The Exact Solution of one Fokker-Planck Type Equation used by R. Friedrich and J. Peinke in the Stochastic Model of a Turbulent Cascade

1998/07/10 by A. A. Donkov, Donkov, A. A., A. D. Donkov +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Advanced Thermodynamics and Statistical Mechanics #Complex Systems and Time Series Analysis #Condensed Matter (cond-mat) #FOS: Physical sciences #Fluid Dynamics (physics.flu-dyn) #Mathematical Physics (math-ph) #Stochastic processes and financial applications #cond-mat #math-ph #math.MP #physics.flu-dyn

paper · pdf · doi:10.48550/arxiv.math-ph/9807010

4 pages, latex, no figures, new e-mail address added and typos corrected

openalex publication_date 1998/07/10 · arxiv created 1998/07/12 · arxiv updated 2009/11/30 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

The exact solution of the Cauchy problem for a Fokker-Planck equation used by R. Friedrich and J. Peinke for the description of a turbulent cascade, considered as a stochastic process of Markovian type, is obtained in the frame of M. Suzuki approach.

Cited by

• STOCHASTIC MODELS OF LAGRANGIAN ACCELERATION OF FLUID PARTICLE IN DEVELOPED TURBULENCE

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