Cusping, transport and variance of solutions to generalized Fokker–Planck equations

DOI10.1088/1751-8121/AA6F67MaRDI QIDQ4977133zbMATH OpenOpenAlexFDO

Authors Sean Carnaffan, Reiichiro Kawai

Publication date 3 August 2017

Published in Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1088/1751-8121/aa6f67

zbMATH Keywords

anomalous diffusiongeneralized Fokker-Planck equationsinverse subordinatorsLévy processes

Mathematics Subject Classification ID

Fokker-Planck equations (35Q84) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Transport processes in time-dependent statistical mechanics (82C70)

Recommendations

• scientific article; zbMATH DE number 1978551
• Generalized solutions to nonlinear Fokker-Planck equations
• L^p-solutions of Fokker-Planck equations
• On the Cauchy problem for the transport equation with random noise
• A PERTURBATIVE APPROACH TO A CLASS OF FOKKER–PLANCK EQUATIONS
• Variational schemes in the Fokker - Planck equation
• Transport equations for a general class of evolution equations with random perturbations
• scientific article; zbMATH DE number 803897
• Generalized solvability of the stationary Fokker-Planck equation
• Generalized multivariate Fokker-Planck equations derived from kinetic transport theory and linear nonequilibrium thermodynamics

Cites work

• Applications of inverse tempered stable subordinators
• Comment on fractional Fokker-Planck equation with space and time dependent drift and diffusion
• Exact discrete sampling of finite variation tempered stable Ornstein-Uhlenbeck processes
• scientific article; zbMATH DE number 614990 (Why is no real title available?)
• scientific article; zbMATH DE number 918811 (Why is no real title available?)
• Inverse tempered stable subordinators
• On the likelihood function of small time variance Gamma Lévy processes
• Probability interpretation of the integral of fractional order
• Solutions of time-fractional diffusion equation with reflecting and absorbing boundary conditions using Matlab
• Solving multidimensional fractional Fokker-Planck equations via unbiased density formulas for anomalous diffusion processes
• Stochastic representation of a fractional subdiffusion equation. The case of infinitely divisible waiting times, Lévy noise and space-time-dependent coefficients
• Stochastic representation of subdiffusion processes with time-dependent drift
• Tempering stable processes
• The random walk's guide to anomalous diffusion: A fractional dynamics approach

Cited in

(10)

• Numerical aspects of shot noise representation of infinitely divisible laws and related processes
• Diffusion and Fokker-Planck-Smoluchowski equations with generalized memory kernel
• Super- and subdiffusive positions in fractional Klein-Kramers equations
• An asymptitic analysis of the fokker-planck limit of a general spatial moment method for the transport equation
• Optimal statistical inference for subdiffusion processes
• Asymptotic degeneracy and subdiffusivity
• ANOMALOUS DIFFUSION PROCESSES: STOCHASTIC MODELS AND THEIR PROPERTIES
• Solving multidimensional fractional Fokker-Planck equations via unbiased density formulas for anomalous diffusion processes
• Time-squeezing and time-expanding transformations in harmonic force fields
• Unbiased density computation for stochastic resetting

This page was built for publication: Cusping, transport and variance of solutions to generalized Fokker–Planck equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4977133)