‎In this paper Lie symmetry analysis is applied to find new‎ solution for Fokker Plank equation of geometric Brownian motion‎. This analysis classifies the solution format of the Fokker Plank‎ ‎equation‎.

‎In this paper Lie symmetry analysis is applied in order to find new solutions for Fokker Plank equation of Ornstein-Uhlenbeck process‎. ‎This analysis classifies the solutions format of the Fokker Plank equation by using the Lie algebra of the symmetries of our considered stochastic process‎.

‎in this paper lie symmetry analysis is applied in order to find new solutions for fokker plank equation of ornstein-uhlenbeck process‎. ‎this analysis classifies the solutions format of the fokker plank equation by using the lie algebra of the symmetries of our considered stochastic process‎.

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...

We study a smoothing effect of a non-linear degenerate parabolic problem, the Vlasov-Poisson-Fokker-Planck system, in three dimensions. We prove that a solution gives rise actually to very smooth macroscopic density and force field for positive time. This is obtained by analyzing the effect of the Fokker-Planck kernel on the force term in the Vlasov equation and using classical convolution ineq...

We have significant accomplishments on uncertainty quantification in inverse problems for dynamical systems, generalized sensitivity and optimal design of experiments, elasticity and viscoelasticity modeling for buried target detection, and general inverse problem methodology for proliferating populations. Our efforts have continued on development of efficient accurate integration of Fokker Pla...

We study the Markov property of processes described by generalized Fokker–Planck equations that are nonlinear with respect to probability densities such as mean ,eld Fokker–Planck equations and Fokker–Planck equations related to generalized thermostatistics. We show that their transient solutions describe non-Markov processes. In contrast, stationary solutions can describe Markov processes. As ...

We study time-delayed stochastic systems that can be described by means of so-called delay Fokker-Planck equations. Using Novikov's theorem, we first show that the theory of delay Fokker-Planck equations is on an equal footing with the theory of ordinary Fokker-Planck equations. Subsequently, we derive stationary distributions in the case of small time delays. In the case of additive noise syst...

We investigate the evolution of globular clusters using N -body calculations and anisotropic Fokker-Planck calculations. The models include a mass spectrum, mass loss due to stellar evolution, and the tidal field of the parent galaxy. Recent N -body calculations have revealed a serious discrepancy between the results of N -body calculations and isotropic Fokker-Planck calculations. The main rea...