The Fokker-Planck equation for a bistable potential

The Fokker-Planck equation is studied through its relation to a Schrodinger-type equation. The advantage of this combination is that we can construct the probability distribution of the Fokker-Planck equation by using well-known solutions of the Schrodinger equation. By making use of such a combination, we present the solution of the Fokker-Planck equation for a bistable potential related to a double oscillator. Thus, we can observe the temporal evolution of the system describing its dynamic properties such as the time tau to overcome the barrier. By calculating the rates k = 1/tau as a function of the inverse scaled temperature 1/D, where D is the diffusion coefficient, we compare the aspect of the curve k x 1/D, with the ones obtained from other studies related to four different kinds of activated process. We notice that there are similarities in some ranges of the scaled temperatures, where the different processes follow the Arrhenius behavior. We propose that the type of bistable potential used in this study may be used, qualitatively, as a simple model, whose rates share common features with the rates of some single rate-limited thermally activated processes. (C) 2014 Elsevier B.V. All rights reserved.

Aplicação da equação de Fokker-Planck no estudo de canais iônicos

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Equação de Fokker-Planck e enovelamento de proteínas

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Well posedness of an integrodifferential kinetic model of Fokker-Planck type for angiogenesis.

Tumor induced angiogenesis processes including the effect of stochastic motion and branching of blood vessels can be described coupling a (nonlocal in time) integrodifferential kinetic equation of Fokker–Planck type with a diffusion equation for the tumor induced ingiogenic factor. The chemotactic force field depends on the flux of blood vessels through the angiogenic factor. We develop an existence and uniqueness theory for this system under natural assumptions on the initial data. The proof combines the construction of fundamental solutions for associated linearized problems with comparison principles, sharp estimates of the velocity integrals and compactness results for this type of kinetic and parabolic operators

Fokker-Planck equation approach to the description of soliton statistics in optical fiber transmission systems

We derive rigorously the Fokker-Planck equation that governs the statistics of soliton parameters in optical transmission lines in the presence of additive amplifier spontaneous emission. We demonstrate that these statistics are generally non-Gaussian. We present exact marginal probability-density functions for soliton parameters for some cases. A WKB approach is applied to describe the tails of the probability-density functions. © 2005 Optical Society of America.

Fractional Fokker-Planck-Kolmogorov type Equations and their Associated Stochastic Differential Equations

MSC 2010: 26A33, 35R11, 35R60, 35Q84, 60H10 Dedicated to 80-th anniversary of Professor Rudolf Gorenflo

Equazioni non lineari di Kolmogorov-Fokker-Planck ed applicazioni

I contenuti principali trattati in questa tesi sono stati ispirati da due lavori presentati nel corso dello scorso decennio. Il primo lavoro, pubblicato nel 2013 da O. A. Manita e S. V. Shaposhnikov, presenta un nuovo risultato di esistenza di soluzioni, nel senso delle distribuzioni, che siano misure di probabilità per PDE paraboliche non lineari del primo e secondo ordine. Vengono fornite condizioni sufficienti per l’esistenza locale e globale di tale tipo di soluzioni per il problema di Cauchy associato a tali equazioni. Equazioni di tale tipo compaiono in maniera del tutto naturale in diversi ambiti applicativi, fra cui la finanza matematica. Nel lavoro presentato da G. Tataru e T. Fisher per Bloomberg nel 2010, viene proposto un modello stocastico per la modellazione del tasso di cambio di valuta estera al fine di prezzare dei particolari tipi di opzione, le opzioni a barriera, con le quali modelli più classici faticano maggiormente. Nella calibrazione di tale modello, per "fittare" il modello ai prezzi delle opzioni scambiate sul mercato, sorge il problema di risolvere un’equazione alle derivate parziali parabolica non lineare integro-differenziale e che dunque appartiene alla classe di PDE citata precedentemente.

Role of noise in population dynamics cycles

Noise is an intrinsic feature of population dynamics and plays a crucial role in oscillations called phase-forgetting quasicycles by converting damped into sustained oscillations. This function of noise becomes evident when considering Langevin equations whose deterministic part yields only damped oscillations. We formulate here a consistent and systematic approach to population dynamics, leading to a Fokker-Planck equation and the associate Langevin equations in accordance with this conceptual framework, founded on stochastic lattice-gas models that describe spatially structured predator-prey systems. Langevin equations in the population densities and predator-prey pair density are derived in two stages. First, a birth-and-death stochastic process in the space of prey and predator numbers and predator-prey pair number is obtained by a contraction method that reduces the degrees of freedom. Second, a van Kampen expansion in the inverse of system size is then performed to get the Fokker-Planck equation. We also study the time correlation function, the asymptotic behavior of which is used to characterize the transition from the cyclic coexistence of species to the ordinary coexistence.

Sudden onset of log-periodicity and superdiffusion in non-Markovian random walks with amnestically induced persistence: exact results

Random walks can undergo transitions from normal diffusion to anomalous diffusion as some relevant parameter varies, for instance the L,vy index in L,vy flights. Here we derive the Fokker-Planck equation for a two-parameter family of non-Markovian random walks with amnestically induced persistence. We investigate two distinct transitions: one order parameter quantifies log-periodicity and discrete scale invariance in the first moment of the propagator, whereas the second order parameter, known as the Hurst exponent, describes the growth of the second moment. We report numerical and analytical results for six critical exponents, which together completely characterize the properties of the transitions. We find that the critical exponents related to the diffusion-superdiffusion transition are identical in the positive feedback and negative feedback branches of the critical line, even though the former leads to classical superdiffusion whereas the latter gives rise to log-periodic superdiffusion.

Numerical methods and tangible interfaces for pollutant dispersion simulation

Dissertação apresentada para obtenção do Grau de Doutor em Engenharia do Ambiente, pela Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia

Stability and asymptotic analysis of a fluid-particle interaction model

We are interested in coupled microscopic/macroscopic models describing the evolution of particles dispersed in a fluid. The system consists in a Vlasov-Fokker-Planck equation to describe the microscopic motion of the particles coupled to the Euler equations for a compressible fluid. We investigate dissipative quantities, equilibria and their stability properties and the role of external forces. We also study some asymptotic problems, their equilibria and stability and the derivation of macroscopic two-phase models.

A mixed finite element method for nonlinear diffusion equations

We propose a mixed finite element method for a class of nonlinear diffusion equations, which is based on their interpretation as gradient flows in optimal transportation metrics. We introduce an appropriate linearization of the optimal transport problem, which leads to a mixed symmetric formulation. This formulation preserves the maximum principle in case of the semi-discrete scheme as well as the fully discrete scheme for a certain class of problems. In addition solutions of the mixed formulation maintain exponential convergence in the relative entropy towards the steady state in case of a nonlinear Fokker-Planck equation with uniformly convex potential. We demonstrate the behavior of the proposed scheme with 2D simulations of the porous medium equations and blow-up questions in the Patlak-Keller-Segel model.

Analysis of nonlinear noisy integrate & fire neuron models: blow-up and steady states

Nonlinear Noisy Leaky Integrate and Fire (NNLIF) models for neurons networks can be written as Fokker-Planck-Kolmogorov equations on the probability density of neurons, the main parameters in the model being the connectivity of the network and the noise. We analyse several aspects of the NNLIF model: the number of steady states, a priori estimates, blow-up issues and convergence toward equilibrium in the linear case. In particular, for excitatory networks, blow-up always occurs for initial data concentrated close to the firing potential. These results show how critical is the balance between noise and excitatory/inhibitory interactions to the connectivity parameter.

Higher-order colored-noise effects in multivariable systems

We extend the partial resummation technique of Fokker-Planck terms for multivariable stochastic differential equations with colored noise. As an example, a model system of a Brownian particle with colored noise is studied. We prove that the asymmetric behavior found in analog simulations is due to higher-order terms which are left out in that technique. On the contrary, the systematic ¿-expansion approach can explain the analog results.

Colored noise in spatially extended systems

We study the effects of time and space correlations of an external additive colored noise on the steady-state behavior of a time-dependent Ginzburg-Landau model. Simulations show the existence of nonequilibrium phase transitions controlled by both the correlation time and length of the noise. A Fokker-Planck equation and the steady probability density of the process are obtained by means of a theoretical approximation.