Related papers: A Remark on the Kramers Problem
The most general local Markovian stochastic model is investigated, for which it is known that the evolution equation is the Fokker-Planck equation. Special cases are investigated where uncorrelated initial states remain uncorrelated.…
Based on the dynamical quantization method we derive a quantum phase-space non-Markovian Smoluchowski equation describing the non-inertial Brownian motion of a harmonic oscillator immersed in a generic environment. In the long-time regime…
This paper introduces a general class of Replicator-Mutator equations on a multi-dimensional fitness space. We establish a novel probabilistic representation of weak solutions of the equation by using the theory of Fockker-Planck-Kolmogorov…
The propagation of charged particles through a scattering medium in the presence of a magnetic field can be described by a Fokker-Planck equation with Lorentz force. This model is studied both, from a theoretical and a numerical point of…
The Klein-Kramers equation, governing the Brownian motion of a classical particle in quantum environment under the action of an arbitrary external potential, is derived. Quantum temperature and friction operators are introduced and at large…
We discuss physical and mathematical aspects of the over-damped motion of a Brownian particle in fluctuating potentials. It is shown that such a system can be described quantitatively by fluctuating rates if the potential fluctuations are…
A modification of the classical primitive equations of the atmosphere is considered in order to take into account important phase transition phenomena due to air saturation and condensation. We provide a mathematical formulation of the…
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…
This work is devoted to studying complex dynamical systems under non-Gaussian fluctuations. We first estimate the Kantorovich-Rubinstein distance for solutions of non-local Fokker-Planck equations associated with stochastic differential…
The original perturbative Kramers' method (starting from the phase space coordinates) (Kramers, 1940) of determining the energy-controlled-diffusion equation for Newtonian particles with separable and additive Hamiltonians is generalized to…
The equations of stationary compressible flows of active liquid crystals are considered in a bounded three-dimensional domain. The system consists of the stationary Navier-Stokes equations coupled with the equation of Q-tensors and the…
We study the initial-boundary value problem for the Fokker-Planck equation in an interval with absorbing boundary conditions. We develop a theory of well-posedness of classical solutions for the problem. We also prove that the resulting…
We study the stochastically forced system of isentropic Euler equations of gas dynamics with a $\gamma$-law for the pressure. We show the existence of martingale weak entropy solutions; we also discuss the existence and characterization of…
We consider the compressible Navier-Stokes-Fourier system on time-dependent domains with prescribed motion of the boundary, supplemented with slip boundary conditions for the velocity. Assuming that the pressure can be decomposed into an…
Aiming to establish a rigorous link between macroscopic random motion (described e.g. by Langevin-type theories) and microscopic dynamics, we have undertaken a kinetic-theoretical study of the dynamics of a classical test-particle weakly…
This papers aims at revisiting Minkowski space-time with a modified outlook and making it more consistent (III.8). The paper scrutinizes the special case of relativistic hypothesis (STR). The paper tries to solve the problems faced by…
We study the rate of convergence to equilibrium of the solutions to Fokker-Planck type equations with linear drift by means of Cram\'er and Energy distances, which have been recently widely used in problems related to AI, in particular for…
We show that solutions of nonlinear nonlocal Fokker--Planck equations in a bounded domain with no-flux boundary conditions can be approximated by Cauchy problems with increasingly strong confining potentials defined in the whole space. Two…
Kinetic equations are difficult to solve numerically due to their high dimensionality. A promising approach for reducing computational cost is the dynamical low-rank algorithm, which decouples the dimensions of the phase space by proposing…
By means of non-smooth critical point theory we obtain existence of infinitely many weak solutions of the fractional Schr\"odinger equation with logarithmic nonlinearity. We also investigate the H\"older regularity of the weak solutions.