Results 21 to 30 of about 42,716 (206)
Rough nonlocal diffusions [PDF]
, 2019 We consider a nonlinear Fokker-Planck equation driven by a deterministic rough path which describes the conditional probability of a McKean-Vlasov diffusion with "common" noise.
Coghi, Michele, Nilssen, Torstein
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The Schauder estimate in kinetic theory with application to a toy nonlinear model [PDF]
, 2020 This article is concerned with the Schauder estimate for linear kinetic Fokker-Planck equations with H\"older continuous coefficients. This equation has an hypoelliptic structure.
Imbert, Cyril, Mouhot, Clément
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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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Radiative Transfer Limits of Two-Frequency Wigner Distribution for Random Parabolic Waves [PDF]
, 2006 The present note establishes the self-averaging, radiative transfer limit for the two-frequency Wigner distribution for classical waves in random media. Depending on the ratio of the wavelength to the correlation length the limiting equation is either a ...
Albert C. Fannjiang +11 more
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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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Self-Consistency of the Fokker-Planck Equation
CoRR, 2022 The Fokker-Planck equation (FPE) is the partial differential equation that governs the density evolution of the Itô process and is of great importance to the literature of statistical physics and machine learning. The FPE can be regarded as a continuity equation where the change of the density is completely determined by a time varying velocity field ...
Zebang Shen +5 more
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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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