Results 31 to 40 of about 42,667 (162)

Fundamental solution of fractional Kolmogorov–Fokker–Planck equation

Examples and Counterexamples, 2021
In this paper, we construct an explicit fundamental solution for the fractional Kolmogorov–Fokker–Planck equation. To achieve this goal, the Fourier transform is applied, and the method of characteristics and the properties of positive definite matrix ...
Cong He, Jingchun Chen, Houzhang Fang, Huan He   +3 more
doaj   +1 more source

Quasi-exactly solvable Fokker-Planck equations

, 2007
We consider exact and quasi-exact solvability of the one-dimensional Fokker-Planck equation based on the connection between the Fokker-Planck equation and the Schr\"odinger equation. A unified consideration of these two types of solvability is given from
Andrianov, Aoyama, Aoyama, Bagrov, Choon-Lin Ho, Cooper, González-López, González-López, Ho, Ho, Ho, Junker, Kamran, Klishevich, Post, Risken, Ryu Sasaki, Sasaki, Shifman, Shifman, Shifman, Turbiner, Turbiner, Turbiner   +23 more
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Master equation approach to the conjugate pairing rule of Lyapunov spectra for many-particle thermostatted systems [PDF]

, 2002
The master equation approach to Lyapunov spectra for many-particle systems is applied to non-equilibrium thermostatted systems to discuss the conjugate pairing rule. We consider iso-kinetic thermostatted systems with a shear flow sustained by an external
C. Wagner, C.M. Newman, C.P. Dettmann, C.P. Dettmann, C.P. Dettmann, C.P. Dettmann, Ch. Dellago, D. Gupalo, D. Panja, D. Panja, D. Ruelle, D.J. Evans, D.J. Evans, D.J. Isbister, D.J. Searles, F. Bonetto, G. Benettin, G. Paladin, G.P. Morriss, G.P. Morriss, Gary P. Morriss, H. van Beijeren, H. van Beijeren, H. van Beijeren, H.A. Posch, I. Shimada, J.-P. Eckmann, J.-P. Eckmann, Lj. Milanović, M. Dolowschiák, M.P. Wojtkowski, P. Gaspard, R. Livi, R. van Zon, R. van Zon, S. Sarman, S. Sastry, T. Taniguchi, T. Taniguchi, Tooru Taniguchi, U. Dressler, W.G. Hoover, W.G. Hoover, Ya.G. Sinai   +43 more
core   +1 more source

Supplement of differential equations of fraction order for forecasting of financial markets

MATEC Web of Conferences, 2018
In this paper, the analysis of capital markets takes place using the advection-diffusion equation. It should be noted that the methods used in modern theoretical physics have long been used in the analysis of capital markets.
Erokhin Sergey, Roshka Olga
doaj   +1 more source

Similarity solutions of Fokker-Planck equation with time-dependent coefficients

, 2011
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.
Bluman, C.-L. Ho, Caroli, Drozdov, Fa, González, Gunaratne, Gunaratne, Ho, Ho, Lillo, Lin, Owedyk, Risken, Spichak, Turbiner, Turbiner, Ushveridze, W.-T. Lin, Weidlich, Zienkiewicz, Zwillinger   +21 more
core   +1 more source

Coupling Fluid Neutrals to Gyrokinetic Plasma Dynamics for Edge and SOL Turbulence Simulations

Contributions to Plasma Physics, EarlyView.
ABSTRACT Accurate modeling of turbulent transport in magnetic confinement fusion devices requires extending first‐principles gyrokinetic simulations from the core to the edge and scrape‐off layer (SOL), where additional physics—particularly plasma–neutrals interactions—must be included.
Sabine Ogier‐Collin, Philipp Ulbl, Wladimir Zholobenko, Frank Jenko   +3 more
wiley   +1 more source

Markov vs. nonMarkovian processes A comment on the paper Stochastic feedback, nonlinear families of Markov processes, and nonlinear Fokker-Planck equations by T.D. Frank

, 2007
The purpose of this comment is to correct mistaken assumptions and claims made in the paper Stochastic feedback, nonlinear families of Markov processes, and nonlinear Fokker-Planck equations by T. D. Frank.
Arnold, Bassler, Borland, Courbage, Durrett, Feller, Frank, Friedman, Gallucio, Hänggi, Hänggi, Joseph L. McCauley, Wang   +12 more
core   +1 more source

Implementation of the E×B and Grad‐B Drift in the EMC3 Code and Verification Using the Method of Manufactured Solutions

Contributions to Plasma Physics, EarlyView.
ABSTRACT Effective management of particle and power exhaust is essential for fusion reactor operation, requiring accurate 3D modeling of divertor physics. The EMC3 code is a well‐established Monte Carlo tool for plasma transport in stellarator edge regions, but until now lacked E×B$$ E\times B $$ and diamagnetic drifts.
Ruben De Wolf, Felix Reimold, Wouter Dekeyser, Yuhe Feng, Giovanni Samaey, Martine Baelmans   +5 more
wiley   +1 more source

A Numerical Method Combining Cubic Interpolated Propagation and Shifted Grünwald–Letnikov for Fractional Advection–Dispersion Equations

International Journal for Numerical and Analytical Methods in Geomechanics, Volume 50, Issue 8, Page 3546-3557, 10 June 2026.
ABSTRACT Recent advances in the numerical solution of fractional partial differential equations have yielded promising results. In particular, the Shifted Grünwald–Letnikov (SGL) approach allows for a generalization of the traditional finite difference method to the context of fractional differential equations.
Pedro Victor Serra Mascarenhas, André Luís Brasil Cavalcante   +1 more
wiley   +1 more source

On solutions of a class of non-Markovian Fokker-Planck equations

, 2002
We show that a formal solution of a rather general non-Markovian Fokker-Planck equation can be represented in a form of an integral decomposition and thus can be expressed through the solution of the Markovian equation with the same Fokker-Planck ...
B.J. Cherayil, E. Barkai, I. M. Sokolov, I.M. Sokolov, M. Caputo, R. Metzler, R. Metzler, R. Metzler, R. Zwanzig, T. Bandyopadhyay, V.M. Kemkre   +10 more
core   +1 more source