Related papers: Comment on "Indispensable Finite Time Correlations…
Comment on ``Support Vector Machines with Applications'' [math.ST/0612817]
Comment: Fisher Lecture: Dimension Reduction in Regression [arXiv:0708.3774]
Comment: Fisher Lecture: Dimension Reduction in Regression [arXiv:0708.3774]
Comment: Fisher Lecture: Dimension Reduction in Regression [arXiv:0708.3774]
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.
Large sampling intervals can affect reconstruction of Kramers-Moyal coefficients from data. A new method, which is direct, non-stochastic and exact up to numerical accuracy, can estimate these finite-time effects. For the first time, exact…
In a recent paper Das {\it et al.} [J. Chem. Phys. {\bf 147}, 164102 (2017)] proposed the Fokker-Planck equation (FPE) for the Brownian harmonic oscillator in the presence of magnetic field and the non-Markovian thermal bath, respectively.…
This is a Reply on the proceeding comment on our paper titled "Classical Simulations Including Electron Correlations for Sequential Double Ionization".
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.
The time-fractional Fokker-Planck equation is a key model for characterizing anomalous diffusion, stochastic transport, and non-equilibrium statistical mechanics with applications in finance, chaotic dynamics, optical physics, and…
By investigating McKean-Vlasov SDEs, the order preservation and positive correlation are characterized for nonlinear Fokker-Planck equations. The main results recover the corresponding criteria on these properties established in [3, 5] for…
We consider the $d=1$ nonlinear Fokker-Planck-like equation with fractional derivatives $\frac{\partial}{\partial t}P(x,t)=D \frac{\partial^{\gamma}}{\partial x^{\gamma}}[P(x,t) ]^{\nu}$. Exact time-dependent solutions are found for $ \nu =…
We define a time-changed fractional Ornstein-Uhlenbeck process by composing a fractional Ornstein-Uhlenbeck process with the inverse of a subordinator. Properties of the moments of such process are investigated and the existence of the…
Several types of stochastic equations are important in thermodynamics, chemistry, evolutionary biology, population dynamics and quantitative social science. For systems with pair interactions four different types of equations are derived,…
Invited contribution to Annalen der Physik (Expert Opinion).
In this note we collect some known facts concerning central projection correspondances and time parametrizations of Kepler problems in Euclidean spaces and on Spheres.
A Fokker-Planck type equation for interacting particles with exclusion principle is analysed. The nonlinear drift gives rise to mathematical difficulties in controlling moments of the distribution function. Assuming enough initial moments…
A comment on the paper "Truncated Schwinger-Dyson Equations and Gauge Covariance in QED3", Few-Body Syst. 41, 185 (2007) [hep-ph/0511291].
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…
Comment on 'Path Summation Formulation of the Master Equation'