Download or read book Nonlinear Fokker Planck Equations written by T.D. Frank and published by Springer Science & Business Media. This book was released on 2005-01-07 with total page 414 pages. Available in PDF, EPUB and Kindle. Book excerpt: Centered around the natural phenomena of relaxations and fluctuations, this monograph provides readers with a solid foundation in the linear and nonlinear Fokker-Planck equations that describe the evolution of distribution functions. It emphasizes principles and notions of the theory (e.g. self-organization, stochastic feedback, free energy, and Markov processes), while also illustrating the wide applicability (e.g. collective behavior, multistability, front dynamics, and quantum particle distribution). The focus is on relaxation processes in homogeneous many-body systems describable by nonlinear Fokker-Planck equations. Also treated are Langevin equations and correlation functions. Since these phenomena are exhibited by a diverse spectrum of systems, examples and applications span the fields of physics, biology and neurophysics, mathematics, psychology, and biomechanics.
Download or read book Nonlinear Fokker Planck Equations written by T.D. Frank and published by Springer Science & Business Media. This book was released on 2005-12-08 with total page 415 pages. Available in PDF, EPUB and Kindle. Book excerpt: Centered around the natural phenomena of relaxations and fluctuations, this monograph provides readers with a solid foundation in the linear and nonlinear Fokker-Planck equations that describe the evolution of distribution functions. It emphasizes principles and notions of the theory (e.g. self-organization, stochastic feedback, free energy, and Markov processes), while also illustrating the wide applicability (e.g. collective behavior, multistability, front dynamics, and quantum particle distribution). The focus is on relaxation processes in homogeneous many-body systems describable by nonlinear Fokker-Planck equations. Also treated are Langevin equations and correlation functions. Since these phenomena are exhibited by a diverse spectrum of systems, examples and applications span the fields of physics, biology and neurophysics, mathematics, psychology, and biomechanics.
Download or read book Nonlinear Fokker Planck Flows and their Probabilistic Counterparts written by Viorel Barbu and published by Springer Nature. This book was released on with total page 219 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Fokker Planck Equation for Stochastic Dynamical Systems and Its Explicit Steady State Solutions written by Christian Soize and published by World Scientific. This book was released on 1994 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is an analysis of multidimensional nonlinear dissipative Hamiltonian dynamical systems subjected to parametric and external stochastic excitations by the Fokker-Planck equation method.The author answers three types of questions concerning this area. First, what probabilistic tools are necessary for constructing a stochastic model and deriving the FKP equation for nonlinear stochastic dynamical systems? Secondly, what are the main results concerning the existence and uniqueness of an invariant measure and its associated stationary response? Finally, what is the class of multidimensional dynamical systems that have an explicit invariant measure and what are the fundamental examples for applications?
Download or read book Fokker Planck Kolmogorov Equations written by Vladimir I. Bogachev and published by American Mathematical Soc.. This book was released on 2015-12-17 with total page 495 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives an exposition of the principal concepts and results related to second order elliptic and parabolic equations for measures, the main examples of which are Fokker-Planck-Kolmogorov equations for stationary and transition probabilities of diffusion processes. Existence and uniqueness of solutions are studied along with existence and Sobolev regularity of their densities and upper and lower bounds for the latter. The target readership includes mathematicians and physicists whose research is related to diffusion processes as well as elliptic and parabolic equations.
Download or read book The Fokker Planck Equation written by Hannes Risken and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 486 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first textbook to include the matrix continued-fraction method, which is very effective in dealing with simple Fokker-Planck equations having two variables. Other methods covered are the simulation method, the eigen-function expansion, numerical integration, and the variational method. Each solution is applied to the statistics of a simple laser model and to Brownian motion in potentials. The whole is rounded off with a supplement containing a short review of new material together with some recent references. This new study edition will prove to be very useful for graduate students in physics, chemical physics, and electrical engineering, as well as for research workers in these fields.
Download or read book Asymptotic Methods for the Fokker Planck Equation and the Exit Problem in Applications written by Johan Grasman and published by Springer Science & Business Media. This book was released on 1999-03-08 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt: Asymptotic methods are of great importance for practical applications, especially in dealing with boundary value problems for small stochastic perturbations. This book deals with nonlinear dynamical systems perturbed by noise. It addresses problems in which noise leads to qualitative changes, escape from the attraction domain, or extinction in population dynamics. The most likely exit point and expected escape time are determined with singular perturbation methods for the corresponding Fokker-Planck equation. The authors indicate how their techniques relate to the Itô calculus applied to the Langevin equation. The book will be useful to researchers and graduate students.
Download or read book Blow up Versus Boundedness in a Nonlocal and Nonlinear Fokker Planck Equation written by and published by . This book was released on 2011 with total page 31 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Dynamic Solutions to the Nonlinear Fokker Planck Equation Model for Laser Unduced Drift lid written by Dennis C. Frezzo and published by . This book was released on 1986 with total page 76 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book On the Solution of the Fokker Planck Equation for Multi dimensional Nonlinear Mechanical Systems written by Wolfram Martens and published by . This book was released on 2014-02-07 with total page 132 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Langevin And Fokker planck Equations And Their Generalizations Descriptions And Solutions written by Sau Fa Kwok and published by World Scientific. This book was released on 2018-03-07 with total page 208 pages. Available in PDF, EPUB and Kindle. Book excerpt: This invaluable book provides a broad introduction to a rapidly growing area of nonequilibrium statistical physics. The first part of the book complements the classical book on the Langevin and Fokker-Planck equations (H. Risken, The Fokker-Planck Equation: Methods of Solution and Applications (Springer, 1996)). Some topics and methods of solutions are presented and discussed in details which are not described in Risken's book, such as the method of similarity solution, the method of characteristics, transformation of diffusion processes into the Wiener process in different prescriptions, harmonic noise and relativistic Brownian motion. Connection between the Langevin equation and Tsallis distribution is also discussed.Due to the growing interest in the research on the generalized Langevin equations, several of them are presented. They are described with some details.Recent research on the integro-differential Fokker-Planck equation derived from the continuous time random walk model shows that the topic has several aspects to be explored. This equation is worked analytically for the linear force and the generic waiting time probability distribution function. Moreover, generalized Klein-Kramers equations are also presented and discussed. They have the potential to be applied to natural systems, such as biological systems.
Download or read book Stochastic Calculus and Differential Equations for Physics and Finance written by Joseph L. McCauley and published by Cambridge University Press. This book was released on 2013-02-21 with total page 219 pages. Available in PDF, EPUB and Kindle. Book excerpt: Provides graduate students and practitioners in physics and economics with a better understanding of stochastic processes.
Download or read book Kappa Distributions written by George Livadiotis and published by Elsevier. This book was released on 2017-04-19 with total page 740 pages. Available in PDF, EPUB and Kindle. Book excerpt: Kappa Distributions: Theory and Applications in Plasmas presents the theoretical developments of kappa distributions, their applications in plasmas, and how they affect the underpinnings of our understanding of space and plasma physics, astrophysics, and statistical mechanics/thermodynamics. Separated into three major parts, the book covers theoretical methods, analytical methods in plasmas, and applications in space plasmas. The first part of the book focuses on basic aspects of the statistical theory of kappa distributions, beginning with their connection to the solid backgrounds of non-extensive statistical mechanics. The book then moves on to plasma physics, and is devoted to analytical methods related to kappa distributions on various basic plasma topics, spanning linear/nonlinear plasma waves, solitons, shockwaves, and dusty plasmas. The final part of the book deals with applications in space plasmas, focusing on applications of theoretical and analytical developments in space plasmas from the heliosphere and beyond, in other astrophysical plasmas. Kappa Distributions is ideal for space, plasma, and statistical physicists; geophysicists, especially of the upper atmosphere; Earth and planetary scientists; and astrophysicists. - Answers important questions, such as how plasma waves are affected by kappa distributions and how solar wind, magnetospheres, and other geophysical, space, and astrophysical plasmas can be modeled using kappa distributions - Presents the features of kappa distributions in the context of plasmas, including how kappa indices, temperatures, and densities vary among the species populations in different plasmas - Provides readers with the information they need to decide which specific formula of kappa distribution should be used for a certain occasion and system (toolbox)
Download or read book Uniqueness and Regularity of Weak Solutions of the Nonlinear Fokker Planck Equation written by Tamir Tassa and published by . This book was released on 1993 with total page 16 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book PDE Models for Multi Agent Phenomena written by Pierre Cardaliaguet and published by Springer. This book was released on 2018-12-22 with total page 225 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume covers selected topics addressed and discussed during the workshop “PDE models for multi-agent phenomena,” which was held in Rome, Italy, from November 28th to December 2nd, 2016. The content mainly focuses on kinetic equations and mean field games, which provide a solid framework for the description of multi-agent phenomena. The book includes original contributions on the theoretical and numerical study of the MFG system: the uniqueness issue and finite difference methods for the MFG system, MFG with state constraints, and application of MFG to market competition. The book also presents new contributions on the analysis and numerical approximation of the Fokker-Planck-Kolmogorov equations, the isotropic Landau model, the dynamical approach to the quantization problem and the asymptotic methods for fully nonlinear elliptic equations. Chiefly intended for researchers interested in the mathematical modeling of collective phenomena, the book provides an essential overview of recent advances in the field and outlines future research directions.
Download or read book Gradient Flows written by Luigi Ambrosio and published by Springer Science & Business Media. This book was released on 2008-10-29 with total page 333 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is devoted to the theory of gradient flows in the general framework of metric spaces, and in the more specific setting of the space of probability measures, which provide a surprising link between optimal transportation theory and many evolutionary PDE's related to (non)linear diffusion. Particular emphasis is given to the convergence of the implicit time discretization method and to the error estimates for this discretization, extending the well established theory in Hilbert spaces. The book is split in two main parts that can be read independently of each other.
Download or read book Coalescing Particle Systems and Applications to Nonlinear Fokker Planck Equations written by Gleb Zhelezov and published by . This book was released on 2017 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: We study a stochastic particle system with a logarithmically-singular inter-particle interaction potential which allows for inelastic particle collisions. We relate the squared Bessel process to the evolution of localized clusters of particles, and develop a numerical method capable of detecting collisions of many point particles without the use of pairwise computations, or very refined adaptive timestepping. We show that when the system is in an appropriate parameter regime, the hydrodynamic limit of the empirical mass density of the system is a solution to a nonlinear Fokker-Planck equation, such as the Patlak-Keller-Segel (PKS) model, or its multispecies variant. We then show that the presented numerical method is well-suited for the simulation of the formation of finite-time singularities in the PKS, as well as PKS pre- and post-blow-up dynamics. Additionally, we present numerical evidence that blow-up with an increasing total second moment in the two species Keller-Segel system occurs with a linearly increasing second moment in one component, and a linearly decreasing second moment in the other component.
