Results 31 to 40 of about 42,716 (206)

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
doaj   +1 more source

On separable Fokker-Planck equations with a constant diagonal diffusion matrix

, 1999
We classify (1+3)-dimensional Fokker-Planck equations with a constant diagonal diffusion matrix that are solvable by the method of separation of variables. As a result, we get possible forms of the drift coefficients $B_1(\vec x),B_2(\vec x),B_3(\vec x)$
Alexander Zhalij, Arscott F, Buchholz H, Eisenhart L P, Erdélyi A, Gardiner C W, Miller W Jr, Morse P M, Risken H, Sukhomlin N B, Urwin K, van Kampen N G, Watson G N, Zhdanov R Z, Zhdanov R Z, Zhdanov R Z   +15 more
core   +3 more sources

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
doaj   +1 more source

Levy Anomalous Diffusion and Fractional Fokker--Planck Equation

, 2000
We demonstrate that the Fokker-Planck equation can be generalized into a 'Fractional Fokker-Planck' equation, i.e. an equation which includes fractional space differentiations, in order to encompass the wide class of anomalous diffusions due to a Levy ...
A.V. Chechkin, A.V. Tur, Boland, Bouchaud, Chandrasekar, Chaves, Chechkin, Coleman, Compte, D. Schertzer, de Vaucouleurs, Feller, Fogedby, Garrido, Holtzmark, Holtzmark, Holtzmark, Khintchine, Klafter, Landau, Lavallee, Lévy, Mandelbrot, Marsan, Miller, Moiseev, Pecknold, Plastino, Schertzer, Schertzer, Schertzer, Schmitt, Shirkov, Stueckelberg, Tsallis, Tsallis, V.V. Yanovsky, van Kampen, Viecelli, Wilson, Zaslavsky, Zolotarev   +41 more
core   +2 more sources

Semi-Dilute Dumbbells: Solutions of the Fokker–Planck Equation

J, 2021
Spring bead models are commonly used in the constitutive equations for polymer melts. One such model based on kinetic theory—the finitely extensible nonlinear elastic dumbbell model incorporating a Peterlin closure approximation (FENE-P)—has previously ...
Stephen Chaffin, Julia Rees
doaj   +1 more source

How accurate are the non-linear chemical Fokker-Planck and chemical Langevin equations?

, 2011
The chemical Fokker-Planck equation and the corresponding chemical Langevin equation are commonly used approximations of the chemical master equation.
Arthur V. Straube, Cornish-Bowden A., Meng T. C., Moyal J. E., Philipp Thomas, Ramon Grima, van Kampen N. G., van Kampen N. G.   +7 more
core   +1 more source

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
core   +1 more source

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
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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