相关论文: Parametric Fokker-Planck equation
A framework for relativistic thermodynamics and statistical physics is built by first exploiting the symmetries between energy and momentum in the derivation of the Boltzmann distribution, then using Einstein's energy-momentum relationship…
By replacing the spatial derivative with the Dunkl derivative, we generalize the Fokker-Planck equation in (1+1) dimensions. We obtain the Dunkl-Fokker-Planck eigenvalues equation and solve it for the harmonic oscillator plus a…
We present a general framework in which we can accurately describe the non-equilibrium dynamics of trapped atomic gases. This is achieved by deriving a single Fokker-Planck equation for the gas. In this way we are able to discuss not only…
We are interested in reconstructing the initial condition of a non-linear partial differential equation (PDE), namely the Fokker-Planck equation, from the observation of a Dyson Brownian motion at a given time $t>0$. The Fokker-Planck…
Mathematical structure of the reflection coefficients for the one-dimensional Fokker-Planck equation is studied. A new formalism using differential operators is introduced and applied to the analysis in high- and low-energy regions.…
We exactly solve a Fokker-Planck equation by determining its eigenvalues and eigenfunctions: we construct nonlinear second-order differential operators which act as raising and lowering operators, generating ladder spectra for the odd and…
We discuss diffusion of particles in a spatially inhomogeneous medium. From the microscopic viewpoint we consider independent particles randomly evolving on a lattice. We show that the reversibility condition has a discrete geometric…
The defining equation $(\ast):\ \dot \omega\_t=-F'(\omega\_t),$ of a gradient flow is kinetic in essence. This article explores some dynamical (rather than kinetic) features of gradient flows (i) by embedding equation $(\ast)$ into the…
The Fokker--Planck Equation can be used in a partially-coherent imaging context to model the evolution of the intensity of a paraxial x-ray wave field with propagation. This forms a natural generalisation of the transport-of-intensity…
The accumulation of small particles is analyzed in stationary flows through channels of variable width at small Reynolds number. The combined influence of pressure, viscous drag and thermal fluctuations is described by means of a…
In this paper the feasibility of funnel control techniques for the Fokker-Planck equation corresponding to a multi-dimensional Ornstein-Uhlenbeck process on an unbounded spatial domain is explored. First, using weighted Lebesgue and Sobolev…
We describe conditions on non-gradient drift diffusion Fokker-Planck equations for its solutions to converge to equilibrium with a uniform exponential rate in Wasserstein distance. This asymptotic behaviour is related to a functional…
The Fokker-Planck equation describes the evolution of the probability density associated with a stochastic differential equation. As the dimension of the system grows, solving this partial differential equation (PDE) using conventional…
While accurate simulations of dense gas flows far from the equilibrium can be achieved by Direct Simulation adapted to the Enskog equation, the significant computational demand required for collisions appears as a major constraint. In order…
In this work we construct algebraic equation for elements of spectrum of linearized Fokker - Planck differential operator for incompressible fluid. We calculate roots of this equation using simple numeric method. For all these roots real…
The Fokker-Planck equation provides complete statistical description of a particle undergoing random motion in a solvent. In the presence of Lorentz force due to an external magnetic field, the Fokker-Planck equation picks up a tensorial…
We extend results of parametric geometry of numbers to a general diagonal flow on the space of lattices. Moreover, we compute the Hausdorff dimension of the set of trajectories with every given behavior, with respect to a nonstandard metric…
We study the large deviation rate functional for the empirical distribution of independent Brownian particles with drift. In one dimension, it has been shown by Adams, Dirr, Peletier and Zimmer that this functional is asymptotically…
I report a study of the nonstationary one-dimensional Fokker-Planck solutions by means of the strictly isospectral method of supesymmetric quantum mechanics. The main conclusion is that this technique can lead to a space-dependent…
Solving Fredholm equations of the first kind is crucial in many areas of the applied sciences. In this work we adopt a probabilistic and variational point of view by considering a minimization problem in the space of probability measures…