On uniqueness of probability solutions to the Fokker-Planck-Kolmogorov equation

2021 ◽  
Vol 212 (6) ◽  
Author(s):  
Vladimir Igorevich Bogachev ◽  
Tikhon Il'ich Krasovitskii ◽  
Stanislav Valer'evich Shaposhnikov
2021 ◽  
pp. 48-56
Author(s):  
Vladimir Devisilov ◽  
V. Lvov ◽  
E. Sharay

The possibility of applying the probabilistic-statistical method for theoretical calculation of characteristics related to suspensions separation in self-cleaning hydrodynamic filters with a rotating filter element has been demonstrated. It has been shown that the change in characteristics of the suspensions separation in hydrodynamic filters with a rotating filter element can be satisfactorily described based on equations of diffusion type, in particular, using the Fokker–Planck–Kolmogorov equation. The main parameters of the separation process in hydrodynamic filters with a rotating filter element have been determined.


2020 ◽  
pp. 292-341
Author(s):  
Sandip Tiwari

This chapter explores the evolution of an ensemble of electrons under stimulus, classically and quantum-mechanically. The classical Liouville description is derived, and then reformed to the quantum Liouville equation. The differences between the classical and the quantum-mechanical description are discussed, emphasizing the uncertainty-induced fuzziness in the quantum description. The Fokker-Planck equation is introduced to describe the evolution of ensembles and fluctuations in it that comprise the noise. The Liouville description makes it possible to write the Boltzmann transport equation with scattering. Limits of validity of the relaxation time approximation are discussed for the various scattering possibilities. From this description, conservation equations are derived, and drift and diffusion discussed as an approximation. Brownian motion arising in fast-and-slow events and response are related to the drift and diffusion and to the Langevin and Fokker-Planck equations as probabilistic evolution. This leads to a discussion of Markov processes and the Kolmogorov equation.


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