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

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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)

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.

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

Entropy production in irreversible systems described by a Fokker-Planck equation

We analyze the irreversibility and the entropy production in nonequilibrium interacting particle systems described by a Fokker-Planck equation by the use of a suitable master equation representation. The irreversible character is provided either by nonconservative forces or by the contact with heat baths at distinct temperatures. The expression for the entropy production is deduced from a general definition, which is related to the probability of a trajectory in phase space and its time reversal, that makes no reference a priori to the dissipated power. Our formalism is applied to calculate the heat conductance in a simple system consisting of two Brownian particles each one in contact to a heat reservoir. We show also the connection between the definition of entropy production rate and the Jarzynski equality.

A decision-making Fokker-Planck model in computational neuroscience

Minimal models for the explanation of decision-making in computational neuroscience are based on the analysis of the evolution for the average firing rates of two interacting neuron populations. While these models typically lead to multi-stable scenario for the basic derived dynamical systems, noise is an important feature of the model taking into account finite-size effects and robustness of the decisions. These stochastic dynamical systems can be analyzed by studying carefully their associated Fokker-Planck partial differential equation. In particular, we discuss the existence, positivity and uniqueness for the solution of the stationary equation, as well as for the time evolving problem. Moreover, we prove convergence of the solution to the the stationary state representing the probability distribution of finding the neuron families in each of the decision states characterized by their average firing rates. Finally, we propose a numerical scheme allowing for simulations performed on the Fokker-Planck equation which are in agreement with those obtained recently by a moment method applied to the stochastic differential system. Our approach leads to a more detailed analytical and numerical study of this decision-making model in computational neuroscience.

A numerical solver for a nonlinear Fokker-Planck equation representation of neuronal network dynamics

To describe the collective behavior of large ensembles of neurons in neuronal network, a kinetic theory description was developed in [13, 12], where a macroscopic representation of the network dynamics was directly derived from the microscopic dynamics of individual neurons, which are modeled by conductance-based, linear, integrate-and-fire point neurons. A diffusion approximation then led to a nonlinear Fokker-Planck equation for the probability density function of neuronal membrane potentials and synaptic conductances. In this work, we propose a deterministic numerical scheme for a Fokker-Planck model of an excitatory-only network. Our numerical solver allows us to obtain the time evolution of probability distribution functions, and thus, the evolution of all possible macroscopic quantities that are given by suitable moments of the probability density function. We show that this deterministic scheme is capable of capturing the bistability of stationary states observed in Monte Carlo simulations. Moreover, the transient behavior of the firing rates computed from the Fokker-Planck equation is analyzed in this bistable situation, where a bifurcation scenario, of asynchronous convergence towards stationary states, periodic synchronous solutions or damped oscillatory convergence towards stationary states, can be uncovered by increasing the strength of the excitatory coupling. Finally, the computation of moments of the probability distribution allows us to validate the applicability of a moment closure assumption used in [13] to further simplify the kinetic theory.

On a class of exact solutions to the Fokker-Planck equations

In this paper we study under which circumstances there exists a general change of gross variables that transforms any FokkerPlanck equation into another of the OrnsteinUhlenbeck class that, therefore, has an exact solution. We find that any FokkerPlanck equation will be exactly solvable by means of a change of gross variables if and only if the curvature tensor and the torsion tensor associated with the diffusion is zero and the transformed drift is linear. We apply our criteria to the Kubo and Gompertz models.

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.

Solutions of the Fokker-Planck equation for a Morse isospectral potential

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Variational supersymmetric approach to evaluate Fokker-Planck probability

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

A General Solution of the Fokker-Planck Equation

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)