Steady-state, one-dimensional Fokker-Planck equation with an absorbing boundary: A half-range treatment

1989 ◽  
Vol 40 (6) ◽  
pp. 3405-3407 ◽  
Author(s):  
K. Razi Naqvi ◽  
K. J. Mork ◽  
S. Waldenstrm
Keyword(s):  
Steady State ◽  
Planck Equation ◽  
Absorbing Boundary ◽  
One Dimensional ◽  
Fokker Planck Equation ◽  
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.

First-Passage Time for Oscillators With Nonlinear Damping

1978 ◽  
Vol 45 (1) ◽  
pp. 175-180 ◽  
Author(s):  
J. B. Roberts
Keyword(s):  
First Passage Time ◽  
Digital Simulation ◽  
Planck Equation ◽  
Passage Time ◽  
Nonlinear Damping ◽  
First Passage ◽  
One Dimensional ◽  
Fokker Planck Equation ◽  
First Passage Failure ◽  
Fokker Planck

A simple numerical scheme is proposed for computing the probability of first passage failure, P(T), in an interval O-T, for oscillators with nonlinear damping. The method depends on the fact that, when the damping is light, the amplitude envelope, A(t), can be accurately approximated as a one-dimensional Markov process. Hence, estimates of P(T) are found, for both single and double-sided barriers, by solving the Fokker-Planck equation for A(t) with an appropriate absorbing barrier. The numerical solution of the Fokker-Planck equation is greatly simplified by using a discrete time random walk analog of A(t), with appropriate statistical properties. Results obtained by this method are compared with corresponding digital simulation estimates, in typical cases.

Richards Growth Model Driven by Multiplicative and Additive Colored Noises: Steady-State Analysis

2020 ◽  
Vol 19 (04) ◽  
pp. 2050032
Author(s):  
Chaoqun Xu ◽  
Sanling Yuan
Keyword(s):  
Steady State ◽  
Stochastic Model ◽  
Growth Model ◽  
Planck Equation ◽  
Steady State Analysis ◽  
Model Driven ◽  
Fokker Planck Equation ◽  
Richards Growth Model ◽  
Fokker Planck ◽  
State Analysis

We consider a Richards growth model (modified logistic model) driven by correlated multiplicative and additive colored noises, and investigate the effects of noises on the eventual distribution of population size with the help of steady-state analysis. An approximative Fokker–Planck equation is first derived for the stochastic model. By performing detailed theoretical analysis and numerical simulation for the steady-state solution of the Fokker–Planck equation, i.e., stationary probability distribution (SPD) of the stochastic model, we find that the correlated noises have complex effects on the statistical property of the stochastic model. Specifically, the phenomenological bifurcation may be caused by the noises. The position of extrema of the SPD depends on the model parameter and the characters of noises in different ways.

scholarly journals First-passage distributions for the one-dimensional Fokker-Planck equation

2018 ◽  
Vol 98 (4) ◽  
Author(s):  
Oriol Artime ◽  
Nagi Khalil ◽  
Raúl Toral ◽  
Maxi San Miguel
Keyword(s):  
Planck Equation ◽  
First Passage ◽  
One Dimensional ◽  
Fokker Planck Equation ◽  
The One ◽  
Fokker Planck

scholarly journals THE WIGNER–FOKKER–PLANCK EQUATION: STATIONARY STATES AND LARGE TIME BEHAVIOR

2012 ◽  
Vol 22 (11) ◽  
pp. 1250034 ◽  
Author(s):  
ANTON ARNOLD ◽  
IRENE M. GAMBA ◽  
MARIA PIA GUALDANI ◽  
STÉPHANE MISCHLER ◽  
CLEMENT MOUHOT ◽  
...  
Keyword(s):  
Steady State ◽  
Large Time ◽  
Planck Equation ◽  
Large Time Behavior ◽  
Positive Density ◽  
Time Behavior ◽  
Spectral Gaps ◽  
Harmonic Oscillator Potential ◽  
Fokker Planck Equation ◽  
Fokker Planck

We consider the linear Wigner–Fokker–Planck equation subject to confining potentials which are smooth perturbations of the harmonic oscillator potential. For a certain class of perturbations we prove that the equation admits a unique stationary solution in a weighted Sobolev space. A key ingredient of the proof is a new result on the existence of spectral gaps for Fokker–Planck type operators in certain weighted L2-spaces. In addition we show that the steady state corresponds to a positive density matrix operator with unit trace and that the solutions of the time-dependent problem converge towards the steady state with an exponential rate.

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