scholarly journals New Iterative Methods for Solving Fokker-Planck Equation

2018 ◽  
Vol 2018 ◽  
pp. 1-9 ◽  
Author(s):  
A. A. Hemeda ◽  
E. E. Eladdad
Keyword(s):  
Iterative Method ◽  
Lagrange Multipliers ◽  
Planck Equation ◽  
Adomian Polynomials ◽  
Adomian Decomposition ◽  
Iteration Methods ◽  
Linear And Nonlinear ◽  
Fokker Planck Equations ◽  
New Iterative Method ◽  
Fokker Planck

In this article, we propose the new iterative method and introduce the integral iterative method to solve linear and nonlinear Fokker-Planck equations and some similar equations. The results obtained by the two methods are compared with those obtained by both Adomian decomposition and variational iteration methods. Comparison shows that the two methods are more effective and convenient to use and overcome the difficulties arising in calculating Adomian polynomials and Lagrange multipliers, which means that the considered methods can simply and successfully be applied to a large class of problems.

scholarly journals New Iterative Method of Solving Nonlinear Equations in Fluid Mechanics

2021 ◽  
Vol 26 (3) ◽  
pp. 163-176
Author(s):  
M. Paliivets ◽  
E. Andreev ◽  
A. Bakshtanin ◽  
D. Benin ◽  
V. Snezhko
Keyword(s):  
Partial Differential Equations ◽  
Differential Equations ◽  
Iterative Method ◽  
Fluid Mechanics ◽  
Nonlinear Equations ◽  
Fractional Partial Differential Equations ◽  
Partial Differential ◽  
Adomian Decomposition ◽  
Linear And Nonlinear ◽  
New Iterative Method

Abstract This paper presents the results of applying a new iterative method to linear and nonlinear fractional partial differential equations in fluid mechanics. A numerical analysis was performed to find an exact solution of the fractional wave equation and fractional Burgers’ equation, as well as an approximate solution of fractional KdV equation and fractional Boussinesq equation. Fractional derivatives of the order α are described using Caputo's definition with 0 < α ≤ 1 or 1 < α ≤ 2. A comparative analysis of the results obtained using a new iterative method with those obtained by the Adomian decomposition method showed the first method to be more efficient and simple, providing accurate results in fewer computational operations. Given its flexibility and ability to solve nonlinear equations, the iterative method can be used to solve more complex linear and nonlinear fractional partial differential equations.

Governing equations for probability densities of Marcus stochastic differential equations with Lévy noise

2016 ◽  
Vol 17 (05) ◽  
pp. 1750033 ◽  
Author(s):  
Xu Sun ◽  
Xiaofan Li ◽  
Yayun Zheng
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Probability Density ◽  
Lévy Processes ◽  
Planck Equation ◽  
Levy Processes ◽  
Stochastic Dynamical Systems ◽  
Non Gaussian ◽  
Fokker Planck Equations ◽  
Fokker Planck

Marcus stochastic differential equations (SDEs) often are appropriate models for stochastic dynamical systems driven by non-Gaussian Lévy processes and have wide applications in engineering and physical sciences. The probability density of the solution to an SDE offers complete statistical information on the underlying stochastic process. Explicit formula for the Fokker–Planck equation, the governing equation for the probability density, is well-known when the SDE is driven by a Brownian motion. In this paper, we address the open question of finding the Fokker–Planck equations for Marcus SDEs in arbitrary dimensions driven by non-Gaussian Lévy processes. The equations are given in a simple form that facilitates theoretical analysis and numerical computation. Several examples are presented to illustrate how the theoretical results can be applied to obtain Fokker–Planck equations for Marcus SDEs driven by Lévy processes.

scholarly journals First and second order optimality conditions for the control of Fokker-Planck equations

2021 ◽  
Vol 27 ◽  
pp. 15
Author(s):  
M. Soledad Aronna ◽  
Fredi Tröltzsch
Keyword(s):  
Control Variable ◽  
Sufficient Conditions ◽  
Planck Equation ◽  
Second Order ◽  
Optimal Controls ◽  
Main Emphasis ◽  
The Cost ◽  
Necessary And Sufficient ◽  
Fokker Planck Equations ◽  
Fokker Planck

In this article we study an optimal control problem subject to the Fokker-Planck equation ∂tρ − ν∆ρ − div(ρB[u]) = 0 The control variable u is time-dependent and possibly multidimensional, and the function B depends on the space variable and the control. The cost functional is of tracking type and includes a quadratic regularization term on the control. For this problem, we prove existence of optimal controls and first order necessary conditions. Main emphasis is placed on second order necessary and sufficient conditions.

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.

scholarly journals On the Rate of Convergence of P-Iteration, SP-Iteration, and D-Iteration Methods for Continuous Nondecreasing Functions on Closed Intervals

2018 ◽  
Vol 2018 ◽  
pp. 1-6
Author(s):  
Jukkrit Daengsaen ◽  
Anchalee Khemphet
Keyword(s):  
Fixed Point ◽  
Iterative Method ◽  
Rate Of Convergence ◽  
Convergence Theorem ◽  
Computational Cost ◽  
Closed Intervals ◽  
Iteration Methods ◽  
Nondecreasing Functions ◽  
New Iterative Method

We introduce a new iterative method called D-iteration to approximate a fixed point of continuous nondecreasing functions on arbitrary closed intervals. The purpose is to improve the rate of convergence compared to previous work. Specifically, our main result shows that D-iteration converges faster than P-iteration and SP-iteration to the fixed point. Consequently, we have that D-iteration converges faster than the others under the same computational cost. Moreover, the analogue of their convergence theorem holds for D-iteration.

scholarly journals Convergence of the New Iterative Method

2011 ◽  
Vol 2011 ◽  
pp. 1-10 ◽  
Author(s):  
Sachin Bhalekar ◽  
Varsha Daftardar-Gejji
Keyword(s):  
Iterative Method ◽  
Functional Equations ◽  
Decomposition Method ◽  
Adomian Decomposition Method ◽  
Efficient Technique ◽  
Nonlinear Functional ◽  
Adomian Decomposition ◽  
New Iterative Method ◽  
Sufficiency Conditions

A new iterative method introduced by Daftardar-Gejji and Jafari (2006) (DJ Method) is an efficient technique to solve nonlinear functional equations. In the present paper, sufficiency conditions for convergence of DJM have been presented. Further equivalence of DJM and Adomian decomposition method is established.

scholarly journals Solving Fractional-Order Logistic Equation Using a New Iterative Method

2012 ◽  
Vol 2012 ◽  
pp. 1-12 ◽  
Author(s):  
Sachin Bhalekar ◽  
Varsha Daftardar-Gejji
Keyword(s):  
Iterative Method ◽  
Perturbation Method ◽  
Decomposition Method ◽  
Homotopy Perturbation Method ◽  
Adomian Decomposition Method ◽  
Logistic Equation ◽  
Series Solutions ◽  
Homotopy Perturbation ◽  
Adomian Decomposition ◽  
New Iterative Method

A fractional version of logistic equation is solved using new iterative method proposed by Daftardar-Gejji and Jafari (2006). Convergence of the series solutions obtained is discussed. The solutions obtained are compared with Adomian decomposition method and homotopy perturbation method.

The Exact Solution of the Cauchy Problem for Two Generalized Fokker-Planck Equations — Algebraic Approach

1997 ◽  
Vol 12 (01) ◽  
pp. 165-170 ◽  
Author(s):  
A. A. Donkov ◽  
A. D. Donkov ◽  
E. I. Grancharova
Keyword(s):  
Functional Analysis ◽  
Cauchy Problem ◽  
Algebraic Approach ◽  
Planck Equation ◽  
Operational Method ◽  
Suzuki Method ◽  
Fokker Planck Equation ◽  
The Cauchy Problem ◽  
Fokker Planck Equations ◽  
Fokker Planck

By employing algebraic techniques we find the exact solutions of the Cauchy problem for two equations, which may be considered as n-dimensional generalization of the famous Fokker–Planck equation. Our approach is a combination of the disentangling techniques of R. Feynman with operational method developed in modern functional analysis in particular in the theory of partial differential equations. Our method may be considered as a generalization of the M. Suzuki method of solving the Fokker–Planck equation.

scholarly journals Analytical Solution of Space-Time Fractional Fokker-Planck Equation by Homotopy Perturbation Sumudu Transform Method

2015 ◽  
Vol 2015 ◽  
pp. 1-7 ◽  
Author(s):  
Ravi Shanker Dubey ◽  
Badr Saad T. Alkahtani ◽  
Abdon Atangana
Keyword(s):  
Perturbation Method ◽  
Homotopy Perturbation Method ◽  
Planck Equation ◽  
Space Time ◽  
Transform Method ◽  
Homotopy Perturbation ◽  
He’S Polynomials ◽  
Sumudu Transform ◽  
Fokker Planck Equations ◽  
Fokker Planck

An efficient approach based on homotopy perturbation method by using Sumudu transform is proposed to solve some linear and nonlinear space-time fractional Fokker-Planck equations (FPEs) in closed form. The space and time fractional derivatives are considered in Caputo sense. The homotopy perturbation Sumudu transform method (HPSTM) is a combined form of Sumudu transform, homotopy perturbation method, and He’s polynomials. The nonlinear terms can be easily handled by the use of He’s polynomials. Some examples show that the HPSTM is an effective tool for solving many space time fractional partial differential equations.

scholarly journals New Iterative Method Based on Laplace Decomposition Algorithm

2013 ◽  
Vol 2013 ◽  
pp. 1-7
Author(s):  
Sabir Widatalla ◽  
M. Z. Liu
Keyword(s):  
Iterative Method ◽  
Higher Order ◽  
Decomposition Algorithm ◽  
Computational Time ◽  
Adomian Polynomials ◽  
Different Types ◽  
New Form ◽  
New Iterative Method

We introduce a new form of Laplace decomposition algorithm (LDA). By this form a new iterative method was achieved in which there is no need to calculate Adomian polynomials, which require so much computational time for higher-order approximations. We have implemented this method for the solutions of different types of nonlinear pantograph equations to support the proposed analysis.

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