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The optimization of the usual entropy $S_1[p]=-\int du p(u) ln p(u)$ under appropriate constraints is closely related to the Gaussian form of the exact time-dependent solution of the Fokker-Planck equation describing an important class of…

凝聚态物理 · 物理学 2009-10-28 Constantino Tsallis , Dirk Jan Bukman

We obtain new exact classes of solutions for the nonlinear fractional Fokker-Planck-like equation partial_t rho = partial_x{D(x) partial^{mu -1}_x rho^{nu} - F(x) rho} by considering a diffusion coefficient D = D|x|^{-theta} (theta in R and…

统计力学 · 物理学 2009-11-07 E. K. Lenzi , L. C. Malacarne , R. S. Mendes , I. T. Pedron

In this work we incorporate, in a unified way, two anomalous behaviors, the power law and stretched exponential ones, by considering the radial dependence of the $N$-dimensional nonlinear diffusion equation $\partial\rho /\partial{t}={\bf…

统计力学 · 物理学 2009-11-07 I. T. Pedron , R. S. Mendes , L. C. Malacarne , E. K. Lenzi

Recently, analytical solutions of a nonlinear Fokker-Planck equation describing anomalous diffusion with an external linear force were found using a non extensive thermostatistical Ansatz. We have extended these solutions to the case when…

统计力学 · 物理学 2009-02-06 German Drazer , Horacio S. Wio , Constantino Tsallis

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

We study the time behavior of the Fokker-Planck equation in Zwanzig rule (the backward-Ito rule) based on the Langevin equation of Brownian motion with an anomalous diffusion in a complex medium. The diffusion coefficient is a function in…

统计力学 · 物理学 2015-05-19 Ran Guo , Jiulin Du

We consider a particle living in $\mathbb{R}_+$, whose velocity is a positive recurrent diffusion with heavy-tailed invariant distribution when the particle lives in $(0,\infty)$. When it hits the boundary $x=0$, the particle restarts with…

概率论 · 数学 2023-10-24 Loïc Béthencourt

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

We analyse a bidimensional nonlinear Fokker-Planck equation by considering an anisotropic case, whose diffusion coefficients are $D_x \propto |x|^{-\theta}$ and $D_y \propto |y|^{-\gamma}$ with $\theta, \gamma \in {\cal{R}}$. In this…

核理论 · 物理学 2009-11-11 E. K. Lenzi , R. S. Mendes , L. C. Malacarne , L. R. da Silva

We present a complete description of the similarity solutions $u_{\alpha}(x,t)=t^{-\alpha/2}f(\Vert x \Vert/\sqrt{t};\alpha)$ for the following nonlinear diffusion equation $$ u_{t}+\gamma\vert u_{t} \vert =\Delta u\qquad(-1<\gamma<1) $$…

偏微分方程分析 · 数学 2014-08-26 Rodrigo Meneses Pacheco

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

Equation of long-range particle drift and diffusion on three-dimensional physical lattice is suggested. This equation can be considered as a lattice analogof space-fractional Fokker-Planck equation for continuum. The lattice approach gives…

统计力学 · 物理学 2015-03-13 Vasily E. Tarasov

Deriving evolution equations accounting for both anomalous diffusion and reactions is notoriously difficult, even in the simplest cases. In contrast to normal diffusion, reaction kinetics cannot be incorporated into evolution equations…

统计力学 · 物理学 2020-10-23 Sean D Lawley

In this work, we consider the solvability of the Fokker-Planck equation with both time-dependent drift and diffusion coefficients by means of the similarity method. By the introduction of the similarity variable, the Fokker-Planck equation…

数学物理 · 物理学 2015-05-28 Wen-Tsan Lin , Choon-Lin Ho

The object of this paper is the uniqueness for a $d$-dimensional Fokker-Planck type equation with non-homogeneous (possibly degenerated) measurable not necessarily bounded coefficients. We provide an application to the probabilistic…

概率论 · 数学 2012-09-19 Nadia Belaribi , Francesco Russo

An $N$-dimensional nonlinear Fokker-Planck equation is investigated here by considering the time dependence of the coefficients, where drift-controlled and source terms are present. We exhibit the exact solution based on the generalized…

统计力学 · 物理学 2009-11-07 L. C. Malacarne , R. S. Mendes , I. T. Pedron , E. K. Lenzi

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…

概率论 · 数学 2018-02-01 Viorel Barbu , Michael Röckner

The~numerical solutions to a non-linear Fractional Fokker--Planck (FFP) equation are studied estimating the generalized diffusion coefficients. The~aim is to model anomalous diffusion using an FFP description with fractional velocity…

等离子体物理 · 物理学 2018-10-08 Johan Anderson , Sara Moradi , Tariq Rafiq

We consider the solvability of the Fokker-Planck equation with both time-dependent drift and diffusion coefficients by means of the similarity method. By the introduction of the similarity variable, the Fokker-Planck equation is reduced to…

数学物理 · 物理学 2016-12-28 C. -L. Ho

This paper is devoted to a fundamental solution of a nonlinear kinetic equation involving a porous medium or fast diffusion operator acting on velocities. Such a nonlinearity has interesting scaling properties, which result in a…

偏微分方程分析 · 数学 2026-03-30 Giovanni Brigati , Guillaume Carlier , Jean Dolbeault
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