Unification of one-dimensional Fokker-Planck equations beyond hypergeometrics: Factorizer solution method and eigenvalue schemes

1998 ◽  
Vol 57 (1) ◽  
pp. 252-275 ◽  
Author(s):  
A. Debosscher
Keyword(s):  
Solution Method ◽  
One Dimensional ◽  
Fokker Planck Equations ◽  
Fokker Planck

Non-Maxwellian kinetic equations modeling the dynamics of wealth distribution

2020 ◽  
Vol 30 (04) ◽  
pp. 685-725 ◽  
Author(s):  
Giulia Furioli ◽  
Ada Pulvirenti ◽  
Elide Terraneo ◽  
Giuseppe Toscani
Keyword(s):  
Steady State ◽  
Wealth Distribution ◽  
Kinetic Equations ◽  
Planck Equation ◽  
Logarithmic Sobolev Inequality ◽  
One Dimensional ◽  
Distribution Of Wealth ◽  
Multi Agent ◽  
Fokker Planck Equations ◽  
Fokker Planck

We introduce a class of new one-dimensional linear Fokker–Planck-type equations describing the dynamics of the distribution of wealth in a multi-agent society. The equations are obtained, via a standard limiting procedure, by introducing an economically relevant variant to the kinetic model introduced in 2005 by Cordier, Pareschi and Toscani according to previous studies by Bouchaud and Mézard. The steady state of wealth predicted by these new Fokker–Planck equations remains unchanged with respect to the steady state of the original Fokker–Planck equation. However, unlike the original equation, it is proven by a new logarithmic Sobolev inequality with weight and classical entropy methods that the solution converges exponentially fast to equilibrium.

Wavelets in the Solution of Nongray Radiative Heat Transfer Equation

1998 ◽  
Vol 120 (1) ◽  
pp. 133-139 ◽  
Author(s):  
Y. Bayazitoglu ◽  
B. Y. Wang
Keyword(s):  
Transfer Equation ◽  
Solution Method ◽  
Radiative Heat ◽  
Radiative Transfer Equation ◽  
Basis Functions ◽  
Wavelet Basis ◽  
System Of Equations ◽  
Heat Transfer Equation ◽  
One Dimensional ◽  
The One

The wavelet basis functions are introduced into the radiative transfer equation in the frequency domain. The intensity of radiation is expanded in terms of Daubechies’ wrapped-around wavelet functions. It is shown that the wavelet basis approach to modeling nongrayness can be incorporated into any solution method for the equation of transfer. In this paper the resulting system of equations is solved for the one-dimensional radiative equilibrium problem using the P-N approximation.

scholarly journals Fokker–Planck representations of non-Markov Langevin equations: application to delayed systems

2019 ◽  
Vol 377 (2153) ◽  
pp. 20180131 ◽  
Author(s):  
Luca Giuggioli ◽  
Zohar Neu
Keyword(s):  
Langevin Equation ◽  
Complex Dynamics ◽  
Probability Distributions ◽  
Delay Systems ◽  
Langevin Equations ◽  
Delayed Systems ◽  
Temporal Features ◽  
Fokker Planck Equations ◽  
Random Fluctuations ◽  
Fokker Planck

Noise and time delays, or history-dependent processes, play an integral part in many natural and man-made systems. The resulting interplay between random fluctuations and time non-locality are essential features of the emerging complex dynamics in non-Markov systems. While stochastic differential equations in the form of Langevin equations with additive noise for such systems exist, the corresponding probabilistic formalism is yet to be developed. Here we introduce such a framework via an infinite hierarchy of coupled Fokker–Planck equations for the n -time probability distribution. When the non-Markov Langevin equation is linear, we show how the hierarchy can be truncated at n  = 2 by converting the time non-local Langevin equation to a time-local one with additive coloured noise. We compare the resulting Fokker–Planck equations to an earlier version, solve them analytically and analyse the temporal features of the probability distributions that would allow to distinguish between Markov and non-Markov features. This article is part of the theme issue ‘Nonlinear dynamics of delay systems’.

Sign in / Sign up

Export Citation Format

Share Document