共查询到20条相似文献,搜索用时 0 毫秒
1.
《Chaos, solitons, and fractals》2000,11(5):791-798
By using the definition of the characteristic function and Kramers–Moyal Forward expansion, one can obtain the Fractional Fokker–Planck Equation (FFPE) in the domain of fractal time evolution with a critical exponent α (0<α⩽1). Two different classes of fractional differential operators, Liouville–Riemann (L–R) and Nishimoto (N) are used to represent the fractal differential operators in time. By applying the technique of eigenfunction expansion to get the solution of FFPE, one finds that the time part of eigenfunction expansion in terms of L–R represents the waiting time density Ψ(t), which gives the relation between fractal time evolution and the theory of continuous time random walk (CTRW). From the principle of maximum entropy, the structure of the distribution function can be known. 相似文献
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《Chaos, solitons, and fractals》2001,12(6):1035-1040
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The fractional Fokker–Planck equation has been used in many physical transport problems which take place under the influence of an external force field. In this paper we examine some practical numerical methods to solve a class of initial-boundary value problems for the fractional Fokker–Planck equation on a finite domain. The solvability, stability, consistency, and convergence of these methods are discussed. Their stability is proved by the energy method. Two numerical examples are also presented to evaluate these finite difference methods against the exact analytical solutions. 相似文献
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We present the results of studying the fundamental solution and correct solvability of the Cauchy problem as well as the integral
representation of solutions for the Fokker–Planck–Kolmogorov equation of a class of normal Markovian processes. 相似文献
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A. I. Noarov 《Theoretical and Mathematical Physics》2016,189(3):1796-1805
We investigate the Fokker–Planck equation on an infinite cylindrical surface and in an infinite strip with reflecting boundary conditions, prove the existence of a positive (not necessarily integrable) solution, and derive various conditions on the vector field f that are sufficient for the existence of a solution that is the probability density. In particular, these conditions are satisfied for some vector fields f with integral trajectories going to infinity. 相似文献
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A. A. Kon’kov 《Journal of Mathematical Sciences》2014,197(3):358-366
One considers the equation $$ \mathrm{div}\left( {{u^{\sigma }}Du} \right)+b(x)Du-{u_t}=f(x)g(u),\quad x\in {{\mathbb{R}}^n},\quad t\in \left( {0,\infty } \right), $$ where $ b:{{\mathbb{R}}^n}\to {{\mathbb{R}}^n} $ and $ f:{{\mathbb{R}}^n}\to [0,\infty ) $ are locally bounded measurable functions, g: (0,∞)?→?(0,∞) is continuous and nondecreasing, One obtains the conditions ensuring that its positive solutions stabilize to zero as t?→?∞. 相似文献
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F. Schmidt C.-H. Lamarque 《Communications in Nonlinear Science & Numerical Simulation》2009,14(2):529-542
Uncertainty in structures may come from unknowns in the modelisation and in the properties of the materials, from variability with time, external noise, etc. This leads to uncertainty in the dynamic response. Moreover, the consequences are issues in safety, reliability, efficiency, etc. of the structure. So an issue is the gain of information on the response of the system taking into account the uncertainties [Mace BR, Worden K, Manson G. Uncertainty in structural dynamics. J Sound Vib 2005;288(3):423–9].If the forcing or the uncertainty can be modelled through a white noise, the Fokker–Planck (or Kolmogorov forward) equation exists. It is a partial differential linear equation with unknown p(X, t), where p(X, t) is the probability density function of the state X at time t.In this article, we solve this equation using the finite differences method, for one and two DOF systems. The numerical solutions obtained are proved to be nearly correct. 相似文献
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We survey recent results related to uniqueness problems for parabolic equations for measures. We consider equations of the
form ∂
t
μ = L
*
μ for bounded Borel measures on ℝ
d
× (0, T), where L is a second order elliptic operator, for example, Lu = Dxu + ( b,?xu ) Lu = {\Delta_x}u + \left( {b,{\nabla_x}u} \right) , and the equation is understood as the identity
ò( ?tu + Lu )dm = 0 \int \left( {{\partial_t}u + Lu} \right)d\mu = 0 相似文献
12.
《Applied Mathematical Modelling》2002,26(11):1019-1027
A data assimilation method based on the Kalman filter theory and on the Fokker–Planck equation is extended to assimilate Atlantic Ocean data into a new version of the well-known Modular Ocean Model (MOM_3) from NOAA/GFDL. This extension enables assimilation of non-uniformly distributed data in space and time. Numerical experiments with Levitus atlas data are carried out with the ocean model configured at a low resolution. Some results of these experiments as well as other possible expansions are discussed. 相似文献
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《Chaos, solitons, and fractals》2001,12(10):1873-1886
It is shown that the fractional Fokker–Planck equations proposed recently in the literature (by merely substituting time fractional derivative for time derivative) give rise to some problems in the sense that they provide probability densities which may have negative values. In the same way, one shows that the Kramers–Moyal equation can be thought of as related to fractal processes, but it is well known that it yields also negative densities. It seems that the key of this trouble is the misuse of the Chapman Kolmogorov equation on the one hand, and of the fractional difference on the other hand. In fact, there is a complete identification between Kramers–Moyal equation and Fokker–Planck equation of fractional order. After a careful analysis, one arrives at the conclusion that the fractional derivative in Liouville–Riemann (L–R) sense should be replaced by a slightly finite fractional derivative which involves finite difference, whilst L–R fractional derivative refers to difference of infinite order. The new fractional Fokker–Planck equation so obtained is displayed, and its solution via separation of variables is outlined. It seems that there is no alternative but to work via non-standard analysis, that is to say infinitesimal discretization in time. 相似文献
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We study the initial–boundary value problem for the Vlasov–Poisson–Fokker–Planck equations in an interval with absorbing boundary conditions. We first prove the existence of weak solutions of the linearized equation in an interval with absorbing boundary conditions. Moreover, the weak solution converges to zero exponentially in time. Then we extend the above results to the fully nonlinear Vlasov–Poisson–Fokker–Planck equations in an interval with absorbing boundary conditions; the existence and the longtime behavior of weak solutions. Finally, we prove that the weak solution is actually a classical solution by showing the hypoellipticity of the solution away from the grazing set and the Hölder continuity of the solution up to the grazing set. 相似文献
15.
Mohamed Lazhar Tayeb 《Annales Henri Poincare》2016,17(9):2529-2553
The approximation by diffusion and homogenization of the initial-boundary value problem of the Vlasov–Poisson–Fokker–Planck model is studied for a given velocity field with spatial macroscopic and microscopic variations. The L1-contraction property of the Fokker–Planck operator and a two-scale Hybrid-Hilbert expansion are used to prove the convergence towards a homogenized Drift–Diffusion equation and to exhibit a rate of convergence. 相似文献
16.
Aim of this paper is to provide new examples of H?rmander operators L{\mathcal{L}} to which a Lie group structure can be attached making L{\mathcal{L}} left invariant. Our class of examples contains several subclasses of operators appearing in literature and arising both in
theoretical and in applied fields: evolution Kolmogorov operators, degenerate Ornstein–Uhlenbeck operators, Mumford and Fokker–Planck
operators, Ornstein–Uhlenbeck operators with time-dependent periodic coefficients. Our examples basically come from exponential
of matrices, as well as from linear constant-coefficient ODE’s, in
\mathbbR{\mathbb{R}} or in
\mathbbC{\mathbb{C}} . Furthermore, we describe how these groups can be combined together to obtain new structures and new operators, also having
an interest in the applied field. 相似文献
17.
This paper is devoted to the analysis of a bilinear optimal control problem subject to the Fokker–Planck equation. The control function depends on time and space and acts as a coefficient of the advection term. For this reason, suitable integrability properties of the control function are required to ensure well posedness of the state equation. Under these low regularity assumptions and for a general class of objective functionals, we prove the existence of optimal controls. Moreover, for common quadratic cost functionals of tracking and terminal type, we derive the system of first-order necessary optimality conditions. 相似文献
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