Search arXivSearch

arXiv · 2307.16615

Well-posedness and simulation of weak solutions to the time-fractional Fokker-Planck equation with general forcing

Abstract

In this paper, we investigate the well-posedness of weak solutions to the time-fractional Fokker-Planck equation. Its dynamics is governed by anomalous diffusion, and we consider the most general case of space-time dependent forces. Consequently, the fractional derivatives appear on the right-hand side of the equation, and they cannot be brought to the left-hand side, which would have been preferable from an analytical perspective. For showing the model's well-posedness, we derive an energy inequality by considering nonstandard and novel testing methods that involve a series of convolutions and integrations. We close the estimate by a Henry-Gronwall-type inequality. Lastly, we propose a numerical algorithm based on a nonuniform L1 scheme and present some simulation results for various forces.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Marvin Fritz. 2023-07-31. Well-posedness and simulation of weak solutions to the time-fractional Fokker-Planck equation with general forcing. https://arxiv.org/abs/2307.16615

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Blow-Up Dynamics for the $L^2$ critical case of the $2$D Zakharov-Kuznetsov equation

We study blow-up dynamics for the $L^2$-critical cubic Zakharov--Kuznetsov equation in two dimensions, \[ \partial_tu+\partial_{x_1}(Δu+u^3)=0 \qquad\text{on }\mathbb R^2. \] For a class of localized $H^1$ perturbations of the ground state $Q$, we establish a trichotomy near the soliton manifold: exit from a small $L^2$-tube, global asymptotic stability, or finite-time blow-up. In the stable blow-up regime, the solution concentrates a single bubble and \[ λ(t)\sim \ell_0(T-t)^{1/(3-c)}, \] where $\ell_0>0$ depends on the initial datum and $c\in(1,2)$ is an explicit constant determined by the transverse tail of the first-order approximate profile. Consequently, \[ \|\nabla u(t)\|_{L^2} \sim \frac{\|\nabla Q\|_{L^2}} {\ell_0(T-t)^{1/(3-c)}}. \] After subtraction of the concentrating soliton, the radiation converges strongly in $L^p(\mathbb R^2)$ for every $2\leq p<\infty$ to a common nonzero profile $u^*$, while \[ u^*\notin H^s(\mathbb R^2) \qquad\text{for every }s\geq\frac c2. \] The stable blow-up branch is open in the relative $H^1$ topology of the localized class. Finally, every non-soliton datum in this class with non-positive energy blows up in finite time. Interval-arithmetic computer-assisted proofs certify the numerical inputs to the virial coercivity argument. They also yield a rigorous enclosure of $c$, justifying the polynomial moment of order $21$ imposed on the initial data.

math.AP

Propagation of wave packets close to conical intersections

In this paper, we study the propagation of wave packets close to conical intersections with respect to a system of two Schr{ö}dinger equations presenting a codimension 2 crossing. We focus on the dynamics that occur when the wave packets pass through an area close to the crossing, and our main results provide an explicit formula for the outgoing wave packet in terms of the incoming one, with a complete description of its phase and of the classical trajectories it follows, including a drift.

math.AP

A Volterra Calculus for Lie Groupoids

A pseudodifferential Volterra calculus for inverting parabolic differential equations on Lie groupoids is introduced. This enables the study of fundamental solutions of various cases of heat flows on singular manifolds with corners with non-resonant boundary indicial symbols, such as the $b$-manifolds, as well as other geometric bisection covariant heat flows. We also establish the short time asymptotic expansion for the heat kernel of a positive, elliptic differential operator on a Lie groupoid that acts on suitable Sobolev Hilbert modules and is positive definite with respect to the appropriate $L^2$ inner product.

math.AP