We investigate a subdiffusive, fractional Fokker-Planck dynamics occurring in time-varying potential landscapes and thereby disclose the failure of the fractional Fokker-Planck equation (FFPE) in its commonly used form when generalized in an ad hoc manner to time-dependent forces. A modified FFPE (MFFPE) is rigorously derived, being valid for a family of dichotomously alternating force fields. ...

For the analysis of surface height profiles we present a new stochastic approach which is based on the theory of Markov processes. With this analysis we achieve a characterization of the complexity of the surface roughness by means of a Fokker-Planck or Langevin equation, providing the complete stochastic information of multiscale joint probabilities. The method was applied to different road su...

We study the behavior of skyrmions in thin films under the action of stochastic torques arising from thermal fluctuations. We find that the Brownian motion of skyrmions is described by a stochastic Thiele’s equation and its corresponding Fokker-Planck equation. The resulting Fokker-Planck equation is recognized as the one for a high-friction Brownian particle which has been studied extensively ...

This paper introduces a discrete singular convolution algorithm for solving the Fokker–Planck equation. Singular kernels of the Hilbert-type and the delta type are presented for numerical computations. Various sequences of approximations to the singular kernels are discussed. A numerical algorithm is proposed to incorporate the approximation kernels for physical applications. Three standard pro...

We study the existence and the uniqueness of the solution to a class of Fokker-Planck type equations with irregular coefficients, more precisely with coefficients in Sobolev spaces W . Our arguments are based upon the DiPerna-Lions theory of renormalized solutions to linear transport equations and related equations [6]. The present work extends the results of our previous article [17], where on...