Physical and chemical stochastic processes described by the master equation are investigated. The system-size expansion, called the Ω-expansion, trasnforms the master equation to the corresponding Fokker-Planck equation. In this paper, we examine the entropy production both for the master equation and for the corresponding Fokker-Planck equation. For the master equation, the exact expression of...

A kinetic theory for the Brownian motion of spherical rotating particles is given starting from a generalized Fokker-Planck equation. The generalized Fokker-Planck collision operator is a sum of two ordinary Fokker-Planck differential operators in velocity and angular velocity space respectively plus a third term which provides a coupling of translational and rotational motions. This term stems...

We examine a heterogeneous alternating-direction method for the approximate solution of the FENE Fokker–Planck equation from polymer fluid dynamics and we use this method to solve a coupled (macro-micro) Navier–Stokes–Fokker–Planck system for dilute polymeric fluids. In this context the Fokker–Planck equation is posed on a high-dimensional domain and is therefore challenging from a computationa...

This survey paper reviews recent developments concerning the existence of global weak solutions to Fokker–Planck equations with unbounded drift terms, and coupled Navier–Stokes–Fokker–Planck systems of partial differential equations, that arise in finitely extensible nonlinear elastic (FENE) type kinetic models of incompressible dilute polymeric fluids in the case of general noncorotational flow.

The exact solution of the Cauchy problem for a generalized ”linear” vectorial Fokker-Planck equation is found using the disentangling techniques of R. Feynman and algebraic (operational) methods. This approach may be considered as a generalization of the Masuo Suzuki’s method for solving the 1-dimensional linear Fokker-Planck equation.

We discuss the approach to equilibrium of systems governed by the Fokker-Planck equation. In particular, we focus on problems involving barrier penetration and the associated Kramers’ time. We also describe the connection between stochastic processes and quantum mechanics. Keywards: Fokker-Planck equation; Approach to equilibrium; Barrier penetration

The exact solution of the Cauchy problem for a generalized ”linear” vectorial Fokker-Planck equation is found using the disentangling techniques of R. Feynman and algebraic (operational) methods. This approach may be considered as a generalization of the Masuo Suzuki’s method for solving the 1-dimensional linear Fokker-Planck equation.