Boundary singularities and boundary conditions for the Fokker-Planck equations

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dc.creatorLubashevsky, Ihor
dc.creatorFriedrich, Rudolf
dc.creatorMahnke, Reinhard
dc.creatorUshakov, Andrey
dc.creatorKubrakov, Nikolay
dc.date2006-12-12
dc.date.accessioned2026-07-07T06:35:20Z
dc.date.available2026-07-07T06:35:20Z
dc.descriptionThe boundary conditions for the Fokker-Planck equations, forward and backward ones are directly derived from the Chapman-Kolmogorov equation for M-dimensional region with boundaries. The boundaries are assumed, in addition, to be able to absorb wandering particles or to give rise to fast surface transport. It is demonstrated that the boundaries break down the symmetry of random walks in their vicinity, leading to the boundary singularities in the corresponding kinetic coefficients. Eliminating these singularities we get the desired boundary conditions. As it must be the boundary condition for the forward Fokker-Planck equation matches the mass conservation.
dc.description23 pages, 7 figures
dc.identifierhttps://arxiv.org/abs/math-ph/0612037
dc.identifierhttp://arxiv.org/abs/math-ph/0612037
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/99762
dc.subjectMathematical Physics
dc.subjectProbability
dc.titleBoundary singularities and boundary conditions for the Fokker-Planck equations
dc.typetext

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