Nonlinear Fokker Planck Equations
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Author | : T.D. Frank |
Publisher | : Springer Science & Business Media |
Total Pages | : 414 |
Release | : 2005-01-07 |
Genre | : Science |
ISBN | : 3540212647 |
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.
Author | : T.D. Frank |
Publisher | : Springer Science & Business Media |
Total Pages | : 415 |
Release | : 2005-12-08 |
Genre | : Science |
ISBN | : 3540264779 |
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.
Author | : Sergio Duarte |
Publisher | : Springer |
Total Pages | : 419 |
Release | : 2018-01-09 |
Genre | : Science |
ISBN | : 3319691643 |
This proceedings records the 31st International Colloquium on Group Theoretical Methods in Physics (“Group 31”). Plenary-invited articles propose new approaches to the moduli spaces in gauge theories (V. Pestun, 2016 Weyl Prize Awardee), the phenomenology of neutrinos in non-commutative space-time, the use of Hardy spaces in quantum physics, contradictions in the use of statistical methods on complex systems, and alternative models of supersymmetry. This volume’s survey articles broaden the colloquia’s scope out into Majorana neutrino behavior, the dynamics of radiating charges, statistical pattern recognition of amino acids, and a variety of applications of gauge theory, among others. This year’s proceedings further honors Bertram Kostant (2016 Wigner Medalist), as well as S.T. Ali and L. Boyle, for their life-long contributions to the math and physics communities. The aim of the ICGTMP is to provide a forum for physicists, mathematicians, and scientists of related disciplines who develop or apply methods in group theory to share their research. The 31st ICGTMP was held in Rio de Janeiro, Brazil, from June 19th to June 25th, 2016. This was the first time that a colloquium of the prestigious and traditional ICGTMP series (which started in 1972 in Marseille, France) took place in South America. (The history of the colloquia can be found at http://icgtmp.blogs.uva.es/)
Author | : Hannes Risken |
Publisher | : Springer Science & Business Media |
Total Pages | : 486 |
Release | : 2012-12-06 |
Genre | : Mathematics |
ISBN | : 3642615449 |
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.
Author | : Vladimir I. Bogachev |
Publisher | : American Mathematical Soc. |
Total Pages | : 495 |
Release | : 2015-12-17 |
Genre | : Mathematics |
ISBN | : 1470425580 |
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.
Author | : Christian Soize |
Publisher | : World Scientific |
Total Pages | : 345 |
Release | : 1994-05-16 |
Genre | : Mathematics |
ISBN | : 9814502022 |
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?
Author | : Pierre Cardaliaguet |
Publisher | : Springer |
Total Pages | : 225 |
Release | : 2018-12-22 |
Genre | : Mathematics |
ISBN | : 3030019470 |
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.
Author | : Joseph L. McCauley |
Publisher | : Cambridge University Press |
Total Pages | : 219 |
Release | : 2013-02-21 |
Genre | : Business & Economics |
ISBN | : 0521763401 |
Provides graduate students and practitioners in physics and economics with a better understanding of stochastic processes.
Author | : Cdric Villani |
Publisher | : American Mathematical Soc. |
Total Pages | : 154 |
Release | : 2009-10-08 |
Genre | : Mathematics |
ISBN | : 0821844989 |
This memoir attempts at a systematic study of convergence to stationary state for certain classes of degenerate diffusive equations, taking the general form ${\frac{\partial f}{\partial t}}+ L f =0$. The question is whether and how one can overcome the degeneracy by exploiting commutators.
Author | : Hermann Haken |
Publisher | : Springer Science & Business Media |
Total Pages | : 325 |
Release | : 2012-12-06 |
Genre | : Science |
ISBN | : 3642963633 |
The spontaneous formation of well organized structures out of germs or even out of chaos is one of the most fascinating phenomena and most challenging problems scientists are confronted with. Such phenomena are an experience of our daily life when we observe the growth of plants and animals. Thinking of much larger time scales, scientists are led into the problems of evolution, and, ultimately, of the origin of living matter. When we try to explain or understand in some sense these extremely complex biological phenomena it is a natural question, whether pro cesses of self-organization may be found in much simpler systems of the un animated world. In recent years it has become more and more evident that there exist numerous examples in physical and chemical systems where well organized spatial, temporal, or spatio-temporal structures arise out of chaotic states. Furthermore, as in living of these systems can be maintained only by a flux of organisms, the functioning energy (and matter) through them. In contrast to man-made machines, which are to exhibit special structures and functionings, these structures develop spon devised It came as a surprise to many scientists that taneously-they are self-organizing. numerous such systems show striking similarities in their behavior when passing from the disordered to the ordered state. This strongly indicates that the function of such systems obeys the same basic principles. In our book we wish to explain ing such basic principles and underlying conceptions and to present the mathematical tools to cope with them.