Results 21 to 30 of about 2,979 (136)
Journal of Function Spaces, 2021 The main purpose of this paper is to apply the Lie symmetry analysis method for the two-dimensional time fractional Fokker-Planck (FP) equation in the sense of Riemann–Liouville fractional derivative.
Nisrine Maarouf, Khalid Hilal
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Fractional Fokker-Planck Equation
Mathematics, 2017 We shall discuss the numerical solution of the Cauchy problem for the fully fractional Fokker-Planck (fFP) equation in connection with Sinc convolution methods. The numerical approximation is based on Caputo and Riesz-Feller fractional derivatives.
Gerd Baumann, Frank Stenger
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Advances in Difference Equations, 2020 This paper provides a numerical approach for solving the time-fractional Fokker–Planck equation (FFPE). The authors use the shifted Chebyshev collocation method and the finite difference method (FDM) to present the fractional Fokker–Planck equation into ...
Haile Habenom, D. L. Suthar
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Interval Wavelet Numerical Method on Fokker-Planck Equations for Nonlinear Random System
Advances in Mathematical Physics, 2013 The Fokker-Planck-Kolmogorov (FPK) equation governs the probability density function (p.d.f.) of the dynamic response of a particular class of linear or nonlinear system to random excitation.
Li-wei Liu
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Entropy Production Associated with Aggregation into Granules in a Subdiffusive Environment
Entropy, 2018 We study the entropy production that is associated with the growing or shrinking of a small granule in, for instance, a colloidal suspension or in an aggregating polymer chain. A granule will fluctuate in size when the energy of binding is comparable to
Piotr Weber +3 more
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Mean-field approximation of counting processes from a differential equation perspective
Electronic Journal of Qualitative Theory of Differential Equations, 2016 Deterministic limit of a class of continuous time Markov chains is considered based purely on differential equation techniques. Starting from the linear system of master equations, ordinary differential equations for the moments and a partial ...
Dávid Kunszenti-Kovács, Péter Simon
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Derivation of the Fractional Fokker–Planck Equation for Stable Lévy with Financial Applications
Mathematics, 2023 This paper aims to propose a generalized fractional Fokker–Planck equation based on a stable Lévy stochastic process. To develop the general fractional equation, we will use the Lévy process rather than the Brownian motion.
Reem Abdullah Aljethi, Adem Kılıçman
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A fractional model to describe the Brownian motion of particles and its analytical solution
Advances in Mechanical Engineering, 2015 In this article, we apply a relatively modified analytic iterative method for solving a time-fractional Fokker–Planck equation subject to given constraints.
Jing-Jing Yao, Amit Kumar, Sunil Kumar
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Entropy production for coarse-grained dynamics
New Journal of Physics, 2019 Systems out of equilibrium exhibit a net production of entropy. We study the dynamics of a stochastic system represented by a Master equation (ME) that can be modeled by a Fokker–Planck equation in a coarse-grained, mesoscopic description.
D M Busiello, J Hidalgo, A Maritan
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Fokker-Planck Equation and Thermodynamic System Analysis
Entropy, 2015 The non-linear Fokker-Planck equation or Kolmogorov forward equation is currently successfully applied for deep analysis of irreversibility and it gives an excellent approximation near the free energy minimum, just as Boltzmann’s definition of entropy ...
Umberto Lucia, Gianpiero Gervino
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