Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 9 of 9 for “"Fokker-Planck equations"”.
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Poisson representation methods for stochastic models of chemical reactions
… for an asymptotic solution of stochastic master equations, a new technique, the Poisson representation method is introduced. The technique is based on an expansion of the probability distribution in Poisson distributions and enables chemical master equations to be transformed into exact …
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Solution of the Fokker-Planck Equation by Sequentially Optimized Meshfree Approximation
This thesis presents a technique to solve the Fokker-Planck equation by applica- tion of the Sequentially Optimized Meshfree Approximation (SOMA) method. It is well known that numerical solution of the Fokker-Planck equation is made di cult by the challenges of positivity enforcement, in nite …
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Stochastic chaos and thermodynamic phase transitions : theory and Bayesian estimation algorithms
… environment. By use of the classic Langevin and Fokker-Planck equations, we investigate Kramers' escape rate problem. We show that there is a deep analogy between kinetic rate theory and stochastic chaos, for which we propose a novel definition. In Part II, we develop techniques based on Volterra …
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Development and Application of Stochastic Methods for Radiation Belt Simulations
… diffusion, which solves the radiation belt Fokker-Planck equation using its equivalent stochastic differential equations, and presents applications of this method to investigating drift shell splitting effects on radiation belt electron phase space density. The theory of the stochastic …
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Modeling microdefects formation in crystalline silicon : the roles of point defects and oxygen
… of microdefect formation begin with transport equations for native point defects that include transport by diffusion and convection (crystal motion), recombination of Is and Vs, and the loss of point defects to clusters. Cluster formation is modeled by a combination of discrete rate equations …
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Deterministic and Stochastic Approaches to Relaxation to Equilibrium for Particle Systems
… is about convergence to equilibrium problems for equations coming from kinetic theory. The bulk of the work is about Hypocoercivity. Hypocoercivity is the phenomenon when a semigroup shows exponentially relaxation towards equilibrium without the corresponding coercivity (dissipativity) inequality …
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Efficient solution of the Fokker-Planck Equation via smooth particle hydrodynamics for nonlinear estimation
… systems is to solve the system's corresponding Fokker-Planck equation. The Fokker-Planck Equation (FPE) is the degenerate parabolic partial differential continuity equation that fully defines the evolution of the states' transition probability density function (PDF) over time. This also makes …
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The Fokker-Planck and Related Equations in Theoretical Population Dynamics
… and of "white noise type", the SDE leads to a Fokker-Planck equation, a second order parabolic partial differential equation for the probability density function. Using separation of variables and simple transformations the Fokker-Planck equation reduces to a time independent ordinary …
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On the derivation of non-local diffusion equations in confined spaces
… thesis is the derivation of non-local diffusion equations from kinetic models with heavy-tailed equilibrium in velocity. We are particularly interested in confining the kinetic equations and developing methods that allow us, from the confined kinetic models, to derive confined versions of …