Spectral convergence of the quadrature discretization method in the solution of the Schrödinger and Fokker-Planck equations: Comparison with sinc methods

2006 ◽  
Vol 125 (19) ◽  
pp. 194108 ◽  
Author(s):  
Joseph Lo ◽  
Bernie D. Shizgal
Keyword(s):  
Discretization Method ◽  
Sinc Methods ◽  
Spectral Convergence ◽  
Fokker Planck Equations ◽  
Fokker Planck

Solving Vlasov-Poisson-Fokker-Planck Equations using NRxx method

2017 ◽  
Vol 21 (3) ◽  
pp. 782-807 ◽  
Author(s):  
Yanli Wang ◽  
Shudao Zhang
Keyword(s):  
Splitting Method ◽  
Linear Convergence ◽  
Mass Conservation ◽  
System A ◽  
Spectral Convergence ◽  
The Stability ◽  
The Moment ◽  
Stability And Accuracy ◽  
Fokker Planck Equations ◽  
Fokker Planck

AbstractWe present a numerical method to solve the Vlasov-Poisson-Fokker-Planck (VPFP) system using the NRxx method proposed in [4, 7, 9]. A globally hyperbolic moment system similar to that in [23] is derived. In this system, the Fokker-Planck (FP) operator term is reduced into the linear combination of the moment coefficients, which can be solved analytically under proper truncation. The non-splitting method, which can keep mass conservation and the balance law of the total momentum, is used to solve the whole system. A numerical problem for the VPFP system with an analytic solution is presented to indicate the spectral convergence with the moment number and the linear convergence with the grid size. Two more numerical experiments are tested to demonstrate the stability and accuracy of the NRxx method when applied to the VPFP system.

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’.

Modified Fokker-Planck equations

1978 ◽  
Vol 36 (1) ◽  
pp. 65-78 ◽  
Author(s):  
Glenn T. Evans
Keyword(s):  
Fokker Planck Equations ◽  
Fokker Planck
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