相关论文: Comment on "Indispensable Finite Time Correlations…

The statistics of the condensed polaritons is described in terms of the Wigner function. In the framework of the truncated Wigner method, the Wigner function obeys a Fokker- Planck equation, which is solved analytically. The second order…

In this work, we study the formal connections between the non-linear Fokker-Planck Equation associated with the non-additive entropy and the Boltzmann Equation with the non-additive correlation functional. The collisional term following the…

Reply to the comment, cond-mat/0209398 by by N.W. Watkins, S.C. Chapman, and G. Rowlands

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…

Comments on the article "Pulsar dynamics: magnetic dipole model revisited".

This is a supplement to the article "Markov Chain Monte Carlo Based on Deterministic Transformations" available at http://arxiv.org/abs/1106.5850

In a previous work, a perturbative approach to a class of Fokker-Planck equations, which have constant diffusion coefficients and small time-dependent drift coefficients, was developed by exploiting the close connection between the…

We present a new stability and convergence analysis for the spatial discretization of a time-fractional Fokker--Planck equation in a convex polyhedral domain, using continuous, piecewise-linear, finite elements. The forcing may depend on…

These supplementary notes in the ArXiv are a companion to our paper "Bocher contractions of conformally superintegrable Laplace equations" [arXiv:1512.09315]. They contain background material and the details of the extensive computations…

We investigate the relationships between weather forecasting, weather derivatives, the Black-Scholes equation, Feynmann-Kac theory and the Fokker-Planck equation. There is one useful result, but on the whole the relations we present seem to…

We consider a system of Fokker-Planck-Kolmogorov (FPK) equations, where the dependence of the coefficients is nonlinear and nonlocal in time with respect to the unknowns. We extend the numerical scheme proposed and studied recently by the…

In this article, we consider a model motivated by large ensembles of nanoparticles' magnetization dynamics using the Fokker-Planck equation and analyze the underlying parabolic PDE being defined on a smooth, compact manifold without…

Comment on ``Lancaster Probabilities and Gibbs Sampling'' [arXiv:0808.3852]

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…

By constructing successful couplings for degenerate diffusion processes, explicit derivative formula and Harnack type inequalities are presented for solutions to a class of degenerate Fokker-Planck equations on $\R^m\times\R^{d}$. The main…

We study stochastic ratchets with inertia in the limit where the time correlations become important. We have developed a Fokker-Planck type equation for the ratchet problem which includes the memory effects. It is tested with comparison to…

We discuss the approach to equilibrium of systems governed by the Fokker-Planck equation. In particular, we focus on problems involving barrier penetration and the associated Kramers' time. We also describe the connection between stochastic…

Comments are made on some recently published papers on matter collineations of plane symmetric, cylindrically symmetric and spherically symmetric spacetimes.

Comment on "Biases in the Quasar Mass-Luminosity Plane"

In this paper, we study the numerical approximation of a system of PDEs with fractional time derivatives. This system is derived from an optimal control problem for a time-fractional Fokker-Planck equation with time dependent drift by…