The Fokker-Planck-Kolmogorov equation with nonlocal nonlinearity in the semiclassical approximation

DOI10.1023/A:1019639628309zbMATH Open1063.82540MaRDI QIDQ1780038FDOQ1780038

Authors: A. Yu. Trifonov, L. B. Trifonova 

Publication date: 7 June 2005

Published in: Russian Physics Journal (Search for Journal in Brave)

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Mathematics Subject Classification ID

Solutions to PDEs in closed form (35C05) Nonlinear parabolic equations (35K55) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Cited In (12)

• From the Boltzmann equation with non-local correlations to a standard non-linear Fokker-Planck equation
• Semiclassical Analysis for the Kramers–Fokker–Planck Equation
• Nonlinear Fokker-Planck-Kolmogorov equation in the semiclassical coherent trajectory approximation
• Semiclassically concentrated solutions for the one-dimensional Fokker–Planck equation with a nonlocal nonlinearity
• A nonlocal Fokker-Planck equation for non-Gaussian stochastic dynamical systems
• Construction of global-in-time solutions to Kolmogorov-Feller pseudodifferential equations with a small parameter using characteristics
• The one-dimensional Fisher-Kolmogorov equation with a nonlocal nonlinearity in a semiclassical approximation
• Asymptotics semiclassically concentrated on curves for the nonlocal Fisher–Kolmogorov–Petrovskii–Piskunov equation
• Global in time solutions to Kolmogorov-Feller pseudodifferential equations with small parameter
• Nonlinear Fokker-Planck-Kolmogorov equations in Hilbert spaces
• Nonlinear Fokker-Planck equation in the model of asset returns
• Connection between the Fokker-Planck-Kolmogorov and nonlinear Langevin equations

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