The fractional Fokker-Planck equation is often used to characterize anomalous diffusion. In this paper, a fully discrete approximation for the nonlinear spatial fractional Fokker-Planck equation is given, where the discontinuous Galerkin finite element approach is utilized in time domain and the Galerkin finite element approach is utilized in spatial domain. The priori error estimate is derived...

Poisson-Nernst-Planck equations are a coupled system of nonlinear partial differential equations consisting of the Nernst-Planck equation and the electrostatic Poisson equation with delta distribution sources, which describe the electrodiffusion of ions in a solvated biomolecular system. In this paper, some error bounds for a piecewise finite element approximation to this problem are derived. S...

We describe quantum-field-theoretical (QFT) techniques for mapping quantum problems onto c-number stochastic problems. This approach yields results which are identical to phase-space techniques [C.W. Gardiner, Quantum Noise (1991)] when the latter result in a Fokker-Planck equation for a corresponding pseudo-probability distribution. If phase-space techniques do not result in a Fokker-Planck eq...

We derive, from first principle, the Fokker-Planck equation describing the non-perturbative real-time evolution of a gauge field at high temperatures on the spatial scale (g 2 T) −1 and the time scale (g 4 T) −1 , where g is the gauge coupling and T is the temperature. The knowledge of the effective dynamics on such spatial and time scales is crucial for the understanding and quantitative calcu...

We present a class of asymptotic-preserving (AP) schemes for the nonhomogeneous Fokker–Planck–Landau (nFPL) equation. Filbet and Jin [16] designed a class of AP schemes for the classical Boltzmann equation, by penalization with the BGK operator, so they become efficient in the fluid dynamic regime. We generalize their idea to the nFPL equation, with a different penalization operator, the Fokker...

By considering an ensemble of Brownian particles suspended in a heat bath as a thermodynamic system with an internal degree of freedom it is possible to obtain the Fokker-Planck equation for Brownian motion in a temperature gradient, by applying the scheme of non-equilibrium thermodynamics. We recover explicitely the equations derived in particular by Zubarev and Bashkirov using statistical mec...

We show how, beginning with the Fokker–Planck equation for electrons emitting synchrotron radiation in a storage ring, the corresponding equation for spin motion can be constructed. This is an equation of the Bloch type for the polarisation density.

Ehrenfest's urn model is modified by introducing nonlinear terms in the associated transition probabilities. It is shown that these modifications lead, in the continuous limit, to a Fokker-Planck equation characterized by two competing diffusion terms, namely, the usual linear one and a nonlinear diffusion term typical of anomalous diffusion. By considering a generalized H theorem, the associat...

Stochastic models of chemical systems are often analysed by solving the corresponding Fokker-Planck equation which is a drift-diffusion partial differential equation for the probability distribution function. Efficient numerical solution of the Fokker-Planck equation requires adaptive mesh refinements. In this paper, we present a mesh refinement approach which makes use of a stochastic simulati...

We investigate spherically symmetric, static matter configurations with polytropic equation of state for a class of fðRÞmodels in Palatini formalism and show that the surface singularities recently reported in the literature are not physical in the case of Planck scale modified Lagrangians. In such cases, they are just an artifact of the idealized equation of state used. In fact, we show that f...