regularity results about this generalized…
We construct spectral decomposition of 3D Fokker - Planck differential operator in this paper. We use the decomposition to obtain solution of Cauchy problem - and especially the fundamental solution. Then we use the decomposition to…
The Einstein-Vlasov-Fokker-Planck system describes the kinetic diffusion dynamics of self-gravitating particles within the Einstein theory of general relativity. We study the Cauchy problem for spatially homogeneous and isotropic solutions…
In a recent paper Calogero and Alcantara derived a Lorentz-invariant Fokker-Planck equation, which corresponds to the evolution of a particle distribution associated with relativistic Brownian Motion. We study the "one and one-half"…
A (2+1)-dimensional linear ultra-parabolic Fokker--Planck--Kolmogorov equation is investigated from the group-theoretical point of view. By using the Berest--Aksenov approach, an algebra of invariance of fundamental solutions of the…
In this paper, we investigate the existence and nonexistence of entire solutions to a general class of Cauchy problems in the positive half line. Our results provide a unified approach to proving sharp local and entire solvability of…
We investigate the Cauchy problem and the diffusion asymptotics for a spatially inhomogeneous kinetic model associated to a nonlinear Fokker-Planck operator. We derive the global well-posedness result with instantaneous smoothness effect,…
We describe an implicit procedure for solving linear equation systems resulting from the discretization of the three dimensional (seven variables) linear Fokker-Planck equation. The discretization of the Fokker-Planck equation is performed…
An analogue of the Cauchy problem for the iterated multidimensional Klein- Gordon-Fock equation with a time-dependent Bessel operator is investigated. Applying the generalized Erdelyi-Kober operator of fractional order, the problem posed is…
A classification of ordinary differential equations and finite-difference equations in one variable having polynomial solutions (the generalized Bochner problem) is given. The method used is based on the spectral problem for a polynomial…
We study the Cauchy problem for Fokker--Planck--Kolmogorov equations with unbounded and degenerate coefficients. Sufficient conditions for the existence and uniqueness of solutions are indicated.