Related papers: Nonstationary random acoustic and electromagnetic …
The trend to equilibrium in large time is studied for a large particle system associated to a Vlasov-Fokker-Planck equation in the presence of a convex external potential, without smallness restriction on the interaction. From this are…
The acoustic wave-propagation without mean flow and heat flux can be described in terms of velocity and pressure by the compressible nonlinear Navier-Stokes equations, where boundary layers appear at walls due to the viscosity and a…
The over-damped motion of a Brownian particle in an asymmetric, bistable, fluctuating potential shows noise induced stability: For intermediate fluctuation rates the mean occupancy of minima with an energy above the absolute minimum is…
We find for the first time the asymptotic representation of the solution to the space dependent variable order fractional diffusion and Fokker-Planck equations. We identify a new advection term that causes ultra-slow spatial aggregation of…
The Fokker-Planck equation for the probability $f(r,t)$ to find a random walker at position $r$ at time $t$ is derived for the case that the the probability to make jumps depends nonlinearly on $f(r,t)$. The result is a generalized form of…
Context: Typical space plasmas contain spatially and temporally variable turbulent electromagnetic fields. Understanding the transport of energetic particles and the acceleration mechanisms for charged particles is an important goal of…
A new exactly solvable case in strong-field quantum electrodynamics with a time-dependent external electric field is presented. The corresponding field is given by an analytic function, which is asymmetric (in contrast to Sauter-like…
We consider different generalizations of the Fokker-Planck-equation devised to describe Levy processes in potential force fields. We show that such generalizations can proceed along different lines. On one hand, Levy statistics can emerge…
This is an attempt to address diffusion phenomena from the point of view of information theory. We imagine a regular hamiltonian system under the random perturbation of thermal (molecular) noise and chaotic instability. The irregularity of…
We investigate coupled stochastic differential equations governing N non-negative continuous random variables that satisfy a conservation principle. In various fields a conservation law requires that a set of fluctuating variables be…
The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N coupled stochastic variables with the Dirichlet distribution as its asymptotic solution. To ensure a bounded…
Recently, the Fokker-Planck dynamics of particles in periodic potentials $\pm V$, have been investigated by using the matrix continued fraction method. It was found that the two periodic potentials, one being bistable and the other…
We address the issue of the proximity of interacting diffusion models on large graphs with a uniform degree property and a corresponding mean field model, i.e. a model on the complete graph with a suitably renormalized interaction…
Identification of nonlinear dynamical systems is crucial across various fields, facilitating tasks such as control, prediction, optimization, and fault detection. Many applications require methods capable of handling complex systems while…
Antiferromagnetic (AFM) materials are widely used in spintronic devices as passive elements (for stabilization of ferromangetic layers) and as active elements (for information coding). In both cases switching between the different AFM…
We investigate when effective theories of a scalar field on (quasi-)de Sitter background break down through the stochastic formalism. We derive the Fokker-Planck equation leaving the second order time derivative of the scalar field.…
It seems that a stochastic system must be a nonlinear one to observe the phenomenon, noise induced transition. But in the present paper, we have demonstrated that the phenomenon may be observed even in a linear stochastic process where both…
Particle scattering and vacuum instability in a constant inhomogeneous electric field of particular peak configuration that consists of two (exponentially increasing and exponentially decreasing) independent parts are studied. It presents a…
This work is concerned with the stationary Poisson--Nernst--Planck equation with a large parameter which describes a huge number of ions occupying an electrolytic region. Firstly, we focus on the model with a single specie of positive…
We derive the exact evolution equation for the probability density function of particle displacements generated by arbitrary Gaussian velocity processes, when neither Markovianity and nor stationarity are assumed. Starting from the…