Results 51 to 60 of about 73,120 (246)

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

Self-Averaging Scaling Limits of Two-Frequency Wigner Distribution for Random Paraxial Waves [PDF]

, 2006
Two-frequency Wigner distribution is introduced to capture the asymptotic behavior of the space-frequency correlation of paraxial waves in the radiative transfer limits. The scaling limits give rises to deterministic transport-like equations.
Adler R J, Albert C Fannjiang, Ethier S N, Fannjiang A, Fannjiang A, Fouque J-P, Ibragimov I A, Ishimaru A, Kurtz T G, Kushner H J, Mandel L, Strohbehn J W   +11 more
core   +7 more sources

Numerical approach of Fokker-Planck equation with Caputo-Fabrizio fractional derivative using Ritz approximation

Journal of Computational and Applied Mathematics, 2017
In this manuscript, a type of Fokker–Planck equation (FPE) with Caputo–Fabrizio fractional derivative is considered. We present a numerical approach which is based on the Ritz method with known basis functions to transform this equation into an ...
M. Firoozjaee, Hossein Jafari, H. Jafari, Atena Lia, D. Baleanu, D. Baleanu   +5 more
semanticscholar   +1 more source

Parallelizing the Kolmogorov-Fokker-Planck equation [PDF]

ESAIM: Mathematical Modelling and Numerical Analysis, 2014
We design the first parallel scheme based on Schwarz waveform relaxation methods for the Kolmogorov-Fokker-Planck equation. We introduce a new convergence proof for the algorithms. We also provide results about the existence and uniqueness of a solution for this equation with several boundary conditions, in order to prove that our algorithms are well ...
Luca Gerardo-Giorda, Minh Binh Tran
openaire   +3 more sources

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

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

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

In‐and‐Out: Algorithmic Diffusion for Sampling Convex Bodies

Random Structures &Algorithms, Volume 68, Issue 3, May 2026.
ABSTRACT We present a new random walk for uniformly sampling high‐dimensional convex bodies. It achieves state‐of‐the‐art runtime complexity with stronger guarantees on the output than previously known, namely in Rényi divergence (which implies TV, 𝒲2, KL, χ2$$ {\chi}^2 $$).
Yunbum Kook, Santosh S. Vempala, Matthew S. Zhang   +2 more
wiley   +1 more source

Fractional Fokker-Planck Equation for Fractal Media

, 2006
We consider the fractional generalizations of equation that defines the medium mass. We prove that the fractional integrals can be used to describe the media with noninteger mass dimensions.
Forster D., Isihara A., Kolmogorov A. N., Levy P. P., Mandelbrot B., Resibois P., Samko S. G., Samko S. G., Schroeder M., Tarasov V. E., Tarasov V. E., Vasily E. Tarasov, Zaslavsky G. M.   +12 more
core   +1 more source

Deformed multivariable Fokker-Planck equations [PDF]

Journal of Mathematical Physics, 2007
In this paper new multivariable deformed Fokker-Planck (FP) equations are presented. These deformed FP equations are associated with the Ruijsenaars–Schneider–van Diejen (RSvD)-type systems in the same way that the usual one-variable FP equation is associated with the one-particle Schrödinger equation.
Ho, Choon-Lin, Sasaki, Ryu
openaire   +2 more sources