Short-time expansion of one-dimensional ...
Type de document :
Compte-rendu et recension critique d'ouvrage
URL permanente :
Titre :
Short-time expansion of one-dimensional Fokker-Planck equations with heterogeneous diffusion
Auteur(s) :
Dupont, Tom [Auteur]
Institut d’Électronique, de Microélectronique et de Nanotechnologie - UMR 8520 [IEMN]
Centrale Lille
Giordano, Stefano [Auteur]
Acoustique Impulsionnelle & Magnéto-Acoustique Non linéaire - Fluides, Interfaces Liquides & Micro-Systèmes - IEMN [AIMAN-FILMS - IEMN]
Cleri, Fabrizio [Auteur]
Physique - IEMN [PHYSIQUE - IEMN]
Blossey, Ralf [Auteur]
Unité de Glycobiologie Structurale et Fonctionnelle - UMR 8576 [UGSF]
Institut d’Électronique, de Microélectronique et de Nanotechnologie - UMR 8520 [IEMN]
Centrale Lille
Giordano, Stefano [Auteur]
Acoustique Impulsionnelle & Magnéto-Acoustique Non linéaire - Fluides, Interfaces Liquides & Micro-Systèmes - IEMN [AIMAN-FILMS - IEMN]
Cleri, Fabrizio [Auteur]
Physique - IEMN [PHYSIQUE - IEMN]
Blossey, Ralf [Auteur]
Unité de Glycobiologie Structurale et Fonctionnelle - UMR 8576 [UGSF]
Titre de la revue :
Physical Review E : Statistical, Nonlinear, and Soft Matter Physics
Pagination :
064106
Éditeur :
American Physical Society
Date de publication :
2024
ISSN :
1539-3755
Discipline(s) HAL :
Physique [physics]/Matière Condensée [cond-mat]/Mécanique statistique [cond-mat.stat-mech]
Physique [physics]/Physique [physics]/Biophysique [physics.bio-ph]
Physique [physics]/Physique [physics]/Biophysique [physics.bio-ph]
Résumé en anglais : [en]
We formulate a short-time expansion for one-dimensional Fokker-Planck equations with spatially dependent diffusion coefficients, derived from stochastic processes with Gaussian white noise, for general values of the ...
Lire la suite >We formulate a short-time expansion for one-dimensional Fokker-Planck equations with spatially dependent diffusion coefficients, derived from stochastic processes with Gaussian white noise, for general values of the discretization parameter 0 ⩽ α ⩽ 1 of the stochastic integral. The kernel of the Fokker-Planck equation (the propagator) can be expressed as a product of a singular and a regular term. While the singular term can be given in closed form, the regular term can be computed from a Taylor expansion whose coefficients obey simple ordinary differential equations. We illustrate the application of our approach with examples taken from statistical physics and biophysics. Further, we show how our formalism allows to define a class of stochastic equations which can be treated exactly. The convergence of the expansion cannot be guaranteed independently from the discretization parameter α.Lire moins >
Lire la suite >We formulate a short-time expansion for one-dimensional Fokker-Planck equations with spatially dependent diffusion coefficients, derived from stochastic processes with Gaussian white noise, for general values of the discretization parameter 0 ⩽ α ⩽ 1 of the stochastic integral. The kernel of the Fokker-Planck equation (the propagator) can be expressed as a product of a singular and a regular term. While the singular term can be given in closed form, the regular term can be computed from a Taylor expansion whose coefficients obey simple ordinary differential equations. We illustrate the application of our approach with examples taken from statistical physics and biophysics. Further, we show how our formalism allows to define a class of stochastic equations which can be treated exactly. The convergence of the expansion cannot be guaranteed independently from the discretization parameter α.Lire moins >
Langue :
Anglais
Vulgarisation :
Non
Source :
Date de dépôt :
2024-06-18T03:46:33Z
Fichiers
- document
- Accès libre
- Accéder au document
- Dupont_Short-Time_expension.pdf
- Accès libre
- Accéder au document
- 2401.01765
- Accès libre
- Accéder au document