A Langevin equation with variable drift and diffusion coefficients separable in time and space and its corresponding Fokker-Planck equation in the Stratonovich approach are considered. From this Fokker-Planck equation a class of exact solutions with the same spatial drift and diffusion coefficients is obtained. Furthermore, some details of this system are analyzed by using the spatial diffusion...

The exact solution of the Cauchy problem for a generalized ”linear” vectorial Fokker-Planck equation is found using the disentangling techniques of R. Feynman and algebraic (operational) methods. This approach may be considered as a generalization of the Masuo Suzuki’s method for solving the 1-dimensional linear Fokker-Planck equation.

In this paper the quantum hyperbolic equation formulated in [1] is applied to the study of the propagation of the initial thermal state of the Universe. It is shown that the propagation depends on the barrier height. The Planck wall potential is introduced, VP = h̄/8tP = 1.25 10 GeV where tP is a Planck time. For the barrier height V < VP the master thermal equation is the modified Klein-Gordon ...

We consider Hamilton–Jacobi equations which characterize optimal controlled partial differential equations of the following types: the Allen–Cahn equation, the Cahn–Hilliard equation, a nonlinear Fokker–Planck equation, and aVlasov–Fokker–Planck equation. In each of the examples, the optimal control problem and its associated cost functional can be derived as limit from a microscopically define...

We study a smoothing effect of a non-linear degenerate parabolic problem, the Vlasov-Poisson-Fokker-Planck system, in three dimensions. We prove that a solution gives rise actually to very smooth macroscopic density and force field for positive time. This is obtained by analyzing the effect of the Fokker-Planck kernel on the force term in the Vlasov equation and using classical convolution ineq...

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 follows from finding the maximum entropy state. A connection to Fokker-Planck dynamics and the free energy functional is presented and discussed—...

A structure of generator of a quantum dynamical semigroup for the dynamics of a test particle interacting through collisions with the environment is considered, which has been obtained from a microphysical model. The related master-equation is shown to go over to a Fokker-Planck equation for the description of Brownian motion at quantum level in the long wavelength limit. The structure of this ...

The dynamics of the open or closed state region of an ion channel may be described by a probability density p(x,t) which satisfies a Fokker-Planck equation. The closed state dwell-time distribution fc(t) derived from the Fokker-Planck equation with a nonlinear diffusion coefficient D(x) proportional to exp(-gamma(x)), gamma>0 and a linear ramp potential Uc(x), is in good agreement with experime...

The Fokker–Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. However, there are both theoretical and empirical reasons to consider similar equations driven by strongly non-Gaussian noises. In particular, they yield strongly non-Gaussian anomalous diffusion which seems to be relevant in different domains of Physics....

We study the existence and the uniqueness of a solution φ to the linear Fokker-Planck equation −∆φ+ div(φF) = f in a bounded domain of R when F is a “confinement” vector field acting for instance like the inverse of the distance to the boundary. An illustration of the obtained results is given within the framework of fluid mechanics and polymer flows. Equation de Fokker-Planck dans un domaine b...