相关论文: Exact Solutions of the Time Derivative Fokker-Plan…
We prove a representation formula of Hopf-Lax type for the solution of a Hamilton-Jacobi equation involving Caputo time-fractional derivative. Equations of these type are associated with optimal control problems where the controlled…
The Fokker-Planck equations for stochastic dynamical systems, with non-Gaussian $\alpha-$stable symmetric L\'evy motions, have a nonlocal or fractional Laplacian term. This nonlocality is the manifestation of the effect of non-Gaussian…
The following document presents some novel numerical methods valid for one and several variables, which using the fractional derivative, allow to find solutions for some non-linear systems in the complex space using real initial conditions.…
A common way to numerically solve Fokker-Planck equations is the Chang-Cooper method in space combined with one of the Euler methods in time. However, the explicit Euler method is only conditionally positive, leading to severe restrictions…
In this paper, an approximate solution to a specific class of the Fokker-Planck equation is proposed. The solution is based on the relationship between the Schr\"{o}dinger type equation with a partially confining and symmetrical potential.…
We derive analytic solutions for the full time dependence of space-fractional Fokker-Planck equations corresponding to stochastic Langevin equations with additive tempered-stable L\'{e}vy noise terms. The drift terms are generalised to be…
The stochastic Cahn-Hilliard equation driven by a fractional Brownian sheet provides a more accurate model for correlated space-time random perturbations. This study delves into two key aspects: first, it rigorously examines the regularity…
Several classes of physical systems exhibit ultraslow diffusion for which the mean squared displacement at long times grows as a power of the logarithm of time ("strong anomaly") and share the interesting property that the probability…
We consider a stochastic differential equation in a Hilbert space with time-dependent coefficients for which no general existence and uniqueness results are known. We prove, under suitable assumptions, existence and uniqueness of a measure…
We propose and analyze a mixed finite element method for the spatial approximation of a time-fractional Fokker--Planck equation in a convex polyhedral domain, where the given driving force is a function of space. Taking into account the…
In this paper we study generalized time-fractional diffusion equations on the Poincar\`e half plane $\mathbb{H}_2^+$. The time-fractional operators here considered are fractional derivatives of a function with respect to another function,…
An improved method for the description of hierarchical complex systems by means of a Fokker-Planck equation is presented. In particular the limited-memory Broyden-Fletcher-Goldfarb-Shanno algorithm for constraint problems (L-BFGS-B) is used…
This work aims to use the homotopy analysis method to obtain analytical solutions of linear time-fractional Navier-Stokes equations with cylindrical coordinates and of a system of nonlinear time-fractional Navier-Stokes equations with…
The time fractional diffusion equation is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order $\beta \in (0,1)$. The fundamental solution for the Cauchy problem is…
The Becker-D\"oring equations are an infinite dimensional system of ordinary differntial equations describing coagulation/fragmentation processes of species of integer sizes. Formal Taylor expansions motivate that its solution should be…
In this paper, we employ a Schauder-type estimate method, as developed in \cite{CHN}, to establish critical well-posedness result for the Fractional Fokker-Planck Equation. This equation serves as a fundamental model in kinetic theory and…
The Fokker-Planck (FP) model is one of the commonly used methods for studies of the dynamical evolution of dense spherical stellar systems such as globular clusters and galactic nuclei. The FP model is numerically stable in most cases, but…
We investigate variational methods for finding approximate solutions to the Fokker-Planck equation, especially in cases lacking detailed balance. These schemes fall into two classes: those in which a Hermitian operator is constructed from…
In this work we present new exact similarity solutions with moving boundaries of the Fokker-Planck equation having both time-dependent drift and diffusion coefficients.
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…