Variational supersymmetric approach to evaluate Fokker-Planck probability

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Soluções da equação de Fokker-Planck para um potencial isoespectral ao potencial de Morse

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Solução da equação de Fokker-Planck para o potencial do oscilador harmônico duplo

Pós-graduação em Biofísica Molecular - IBILCE

Equação de Fokker-Planck, supersimetria e enovelamento de proteína

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

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)

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

Analysis of Fluctuations in the Early Universe Using Fokker-Planck Formalism

The thesis begins with a review of basic elements of general theory of relativity (GTR) which forms the basis for the theoretical interpretation of the observations in cosmology. The first chapter also discusses the standard model in cosmology, namely the Friedmann model, its predictions and problems. We have also made a brief discussion on fractals and inflation of the early universe in the first chapter. In the second chapter we discuss the formulation of a new approach to cosmology namely a stochastic approach. In this model, the dynam ics of the early universe is described by a set of non-deterministic, Langevin type equations and we derive the solutions using the Fokker—Planck formalism. Here we demonstrate how the problems with the standard model, can be eliminated by introducing the idea of stochastic fluctuations in the early universe. Many recent observations indicate that the present universe may be approximated by a many component fluid and we assume that only the total energy density is conserved. This, in turn, leads to energy transfer between different components of the cosmic fluid and fluctuations in such energy transfer can certainly induce fluctuations in the mean to factor in the equation of state p = wp, resulting in a fluctuating expansion rate for the universe. The third chapter discusses the stochastic evolution of the cosmological parameters in the early universe, using the new approach. The penultimate chapter is about the refinements to be made in the present model, by means of a new deterministic model The concluding chapter presents a discussion on other problems with the conventional cosmology, like fractal correlation of galactic distribution. The author attempts an explanation for this problem using the stochastic approach.

Estudo dos métodos de solução da equação de Fokker-Planck linear e não linear

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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

The subordinated processes controlled by a family of subordinators and corresponding Fokker-Planck type equations

In this work, we consider subordinated processes controlled by a family of subordinators which consist of a power function of a time variable and a negative power function of an α-stable random variable. The effect of parameters in the subordinators on the subordinated process is discussed. By suitable variable substitutions and the Laplace transform technique, the corresponding fractional Fokker–Planck-type equations are derived. We also compute their mean square displacements in a free force field. By choosing suitable ranges of parameters, the resulting subordinated processes may be subdiffusive, normal diffusive or superdiffusive

Generalizations and extensions of the Fokker-Planck-Kolmogorov equations

The problem of determining probability density functions of general transformations of random processes is considered in this thesis. A method of solution is developed in which partial differential equations satisfied by the unknown density function are derived. These partial differential equations are interpreted as generalized forms of the classical Fokker-Planck-Kolmogorov equations and are shown to imply the classical equations for certain classes of Markov processes. Extensions of the generalized equations which overcome degeneracy occurring in the steady-state case are also obtained.

The equations of Darling and Siegert are derived as special cases of the generalized equations thereby providing unity to two previously existing theories. A technique for treating non-Markov processes by studying closely related Markov processes is proposed and is seen to yield the Darling and Siegert equations directly from the classical Fokker-Planck-Kolmogorov equations.

As illustrations of their applicability, the generalized Fokker-Planck-Kolmogorov equations are presented for certain joint probability density functions associated with the linear filter. These equations are solved for the density of the output of an arbitrary linear filter excited by Markov Gaussian noise and for the density of the output of an RC filter excited by the Poisson square wave. This latter density is also found by using the extensions of the generalized equations mentioned above. Finally, some new approaches for finding the output probability density function of an RC filter-limiter-RC filter system driven by white Gaussian noise are included. The results in this case exhibit the data required for complete solution and clearly illustrate some of the mathematical difficulties inherent to the use of the generalized equations.

Uma solução híbrida para a equação de Fokker-Planck dependente da energia usando a técnica da transformada de Laplace e diferenças finitas

Neste trabalho é obtida uma solução híbrida para a equação de Fokker-Planck dependente da energia, muito utilizada em problemas de implantação iônica. A idéia consiste na aplicação da transformada de Laplace na variável de energia e aplicação de um esquema de diferenças finitas nas variáveis espacial e angular desta equação. Tal procedimento gera um problema matricial simbólico para a energia transformada. Para resolver este sistema, procede-se a inversão de Laplace da matriz (sI+A), onde s é um parâmetro complexo, I a matriz identidade e A uma matriz quadrada gerada pela discretização das variáveis espacial e angular. A matriz A não é diagonalizável, desta forma, contorna-se este problema decompondo esta matriz na soma de outras duas, onde uma delas é diagonalizável. É gerado então um método iterativo de inversão, semelhante ao método da fonte fixa associado ao método de diagonalização, do qual o resultado fornecido são os valores para o fluxo de partículas do sistema. A partir disto pode-se determinar a energia depositada no sistema eletrônico e nuclear do alvo. Para validar os resultados obtidos faz-se a simulação de implantação de íons de B em Si numa faixa energética de 1keV a 50MeV, comparam-se os resultados com simulação gerada numericamente pelo software SRIM2003.

Particular solution for anomalous diffusion equation with source term

In literature the phenomenon of diffusion has been widely studied, however for nonextensive systems which are governed by a nonlinear stochastic dynamic, there are a few soluble models. The purpose of this study is to present the solution of the nonlinear Fokker-Planck equation for a model of potential with barrier considering a term of absorption. Systems of this nature can be observed in various chemical or biological processes and their solution enriches the studies of existing nonextensive systems.