Related papers: Fokker - Planck equation in curvilinear coordinate…
The quaternion spaces can be used to describe the property of electromagnetic field and gravitational field. In the quaternion space, some coordinate transformations can be deduced from the feature of quaternions, including Lorentz…
A class of one-dimensional Fokker-Plank equations having a common stationary solution, which is a power function of the state of the process, was found. We prove that these equations also have generalized self-similar solutions which…
We propose definitions for covariance and local Lorentz invariance applicable when the speed of light $c$ is allowed to vary. They have the merit of retaining only those aspects of the usual definitions which are invariant under unit…
The object of this paper is the uniqueness for a $d$-dimensional Fokker-Planck type equation with non-homogeneous (possibly degenerated) measurable not necessarily bounded coefficients. We provide an application to the probabilistic…
Covariant phase space quantization attempts to quantize the full space of classical solutions, leading to a quantum theory in which the usual time coordinate is missing. In this paper we explore how the time evolution of the quantum states…
We propose a Langevin model with Coulomb friction. Through the analysis of the corresponding Fokker-Planck equation, we have obtained the steady velocity distribution function under the influence of the external field.
We describe a new approach for modeling the transport of high energy particles accelerated during flares from the acceleration region in the solar corona until their eventual thermalization in the flare footpoint. Our technique numerically…
We show that solutions of the 2D Fokker-Planck equation for bosons are defined globally in time and converge to equilibrium, and this convergence is shown to be exponential for radially symmetric solutions. The main observation is that a…
The phenomena of nonlocal transport in magnetically confined plasma are theoretically analyzed. A hybrid model is proposed, which brings together the notion of inverse energy cascade, typical of drift-wave- and two-dimensional fluid…
Particle acceleration by turbulence plays a role in many astrophysical environments. The non- linear evolution of the underlying cosmic-ray spectrum is complex and can be described by a Fokker-Planck equation, which in general has to be…
This contribution presents a derivation of the steady-state distribution of velocities and distances of vehicles in freeway traffic which has been suggested for the evaluation of interaction potentials among vehicles (see preprint…
We consider three classes of linear non-symmetric Fokker-Planck equations having a unique steady state and establish exponential convergence of solutions towards the steady state with explicit (estimates of) decay rates. First,…
We examine the transformation of particle trajectories in models with deformations of Special Relativity that have an energy-dependent and observer-independent speed of light. These transformations necessarily imply that the notion of what…
Stochastic differential equations play an important role in various applications when modeling systems that have either random perturbations or chaotic dynamics at faster time scales. The time evolution of the probability distribution of a…
We study the existence and the uniqueness of a solution $\fy$ to the linear Fokker-Planck equation $-\Delta \fy + \div(\fy \F) = f$ in a bounded domain of $\R^d$ when $\F$ is a "confinement" vector field acting for instance like the inverse…
This paper establishes Fokker-Planck-Kolmogorov type equations for time-changed Gaussian processes. Examples include those equations for a time-changed fractional Brownian motion with time-dependent Hurst parameter and for a time-changed…
We consider a 1D-2V Vlasov-Fokker-Planck multi-species ionic description coupled to fluid electrons. We address temporal stiffness with implicit time stepping, suitably preconditioned. To address temperature disparity in time and space, we…
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…
We study a Fokker-Planck equation with double-well potential that is nonlocally driven by a dynamical constraint and involves two small parameters. Relying on formal asymptotics we identify several parameter regimes and derive reduced…
Stochastic differential equations with Levy motion arise the mathematical models for various phenomenon in geophysical and biochemical sciences. The Fokker Planck equation for such a stochastic differential equations is a nonlocal partial…