Three faces of the second law. II. Fokker-Planck formulation.

Pseudo-spectral ‎M‎atrix and Normalized Grunwald Approximation for Numerical Solution of Time Fractional Fokker-Planck Equation

This paper presents a new numerical method to solve time fractional Fokker-Planck equation. The space dimension is discretized to the Gauss-Lobatto points, then we apply pseudo-spectral successive integration matrix for this dimension. This approach shows that with less number of points, we can approximate the solution with more accuracy. The numerical results of the examples are displayed.

Numerical Studies and Simulation of the Lower Hybrid Waves Current Drive by using Fokker – Planck Equation in NSST and HT-7 Tokamaks

Recent experiments on the spherical tokamak have discovered the conditions to create a powerful plasma and ensure easy shaping and amplification of stability, high bootstrap current and confinement energy. The spherical tours (ST) fusion energy development path is complementary to the tokamak burning plasma experiment such as NSTX and higher toroidal beta regimes and improves the design of a po...

Iterative methods for solving non linear Fokker-Planck equation

A unifying formulation of the Fokker-Planck-Kolmogorov equation for general stochastic hybrid systems

A general formulation of the Fokker-Planck-Kolmogorov (FPK) equation for stochastic hybrid systems is presented, within the framework of Generalized Stochastic Hybrid Systems (GSHS). The FPK equation describes the time evolution of the probability law of the hybrid state. Our derivation is based on the concept of mean jump intensity, which is related to both the usual stochastic intensity (in t...

Application of multi-scale finite element methods to the solution of the Fokker–Planck equation

This paper presents an application of multi-scale finite element methods to the solution of the multi-dimensional Fokker–Planck equation. The Fokker–Planck, or forward Kolmogorov, equation is a degenerate convective–diffusion equation arising in Markov-Process theory. It governs the evolution of the transition probability density function of the response of a broad class of dynamical systems dr...