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Fundamental solution of Fokker - Planck equation is built by means of the Fourier transform method. The result is checked by direct calculation. Changes: missed factor in (29), (30), corrected (31), (35), removed former (36), added…

可精确求解与可积系统 · 物理学 2008-04-02 Igor A. Tanski

We prove sharp two-sided estimates of the fundamental solution to the fractional Kolmogorov equation in $\mathbb{R}\times \mathbb{R}$ using Fourier methods. Additionally, we provide an explicit form of the fundamental solution in case of…

偏微分方程分析 · 数学 2024-11-04 Florian Grube

Fundamental solution of degenerated Fokker - Planck equation is built by means of the Fourier transform method. The result is checked by direct calculation.

混沌动力学 · 物理学 2009-09-29 Igor A. Tanski

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…

偏微分方程分析 · 数学 2025-01-28 Ke Chen , Ruilin Hu , Quoc-Hung Nguyen

We prove a Nash-Aronson-type upper bound on the fundamental solution of the linear kinetic Fokker Planck equation with friction term, distinguishing two regimes. For long times, we derive a Gaussian upper bound matching the classical…

偏微分方程分析 · 数学 2026-04-28 Philip Gaddy

We show the existence and uniqueness of fundamental solution operators to Kolmo\-gorov-Fokker-Planck equations with rough (measurable) coefficients and local or integral diffusion on finite and infinite time strips. In the local case, that…

偏微分方程分析 · 数学 2024-12-03 Pascal Auscher , Cyril Imbert , Lukas Niebel

Fractional Fokker-Planck equation plays an important role in describing anomalous dynamics. To the best of our knowledge, the existing discussions mainly focus on this kind of equation involving one diffusion operator. In this paper, we…

数值分析 · 数学 2021-09-08 Jing Sun , Weihua Deng , Daxin Nie

In this paper we study some properties of the generalized Fokker-Planck equation induced by the time-changed fractional Ornstein-Uhlenbeck process. First of all, we exploit some sufficient conditions to show that a mild solution of such…

概率论 · 数学 2020-10-09 Giacomo Ascione , Yuliya Mishura , Enrica Pirozzi

It is pointed out that, for the fractional Fokker-Planck equation for subdiffusion proposed by Metzler, Barkai, and Klafter [Phys. Rev. Lett. 82 (1999) 3563], there are four types of infinitely many exact solutions associated with the newly…

统计力学 · 物理学 2020-04-29 C. -L. Ho

This paper focuses on finding an approximate solution of a kind of Fokker-Planck equation with time-dependent perturbations. A formulation of the approximate solution of the equation is constructed, and then the existence of the formulation…

概率论 · 数学 2025-09-12 Yan Luo , Kaicheng Sheng

In the present article, an approach to find the exact solution of the fractional Fokker-Planck equation is presented. It is based on transforming it to a system of first-order partial differential equation via Hopf transformation, together…

偏微分方程分析 · 数学 2020-08-10 H. I. Abdel-Gawad , N. H. Sweilam , S. M. AL-Mekhlafi , D. Baleanu

The Fokker-Planck equation derived by Brown for the probability density function of the orientation of the magnetic moment of single domain particles is one of the basic equations in the theory of superparamagnetism. Usually this equation…

其他凝聚态物理 · 物理学 2020-10-28 N. V. Peskov

A new Langevin equation with a field-dependent kernel is proposed to deal with bottomless systems within the framework of the stochastic quantization of Parisi and Wu. The corresponding Fokker-Planck equation is shown to be a diffusion-type…

高能物理 - 理论 · 物理学 2009-10-22 Hiromichi Nakazato

We obtain exact results for fractional equations of Fokker-Planck type using evolution operator method. We employ exact forms of one-sided Levy stable distributions to generate a set of self-reproducing solutions. Explicit cases are…

统计力学 · 物理学 2015-05-30 K. Gorska , K. A. Penson , D. Babusci , G. Dattoli , G. H. E. Duchamp

We construct spectral decomposition of 3D Fokker - Planck differential operator in this paper. We use the decomposition to obtain solution of Cauchy problem - and especially the fundamental solution. Then we use the decomposition to…

混沌动力学 · 物理学 2007-09-17 Igor A. Tanski

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…

经典物理 · 物理学 2015-05-13 Vasily E. Tarasov , George M. Zaslavsky

We prove stability estimates for the spatially discrete, Galerkin solution of a fractional Fokker-Planck equation, improving on previous results in several respects. Our main goal is to establish that the stability constants are bounded…

数值分析 · 数学 2022-08-09 William McLean , Kassem Mustapha

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…

微分几何 · 数学 2015-07-16 Faya Doumbo Kamano , Bakary Manga , Joël Tossa

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…

偏微分方程分析 · 数学 2015-06-17 Hyung Ju Hwang , Juhi Jang , Juan J. L. Velazquez

The fractional Fokker-Planck equation, which contains a variable diffusion coefficient, is discussed and solved. It corresponds to the L\'evy flights in a nonhomogeneous medium. For the case with the linear drift, the solution is stationary…

统计力学 · 物理学 2009-06-09 Tomasz Srokowski
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