Related papers: Fokker - Planck equation in curvilinear coordinate…
The aim of this paper is to derive Fokker - Planck equation in curvilinear coordinates using physical argumentation. We get the same result, as in our previous article [1], but for broader class of arbitrary holonomic mechanical systems.
Using the generalized Kolmogorov-Feller equation with long-range interaction, we obtain kinetic equations with fractional derivatives with respect to coordinates. The method of successive approximations with the averaging with respect to…
We calculate all point symmetries of the Fokker - Planck equation in three-dimensional Euclidean space. General expression of symmetry group action on arbitrary solution of Fokker - Planck equation is presented.
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.
We consider three possible approaches to formulating coordinate transformations on position space associated with non-linear Lorentz transformations on momentum space. The first approach uses the definition of velocity and gives the…
The Fokker-Planck equation describing the transport of energetic particles interacting with turbulence is difficult to solve analytically. Numerical solutions are of course possible but they are not always useful for applications. In the…
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…
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…
The boundary conditions for the Fokker-Planck equations, forward and backward ones are directly derived from the Chapman-Kolmogorov equation for M-dimensional region with boundaries. The boundaries are assumed, in addition, to be able to…
We calculate all point symmetries of the Fokker - Planck equation in two-dimensional Euclidean space. General expression of symmetry group action on arbitrary solution of Fokker - Planck equation is presented.
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…
We study convergence in variation of probability solutions of nonlinear Fokker-Planck-Kolmogorov equations to stationary solutions. We obtain sufficient conditions for the exponential convergence of solutions to the stationary solution in…
We develop a recursive method for perturbative solutions of the Fokker-Planck equation with nonlinear drift. The series expansion of the time-dependent probability density in terms of powers of the coupling constant is obtained by solving a…
In this paper we present a direct perturbative method to solving certain Fokker-Planck equations, which have constant diffusion coefficients and some small parameters in the drift coefficients. The method makes use of the connection between…
For quantum computers to become useful tools to physicists, engineers and computational scientists, quantum algorithms for solving nonlinear differential equations need to be developed. Despite recent advances, the quest for a solver that…
Numerical techniques for discretization of velocity space in continuum kinetic calculations are described. An efficient spectral collocation method is developed for the speed coordinate - the radius in velocity space - employing a novel set…
In this article, we propose and study several discrete versions of homogeneous and inhomogeneous one-dimensional Fokker-Planck equations. In particular, for these discretizations of velocity and space, we prove the exponential convergence…
Fokker-Planck equation with the velocity-dependent coefficients is considered for various isotropic systems on the basis of probability transition (PT) approach. This method provides the self-consistent and universal description of friction…
A great number of problems of relativistic position in quantum mechanics are due to the use of coordinates which are not inherent objects of spacetime, cause unnecessary complications and can lead to misconceptions. We apply a…
We develop the principle of dynamic invariance to obtain closed moment equations from the Fokker-Planck kinetic equation. The analysis is carried out to explicit formulae for computation of the lowest eigenvalue and of the corresponding…