Results 11 to 20 of about 34,831 (211)

Classes of N-Dimensional Nonlinear Fokker-Planck Equations Associated to Tsallis Entropy

open access: yesEntropy, 2011
Several previous results valid for one-dimensional nonlinear Fokker-Planck equations are generalized to N-dimensions. A general nonlinear N-dimensional Fokker-Planck equation is derived directly from a master equation, by considering nonlinearitiesin the
Fernando D. Nobre   +2 more
doaj   +3 more sources

Stochastic nonlinear Fokker–Planck equations [PDF]

open access: yesNonlinear Analysis, 2019
The existence and uniqueness of measure-valued solutions to stochastic nonlinear, non-local Fokker-Planck equations is proven. This type of stochastic PDE is shown to arise in the mean field limit of weakly interacting diffusions with common noise. The uniqueness of solutions is obtained without any higher moment assumption on the solution by means of ...
Coghi M., Gess B.
openaire   +8 more sources

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

open access: yesJournal of Chemical Physics, 2011
The chemical Fokker-Planck equation and the corresponding chemical Langevin equation are commonly used approximations of the chemical master equation.
Arthur V. Straube   +7 more
core   +3 more sources

A Simple Stochastic Differential Equation with Discontinuous Drift [PDF]

open access: yesElectronic Proceedings in Theoretical Computer Science, 2013
In this paper we study solutions to stochastic differential equations (SDEs) with discontinuous drift. We apply two approaches: The Euler-Maruyama method and the Fokker-Planck equation and show that a candidate density function based on the Euler ...
Maria Simonsen   +3 more
doaj   +1 more source

Demonstration of a family of X-ray dark-field retrieval approaches on a common set of samples. [PDF]

open access: yesJ Synchrotron Radiat
This study aims to guide users of dark‐field imaging in selecting the most suitable technique for their imaging goals. To this end, we provide a summary table and highlight opportunities for future research into the sources of dark‐field contrast across emerging methods.There are various imaging setups capable of capturing dark‐field images, each with ...
Alloo SJ   +5 more
europepmc   +2 more sources

A note on hypocoercivity for kinetic equations with heavy-tailed equilibrium

open access: yesComptes Rendus. Mathématique, 2020
In this paper we are interested in the large time behavior of linear kinetic equations with heavy-tailed local equilibria. Our main contribution concerns the kinetic Lévy–Fokker–Planck equation, for which we adapt hypocoercivity techniques in order to ...
Ayi, Nathalie   +3 more
doaj   +1 more source

Fokker–Planck equation on metric graphs [PDF]

open access: yesPhysica A: Statistical Mechanics and its Applications, 2022
We consider the Fokker-Planck equation on metric graphs. Vertex boundary conditions are imposed in the form of weight continuity and the probability current conservation. Exact solution of the is obtained for star, tree and loop graphs. Applications of the model to Brownian motion in networks and other problems are briefly discussed.
J. Matrasulov, K. Sabirov
openaire   +2 more sources

Consequences of the H-Theorem from Nonlinear Fokker-Planck Equations [PDF]

open access: yes, 2007
A general type of nonlinear Fokker-Planck equation is derived directly from a master equation, by introducing generalized transition rates. The H-theorem is demonstrated for systems that follow those classes of nonlinear Fokker-Planck equations, in the ...
A. R. Plastino   +13 more
core   +1 more source

Parametric Fokker-Planck Equation [PDF]

open access: yes, 2019
We derive the Fokker-Planck equation on the parametric space. It is the Wasserstein gradient flow of relative entropy on the statistical manifold. We pull back the PDE to a finite dimensional ODE on parameter space. Some analytical example and numerical examples are presented.
Li, Wuchen   +3 more
openaire   +2 more sources

Nonlinear Kinetics on Lattices Based on the Kinetic Interaction Principle

open access: yesEntropy, 2018
Master equations define the dynamics that govern the time evolution of various physical processes on lattices. In the continuum limit, master equations lead to Fokker–Planck partial differential equations that represent the dynamics of physical ...
Giorgio Kaniadakis   +1 more
doaj   +1 more source

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