相关论文: Spectral decomposition of 1D Fokker - Planck diffe…

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…

The exact solution of the Cauchy problem for a generalized "linear" vectorial Fokker-Planck equation is found using the disentangling techniques of R. Feynman and algebraic (operational) methods. This approach may be considered as a…

In the paper we offer a functional-discrete method for solving the Cauchy problem for the first order ordinary differential equations (ODEs). This method (FD-method) is in some sense similar to the Adomian Decomposition Method. But it is…

A new approach for integration of the initial value problem for ordinary differential equations is suggested. The algorithm is based on approximation of the solution by a system of functions that contains orthogonal exponential polynomials.

We introduce a Fourier-Bessel-based spectral solver for Cauchy problems featuring Laplacians in polar coordinates under homogeneous Dirichlet boundary conditions. We use FFTs in the azimuthal direction to isolate angular modes, then perform…

The Cauchy problem to the Fokker-Planck-Boltzmann equation under Grad's angular cut-off assumption is investigated. When the initial data is a small perturbation of an equilibrium state, global existence and optimal temporal decay estimates…

This paper explores the well-posedness of the Cauchy problem for the Fokker-Planck equation associated with the partial differential operator $L$ with low regularity condition. To address uniqueness, we apply a recently developed…

For the linear partial differential equation $P(\partial_x,\partial_t)u=f(x,t)$, where $x\in\mathbb{R}^n,\;t\in\mathbb{R}^1$, with $P(\partial_x,\partial_t)$ is $\prod^m_{i=1}(\frac{\partial}{\partial{t}}-a_iP(\partial_x))$ or…

We present new results concerning the solvability, of lack thereof, in the Cauchy problem for the debar operator, with initial values assigned on a weakly pseudoconvex hypersurface, and provide illustrative examples.

This paper is concerned with inverse spectral problems for higher-order ($n > 2$) ordinary differential operators. We develop an approach to the reconstruction from the spectral data for a wide range of differential operators with either…

The Cauchy problem for the Fokker-Plank-Kolmogorov equation with a nonlocal nonlinear drift term is reduced to a similar problem for the correspondent linear equation. The relation between symmetry operators of the linear and nonlinear…

The Cauchy problem for fractional derivatives linear systems of ordinary differential equations with constant coefficients is considered, where at first the analytic expressions are given through the matrix exponent of its corresponding…

Problems of the numerical solution of the Cauchy problem for a first-order differential-operator equation are discussed. A fundamental feature of the problem under study is that the equation includes a fractional power of the self-adjoint…

We study some accurate semiclassical resolvent estimates for operators that are neither selfadjoint nor elliptic, and applications to the Cauchy problem. In particular we get a precise description of the spectrum near the imaginary axis and…

Ordinary differential equations of the second order with one constant delay are considered in this paper. An analytical representation of the solution is obtained using the method of steps.

Existence and uniqueness of advanced and retarded fundamental solutions (Green's functions) and of global solutions to the Cauchy problem is proved for a general class of first order linear differential operators on vector bundles over…

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…

In this paper, we investigate the spectral analysis (from the point of view of semi-groups) of discrete, fractional and classical Fokker-Planck equations. Discrete and fractional Fokker-Planck equations converge in some sense to the…

We consider an evolution equation with the regularized fractional derivative of an order $\alpha \in (0,1)$ with respect to the time variable, and a uniformly elliptic operator with variable coefficients acting in the spatial variables.…

Stable computational algorithms for the approximate solution of the Cauchy problem for nonstationary problems are based on implicit time approximations. Computational costs for boundary value problems for systems of coupled multidimensional…