Related papers: On separable Fokker-Planck equations with a consta…
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…
We consider the Fokker--Planck equations with irregular coefficients. Two different cases are treated: in the degenerate case, the coefficients are assumed to be weakly differentiable, while in the non-degenerate case the drift satisfies…
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…
We study the relaxation to equilibrium for a class linear one-dimensional Fokker-Planck equations characterized by a particular subcritical confinement potential. An interesting feature of this class of Fokker-Planck equations is that, for…
The unified description of diffusion processes that cross over from a ballistic behavior at short times to normal or anomalous diffusion (sub- or superdiffusion) at longer times is constructed on the basis of a non-Markovian generalization…
A general formula in closed form to obtain exact similarity solutions of the Fokker-Planck equation with both time-dependent drift and diffusion coefficients was recently presented by Lin and Ho [ Ann. Phys. \textbf{327}, 386 (2012); J.…
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…
In this paper we proceed with investigation of connections between Fokker - Planck equation and continuum mechanics. In spectral decomposition of Fokker - Planck equation solution we preserve only terms with the smallest degree of damping.…
Due to its parabolic character, the diffusion equation exhibits instantaneous spatial spreading, and becomes unstable when Lorentz-boosted. According to the conventional interpretation, these features reflect a fundamental incompatibility…
We develop a finite difference scheme based on a grid staggered by flux points and solution points to solve Fokker-Planck equations with drift-admitting jumps. To satisfy the matching conditions at the jumps, i.e., the continuities of the…
The Becker-D\"oring equations are an infinite dimensional system of ordinary differntial equations describing coagulation/fragmentation processes of species of integer sizes. Formal Taylor expansions motivate that its solution should be…
This paper is devoted to a fundamental solution of a nonlinear kinetic equation involving a porous medium or fast diffusion operator acting on velocities. Such a nonlinearity has interesting scaling properties, which result in a…
We obtain the existence, uniqueness and regularity results for solutions to kinetic Fokker-Planck equations with bounded measurable coefficients in the presence of boundary conditions, including the inflow, diffuse reflection and specular…
Systems are studied in which transport is possible due to large extension with open boundaries in certain directions but the particles responsible for transport can disappear from it by leaving it in other directions, by chemical reaction…
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…
We study finite and countably infinite systems of stochastic differential equations, in which the drift and diffusion coefficients of each component (particle) are determined by its rank in the vector of all components of the solution. We…
By using similarity transformations approach, the exact propagator for a generalized one-dimensional Fokker-Planck equation, with linear drift force and space-time dependent diffusion coefficient, is obtained. The method is simple and…
We consider driftless stochastic differential equations and the diffusions starting from the positive half line. It is shown that the Feller test for explosions gives a necessary and sufficient condition to hold pathwise uniqueness for…
Recently, the Fokker-Planck dynamics of particles in periodic potentials $\pm V$, have been investigated by using the matrix continued fraction method. It was found that the two periodic potentials, one being bistable and the other…
In this article we derive Fokker - Planck equation for incompressible fluid and investigate its properties. In version 2 symmetries of linearized equations and some examples of invariant solutions are added.