相关论文: Hypergeometric foundations of Fokker-Plank like eq…
We show that the Schr\"odinger and Klein-Gordon equations can both be derived from an Hypergeometric differential equation. The same applies to non linear generalizations of these equations.
The Fokker_Planck equation can be derived in a consistent manner through a microscopic approach based on a unified scheme of classical and quantum mechanics. Here we shall derive it through a purely quantum mechanical approach based on the…
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.
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…
In this article we derive Fokker - Planck equation for incompressible fluid and investigate its properties. In version 2 symmetries of linearized equations and some examples of invariant solutions are added.
A general type of nonlinear Fokker-Planck equation is derived directly from a master equation, by introducing generalized transition rates. The H-theorem is demonstrated for systems that follow those classes of nonlinear Fokker-Planck…
In this work we introduce two different generalizations of the Fokker-Planck equation in (1+1) dimensions by replacing the spatial derivatives in terms of generalized Dunkl-type derivatives involving reflection operators. As applications of…
Using the generalized Kolmogorov-Feller equation with long-range interaction, we obtain kinetic equations with fractional derivatives with respect to coordinates. The method of successive approximations with the averaging with respect to…
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…
In this paper, we study some extended hypergeometric functions from matrix point of view. We have given the integral representations of these matrix functions. Finally, we obtain some generating function relations using fractional…
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…
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…
Hypergeometric functions and their generalizations play an important r\^{o}les in diverse applications. Many authors have been established generalizations of hypergeometric functions by a number ways. In this paper, we aim at establishing…
By means of a particle model that includes interactions only via the local particle concentration, we show that hyperballistic diffusion may result. This is done by findng the exact solution of the corresponding non-linear diffusion…
By using similarity transformations approach, the exact propagator for a generalized one-dimensional Fokker-Planck equation, with linear drift force and space-time dependent diffusion coefficient, is obtained. The method is simple and…
Modular and quasimodular solutions of specific second order differential equation in the upper-half plane which originates from a study of supersingular j-invariants are given explicitly. A characterization of the differential equation is…
This research is concerned with the nonhomogeneous linear complex differential equation $$ f^{(k)}+A_{k-1}f^{(k-1)}+\cdots+A_{1}f'+A_{0}f=A_{k} $$ in the complex plane. In the higher order case, the mutual relations between coefficients and…
We consider Fokker-Planck equations that interpolate a pair of supersymmetrically related Fokker-Planck equations with constant coefficients. Based on the interesting property of shape-invariance, various one-parameter interpolations of the…
By constructing successful couplings for degenerate diffusion processes, explicit derivative formula and Harnack type inequalities are presented for solutions to a class of degenerate Fokker-Planck equations on $\R^m\times\R^{d}$. The main…
We propose a general method to identify nonlinear Fokker--Planck--Kolmogorov equations (FPK equations) as gradient flows on the space of probability measures on $\mathbb{R}^d$ with a natural differential geometry. Our notion of gradient…