Related papers: Fokker - Planck equation in curvilinear coordinate…
Equation of long-range particle drift and diffusion on three-dimensional physical lattice is suggested. This equation can be considered as a lattice analogof space-fractional Fokker-Planck equation for continuum. The lattice approach gives…
A technique to build perturbative series for the spectator field's correlation functions in de Sitter space through the Fokker-Planck equation is proposed. We derive from the first-order differential equation the iterative integral relation…
We determine the Lie point symmetries of the Fokker-Planck equation and provide examples of solutions of this equation. The Fokker-Planck equation admits a conserved form, hence there is an auxiliary system associated to this equation and…
Starting from a forward--backward path integral of a point particle in a bath of harmonic oscillators, we derive the Fokker-Planck and Langevin equations with and without inertia. Special emphasis is placed upon the correct operator order…
The Fokker-Planck equation can be reformulated as a continuity equation, which naturally suggests using the associated velocity field in particle flow methods. While the resulting probability flow ODE offers appealing properties - such as…
We calculate the transformation and inverse transformation, in the form of Taylor expansions, from arbitrary coordinates to Fermi-Walker coordinates in tubular neighborhoods of arbitrary timelike paths for general spacetimes. Explicit…
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…
We analyse a generalised Fokker-Planck equation by making essential use of its linearisability through a Cole-Hopf transformation. We determine solutions of travelling wave and multi-kink type by resorting to a geometric construction in the…
In this paper, we study the long-time behaviour of solutions to the Vlasov-Fokker-Planck equation where the confining potential is non-convex. This is a nonlocal nonlinear partial differential equation describing the time evolution of the…
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 discuss the approach to equilibrium of systems governed by the Fokker-Planck equation. In particular, we focus on problems involving barrier penetration and the associated Kramers' time. We also describe the connection between stochastic…
One obtains a probabilistic representation for the entropic generalized solutions to a nonlinear Fokker-Planck equation in $\mathbb R^d$ with multivalued nonlinear diffusion term as density probabilities of solutions to a nonlinear…
It is well-known, that for separation of variables in the eigenvalue problem, the corresponding operator should be represented as a sum of operators depending on single variables. In the case of the Fokker--Planck equations, the separation…
In the present article, an approach to find the exact solution of the fractional Fokker-Planck equation is presented. It is based on transforming it to a system of first-order partial differential equation via Hopf transformation, together…
We analyse a Fokker-Planck like equation, driven by a scalar parameter in order to reach an integral constraint. We exhibit criteria guaranteeing existence-uniqueness of a solution. We also provide counter-examples. This problem is…
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…
We study the implications of a change of coordinatization of momentum space for theories with curved momentum space. We of course find that after a passive diffeomorphism the theory yields the same physical predictions, as one would expect…
In engineering practice one often encounters planar problems, where the corresponding vector space of forces, velocities or (infinitesimal) displacements is three dimensional. This paper shows how these spaces can be factorized, such that…
Polarization in ferroelectrics, described by the Landau-Ginzburg Hamiltonian, is considered, based on a multi-dimensional Fokker-Planck equation. This formulation describes the time evolution of the probability distribution function over…
A class of linear evolutionary equations with material laws involving fractional time-derivatives is considered. The main result is well-posedness and causality for this problem class. The approach is illustrated with two examples: a…