Related papers: Relativistic diffusion equation from stochastic qu…
The invariant distribution, which is characterized by the stationary Fokker-Planck equation, is an important object in the study of randomly perturbed dynamical systems. Traditional numerical methods for computing the invariant distribution…
The Fokker-Planck equation is a partial differential equation which is a key ingredient in many models in physics. This paper aims to obtain a quantum counterpart of Fokker-Planck dynamics, as a means to describing quantum Fokker-Planck…
The object of this paper is the uniqueness for a $d$-dimensional Fokker-Planck type equation with non-homogeneous (possibly degenerated) measurable not necessarily bounded coefficients. We provide an application to the probabilistic…
The analytical theory of diffusive cosmic ray acceleration at parallel stationary shock waves with magnetostatic turbulence is generalized to arbitrary shock speeds $V_s=\beta_1c$, including in particular relativistic speeds. This is…
By means of a particle model that includes interactions only via the local particle concentration, we show that hyperballistic diffusion may result. This is done by findng the exact solution of the corresponding non-linear diffusion…
A stochastic deformation of a thermodynamic symplectic structure is studied. The stochastic deformation procedure is analogous to the deformation of an algebra of observables like deformation quantization, but for an imaginary deformation…
We demonstrate a method which allows the stochastic modelling of quantum systems for which the generalised Fokker-Planck equation in the phase space contains derivatives of higher than second order. This generalises quantum stochastics far…
The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N stochastic variables with Lochner's generalized Dirichlet distribution (R.H. Lochner, A Generalized…
Motivated by recent work on approximation of diffusion equations by deterministic interacting particle systems, we develop a nonlocal approximation for a range of linear and nonlinear diffusion equations and prove convergence of the method…
We revise the problem of the quantization of relativistic particle models (spinless and spinning), presenting a modified consistent canonical scheme. One of the main point of the modification is related to a principally new realization of…
Understanding the statistical behavior of the heat in stochastic systems gives us insight about the thermodynamics of such systems. Using the recently proposed Relativistic Stochastic Thermodynamics, we investigate the statistics of the…
Due to its parabolic character, the diffusion equation exhibits instantaneous spatial spreading, and becomes unstable when Lorentz-boosted. According to the conventional interpretation, these features reflect a fundamental incompatibility…
A generalization of the thermodynamic uncertainty relations is proposed. It is done by introducing of an additional term proportional to the interior energy into the standard thermodynamic uncertainty relation that leads to existence of the…
The Weyl-Wigner-Moyal formalism for Dirac second class constrained systems has been proposed recently as the deformation quantization of Dirac bracket. In this paper, after a brief review of this formalism, it is applied to the case of the…
In this work, we consider the solvability of the Fokker-Planck equation with both time-dependent drift and diffusion coefficients by means of the similarity method. By the introduction of the similarity variable, the Fokker-Planck equation…
The covariant form of the multivariable diffusion-drift process is described by the covariant Fokker--Planck equation using the standard toolbox of Riemann geometry. The covariant form of the equivalent Langevin stochastic differential…
Fokker-Planck equation with the velocity-dependent coefficients is considered for various isotropic systems on the basis of probability transition (PT) approach. This method provides the self-consistent and universal description of friction…
A brief presentation of the basic concepts in quantum probability theory is given in comparison to the classical one. The notion of quantum white noise, its explicit representation in Fock space, and necessary results of noncommutative…
We provide a new approach to solve one dimension Fokker-Planck equation in the Laplace domain for the case where a particle is evolving in a potential energy curve in the presence of general delocalized sink. We also calculate rate…
The propagation of charged particles through a scattering medium in the presence of a magnetic field can be described by a Fokker-Planck equation with Lorentz force. This model is studied both, from a theoretical and a numerical point of…