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19962026
most citedFractional Fokker--Planck Equation for Nonlinear Stochastic Differential Equations Driven by Non-Gaussian Levy Stable Noises

182 citations · 1.5k across the 227 of their papers we have counts for

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Showing 1999Show all

9 papers · 1 filter

chao-dyn1999★ 5 cited

Generalized Stable Multivariate Distribution and Anisotropic Dilations

D. Schertzer, M. Larcheveque, J. Duan +1

After having closely re-examined the notion of a Lévy's stable vector, it is shown that the notion of a stable multivariate distribution is more general than previously defined. In…

chao-dyn1999★ 1 cited

Fractional Fokker-Planck Equation for Nonlinear Stochastic Differential Equations Driven by Non-Gaussian Levy Stable Noises

D. Schertzer, M. Larchevêque, J. Duan +2

The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. However, there are both theoretical an…

chao-dyn1999

Almost Periodic Passive Tracer Dispersion

Jinqiao Duan, Hongjun Gao, Xinchu Fu

The authors investigate the impact of external sources on the pattern formation of concentration profiles of passive tracers in a two-dimensional shear flow. By using the pullback…

chao-dyn1999

Dissipative Quasigeostrophic Motion under Temporally Almost Periodic Forcing

Jinqiao Duan, Peter E. Kloeden

The full nonlinear dissipative quasigeostrophic model is shown to have a unique temporally almost periodic solution when the wind forcing is temporally almost periodic under suitab…

chao-dyn1999★ 9 cited

Chaotic Properties of Subshifts Generated by a Non-Periodic Recurrent Orbit

Xin-Chu Fu, Yibin Fu, Jinqiao Duan +1

The chaotic properties of some subshift maps are investigated. These subshifts are the orbit closures of certain non-periodic recurrent points of a shift map. We first provide a re…

chao-dyn1999★ 3 cited

Escape Probability and Mean Residence Time in Random Flows with Unsteady Drift

Jinqiao Duan, James Brannan, Vincent Ervin

We investigate fluid transport in random velocity fields with unsteady drift. First, we propose to quantify fluid transport between flow regimes of different characteristic motion,…

math.DS1999★ 1 cited

On the Stochastic Kuramoto-Sivashinsky Equation

Jinqiao Duan, Vincent Ervin

In this article we study the solution of the Kuramoto-Sivashinsky equation (for surface erosion or surface growth) on a bounded interval subject to a random forcing term. We show t…

math.DS1999

Nonlocal Dynamics of Passive Tracer Dispersion with Random Stopping

Jinqiao Duan, James R. Brannan, H. Gao

We investigate the nonlocal behavior of passive tracer dispersion with random stopping at various sites in fluids. This kind of dispersion processes is modeled by an integral parti…

math.DS1999

Escape Probability, Mean Residence Time and Geophysical Fluid Particle Dynamics

Jinqiao Duan, James R. Brannan, Vincent J. Ervin

Stochastic dynamical systems arise as models for fluid particle motion in geophysical flows with random velocity fields. Escape probability (from a fluid domain) and mean residence…