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The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N stochastic variables with Lochner's generalized Dirichlet distribution (R.H. Lochner, A Generalized…

数学物理 · 物理学 2013-10-02 J. Bakosi , J. R. Ristorcelli

The paper deals with nonlinear one-dimensional Dirac equation. We describe its invariants set by means of the deformed linear Dirac equation, using the fact that two ordinary differential equations are equivalent if their sets of invariants…

动力系统 · 数学 2019-11-07 Yarema Prykarpatskyy

The master equation describing non-equilibrium one-dimensional problems like diffusion limited reactions or critical dynamics of classical spin systems can be written as a Schr\"odinger equation in which the wave function is the probability…

高能物理 - 理论 · 物理学 2016-09-06 Francisco C. Alcaraz , Michel Droz , Malte Henkel , Vladimir Rittenberg

Motivated by stochastic convection-diffusion problems we derive a posteriori error estimates for non-stationary non-linear convection-diffusion equations acting as a deterministic paradigm. The problem considered here neither fits into the…

数值分析 · 数学 2018-02-08 Rüdiger Verfürth

This paper focuses on the study of semilinear fractional diffusion-wave equations in the context of critical nonlinearities. Firstly, we address the issue of local well-posedness for the problem, examine spatial regularity, and the…

偏微分方程分析 · 数学 2026-02-09 Masterson Costa , Claudio Cuevas , Bruno de Andrade

We study the symmetry reduction of nonlinear partial differential equations which are used for describing diffusion processes in nonhomogeneous medium. We find ansatzes reducing partial differential equations to systems of ordinary…

偏微分方程分析 · 数学 2017-01-16 Ivan M. Tsyfra , Wojciech Rzeszut , Vsevolod A. Vladimirov

An unsteady problem is considered for a space-fractional diffusion equation in a bounded domain. A first-order evolutionary equation containing a fractional power of an elliptic operator of second order is studied for general boundary…

数值分析 · 计算机科学 2014-12-19 Petr N. Vabishchevich

The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N coupled stochastic variables with the Dirichlet distribution as its asymptotic solution. To ensure a bounded…

数学物理 · 物理学 2013-03-05 J. Bakosi , J. R. Ristorcelli

We consider a system of two reaction-diffusion-advection equations describing the one dimensional directed motion of particles with superimposed diffusion and mutual alignment. For this system we show the existence of traveling wave…

偏微分方程分析 · 数学 2021-01-19 Heinrich Freistühler , Jan Fuhrmann

We introduce a guided stochastic sampling method that augments sampling from diffusion models with physics-based guidance derived from partial differential equation (PDE) residuals and observational constraints, ensuring generated samples…

机器学习 · 计算机科学 2026-05-28 Andrew Millard , Fredrik Lindsten , Zheng Zhao

We present two observations related to theapplication of linear (LFE) and nonlinear fractional equations (NFE). First, we give the comparison and estimates of the role of the fractional derivative term to the normal diffusion term in a LFE.…

混沌动力学 · 物理学 2009-11-07 H. Weitzner , G. M. Zaslavsky

Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…

统计力学 · 物理学 2023-05-10 Johan du Buisson , Hugo Touchette

We study the elliptic version of doubly nonlinear diffusion equations on a complete Riemannian manifold $(M,g)$. Through the combination of a special nonlinear transformation and the standard Nash-Moser iteration procedure, some Cheng-Yau…

偏微分方程分析 · 数学 2025-04-14 Chen Guo , Zhengce Zhang

Increasingly larger data sets of processes in space and time ask for statistical models and methods that can cope with such data. We show that the solution of a stochastic advection-diffusion partial differential equation provides a…

统计方法学 · 统计学 2016-02-18 Fabio Sigrist , Hans R. Künsch , Werner A. Stahel

Generalizations of the three main equations of quantum physics, namely, the Schr\"odinger, Klein-Gordon, and Dirac equations, are proposed. Nonlinear terms, characterized by exponents depending on an index $q$, are considered in such a way…

其他凝聚态物理 · 物理学 2015-05-28 Fernando D. Nobre , Marco Aurelio Rego-Monteiro , Constantino Tsallis

In this paper, we study numerical methods for the homogenization of linear second-order elliptic equations in nondivergence-form with periodic diffusion coefficients and large drift terms. Upon noting that the effective diffusion matrix can…

数值分析 · 数学 2025-06-18 Timo Sprekeler , Han Wu , Zhiwen Zhang

We deal with some extensions of the space-fractional diffusion equation, which is satisfied by the density of a stable process (see Mainardi, Luchko, Pagnini (2001)): the first equation considered here is obtained by adding an exponential…

概率论 · 数学 2016-01-08 Luisa Beghin

A novel statistical approach based on the Wigner transform is proposed for the description of partially incoherent optical wave dynamics in nonlinear media. An evolution equation for the Wigner transform is derived from a nonlinear…

斑图形成与孤子 · 物理学 2009-11-07 B. Hall , M. Lisak , D. Anderson , R. Fedele , V. E. Semenov

We derive approximate expressions for the dispersion relation of the nonlinear Klein-Gordon equation in the case of strong nonlinearities using a method based on the Linear Delta Expansion. All the results obtained in this article are fully…

数学物理 · 物理学 2007-05-23 P. Amore , A. Raya

We study the well-posedness of a semilinear fractional diffusion equation and formulate an associated inverse problem. We determine fractional power type nonlinearities from the exterior partial measurements of the Dirichlet-to-Neumann map.…

偏微分方程分析 · 数学 2022-03-30 Li Li