Related papers: Fokker - Planck equation in curvilinear coordinate…
Canonical quantum gravity provides insights into the quantum dynamics as well as quantum geometry of space-time by its implications for constraints. Loop quantum gravity in particular requires specific corrections due to its quantization…
Fokker-Planck equations (forward Kolmogorov equations) evolve probability densities in time from an initial condition. For distributions over the real line, these evolution equations can sometimes be transformed into dynamics over the…
We study the action of time dependent canonical and coordinate transformations in phase space quantum mechanics. We extend the covariant formulation of the theory by providing a formalism that is fully invariant under both standard and time…
We clarify a strong link between general nonlinear Fokker-Planck equations with gauge fields associated with nonequilibrium dynamics and the Fisher information of the system. The notion of Abelian gauge theory for the non-equilibrium…
It is commonly known that the Fokker-Planck equation is exactly solvable only for some particular systems, usually with time-independent drift coefficients. To extend the class of solvable problems, we use the intertwining relations of SUSY…
We develop a new method to solve the Fokker-Planck or Kolmogorov's forward equation that governs the time evolution of the joint probability density function of a continuous-time stochastic nonlinear system. Numerical solution of this…
Starting from an interpretation of the classical-quantum correspondence, we derive the Dirac equation by factorizing the algebraic relation satisfied by the classical Hamiltonian, before applying the correspondence. This derivation applies…
We derive the Fokker-Planck equation on the parametric space. It is the Wasserstein gradient flow of relative entropy on the statistical manifold. We pull back the PDE to a finite dimensional ODE on parameter space. Some analytical example…
In this work, we provide a comprehensive gradient regularity theory for a broad class of nonlinear kinetic Fokker-Planck equations. We achieve this by establishing precise pointwise estimates in terms of the data in the spirit of nonlinear…
We show that the Fokker Planck equation can be derived from a Hypergeometric differential equation. The same applies to a non linear generalization of such equation.
Two-way relationships between transformations and quadratic forms on Wiener spaces are investigated with the help of change of variables formulas on Wiener spaces. Further the evaluation of Laplace transforms of quadratic forms via Riccati…
We consider the Fokker-Planck equation with a strong external magnetic field. Global-in-time solutions are built near the Maxwellian, the global equilibrium state for the system. Moreover, we prove the convergence to equilibrium at…
Fundamental solution of degenerated Fokker - Planck equation is built by means of the Fourier transform method. The result is checked by direct calculation.
It is well-known that the coordinate as a continuous variable, consisting of a set of all points between 0 and $L$ contradicts the observability of measurement. In other words there might exist a fundamental length in nature, such as the…
In this paper we study the hydrodynamic (small mass approximation) limit of a Fokker-Planck equation. This equation arises in the kinetic description of the evolution of a particle system immersed in a viscous Stokes flow. We discuss two…
Authors derive the Lorentz-Einstein transformation for the space-time coordinates starting with a one-space dimension approach. They add to the results the invariance of the space coordinates measured perpendicular to the direction of…
In this study, we generalize the Fokker-Planck equation to two-dimensional cases, including potential functions with periodic boundary conditions and piecewise-defined structures, to analyze the probability distribution in multi-field…
From a given Fokker-Planck equation, a multi-parameter deformed partner Fokker-Planck equation is constructed. This is done by first deleting a set of eigenstates of the original FPE by the multi-step Darboux-Crum transformation, and then…
The aim of this contribution is to study the particle dynamics in a storage ring under the influence of noise. Some simplified stochastic beam dynamics problems are treated by solving the corresponding Fokker-Planck equations numerically.
A space-time symmetric and explicitly Lorentz covariant path integral formalism of relativistic quantum mechanics is proposed, which produces partial locally correlations of quantum processes of massive particles with the velocity of light…