Biological tissue scatters light mainly in the forward direction where the scattering phase function has a narrow peak. This peak makes it difficult to solve the radiative transport equation. However, it is just for forward-peaked scattering that the Fokker-Planck equation provides a good approximation, and it is easier to solve than the transport equation. Furthermore, the modification of the ...

Ehrenfest's urn model is modified by introducing nonlinear terms in the associated transition probabilities. It is shown that these modifications lead, in the continuous limit, to a Fokker-Planck equation characterized by two competing diffusion terms, namely, the usual linear one and a nonlinear diffusion term typical of anomalous diffusion. By considering a generalized H theorem, the associat...

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 i...

Stochastic models of chemical systems are often analysed by solving the corresponding Fokker-Planck equation which is a drift-diffusion partial differential equation for the probability distribution function. Efficient numerical solution of the Fokker-Planck equation requires adaptive mesh refinements. In this paper, we present a mesh refinement approach which makes use of a stochastic simulati...

In this paper we study the large time behavior for the viscous Burgers’ equation with initial data in L(R). In particular, after a time dependent scaling, we provide the optimal rate of convergence in relative entropy and Wasserstein metric, towards an equilibrium state corresponding to a positive diffusive wave. The main tool in our analysis is the reduction of the rescaled Burgers’ equation t...

We consider a system of Brownian particles with long-range interactions. We go beyond the mean field approximation and take fluctuations into account. We introduce a new class of stochastic Fokker-Planck equations associated with a generalized thermodynamical formalism. Generalized thermodynamics arises in the case of complex systems experiencing small-scale constraints. In the limit of short-r...

In this article we derive two simple solutions of nonlinear Fokker Planck equation for incompressible fluid and investigate their properties

The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian

We study the long time behavior of kinetic Fokker-Planck equation with mean field interaction, whose limit is often called Vlasov-Fokker-Planck equation. prove a uniform (in number particles) exponential convergence to equilibrium for solutions in weighted Sobolev space H1(?) rate which explicitly computable and independent particles. The originality proof relies on functional inequalities hypo...