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Master equations define the dynamics that govern the time evolution of various physical processes on lattices. In the continuum limit, master equations lead to Fokker-Planck partial differential equations that represent the dynamics of…

Statistical Mechanics · Physics 2018-06-05 Giorgio Kaniadakis , Dionissios T. Hristopulos

We compare two approaches to nonequilibrium thermodynamics, the two-generator bracket formulation of time-evolution equations for averages and the macroscopic fluctuation theory, for an isothermal driven diffusive system under steady state…

Statistical Mechanics · Physics 2010-11-10 Hans Christian Ottinger

The optimization of the usual entropy $S_1[p]=-\int du p(u) ln p(u)$ under appropriate constraints is closely related to the Gaussian form of the exact time-dependent solution of the Fokker-Planck equation describing an important class of…

Condensed Matter · Physics 2009-10-28 Constantino Tsallis , Dirk Jan Bukman

After a short review of recent progresses in 2D Euler equations with random initial conditions and noise, some of the recent results are improved by exploiting a priori estimates on the associated infinite dimensional Fokker-Planck…

Probability · Mathematics 2021-08-11 Franco Flandoli , Francesco Grotto , Dejun Luo

We consider two types of non linear fast diffusion equations in R^N:(1) External drift type equation with general external potential. It is a natural extension of the harmonic potential case, which has been studied in many papers. In this…

Analysis of PDEs · Mathematics 2021-01-25 Chuqi Cao , Xingyu Li

Several classes of physical systems exhibit ultraslow diffusion for which the mean squared displacement at long times grows as a power of the logarithm of time ("strong anomaly") and share the interesting property that the probability…

Statistical Mechanics · Physics 2009-11-10 A. V. Chechkin , J. Klafter , I. M. Sokolov

We present a new stability and convergence analysis for the spatial discretization of a time-fractional Fokker--Planck equation in a convex polyhedral domain, using continuous, piecewise-linear, finite elements. The forcing may depend on…

Numerical Analysis · Mathematics 2019-02-11 Kim Ngan Le , William McLean , Kassem Mustapha

We show how to derive an effective nonlinear dynamics, described by the Hartree-Fock equations, for fermionic quantum particles confined to a two-dimensional box and in presence of an external, uniform magnetic field. The derivation invokes…

Mathematical Physics · Physics 2024-09-25 Margherita Ferrero , Domenico Monaco

The initial-value problem for the drift-diffusion equation arising from the model of semiconductor device simulations is studied. The dissipation on this equation is given by the fractional Laplacian. When the exponent of the fractional…

Analysis of PDEs · Mathematics 2016-05-25 Masakazu Yamamoto , Yuusuke Sugiyama

We study the long-time asymptotics of prototypical non-linear diffusion equations. Specifically, we consider the case of a non-degenerate diffusivity function that is a (non-negative) polynomial of the dependent variable of the problem. We…

Analysis of PDEs · Mathematics 2020-08-13 Ivan C. Christov , Akif Ibraguimov , Rahnuma Islam

We consider the nonlinear Hartree equation for an interacting gas containing infinitely many particles and we investigate the large-time stability of the stationary states of the form $f(-\Delta)$, describing an homogeneous Fermi gas. Under…

Mathematical Physics · Physics 2016-01-20 Mathieu Lewin , Julien Sabin

In this paper, we address the so-called general Fokker-Planck control problem for discrete-time first-order linear systems. Unlike conventional treatments, we don't assume the distributions of the system states to be Gaussian. Instead, we…

Optimization and Control · Mathematics 2023-08-29 Guangyu Wu , Anders Lindquist

We study the long-time asymptotic behavior of the focusing Fokas-Lenells (FL) equation $$ u_{xt}+\alpha\beta^2u-2i\alpha\beta u_x-\alpha u_{xx}-i\alpha\beta^2|u|^2u_x=0 \label{cs} $$ with generic initial data in a Sobolev space which…

Analysis of PDEs · Mathematics 2022-03-03 Qiaoyuan Cheng , Engui Fan

We consider the Kinetic Fokker-Planck (FKP) equation in a domain with Maxwell reflection condition on the boundary. We establish the ultracontractivity of the associated semigroup and the hypocoercivity of the associated operator. We deduce…

Analysis of PDEs · Mathematics 2025-06-25 Kleber Carrapatoso , Stéphane Mischler

We derive the asymptotic distribution of ordinal-pattern frequencies under weak dependence conditions and investigate the long-run covariance matrix not only analytically for moving-average, Gaussian, and the novel generalized coin-tossing…

Statistics Theory · Mathematics 2025-07-24 Angelika Silbernagel , Christian Weiß

Nonlinear Fokker-Planck equations endowed with curl drift forces are investigated. The conditions under which these evolution equations admit stationary solutions, which are $q$-exponentials of an appropriate potential function, are…

Statistical Mechanics · Physics 2016-12-07 R. S. Wedemann , A. R. Plastino , C. Tsallis

There has been recent interest in the relaxational modes of small-scale fully connected systems of aligning self-propelled particles (Spera et al., Phys. Rev. Lett. {\bf 132}: 078301 (2024)). We revisit the classical connection between…

Statistical Mechanics · Physics 2026-03-25 Tara Steinhöfel , Horst-Holger Boltz , Thomas Ihle

A {\em propagation-dispersion equation} is derived for the first passage distribution function of a particle moving on a substrate with time delays. The equation is obtained as the continuous limit of the {\em first visit equation}, an…

Statistical Mechanics · Physics 2007-05-23 Jean Pierre Boon , Patrick Grosfils , James F. Lutsko

Non-equilibrium stochastic dynamics of several active Brownian systems are modeled in terms of non-linear velocity dependent force. In general, this force may consist of both even and odd functions of velocity. We derive the expression for…

Statistical Mechanics · Physics 2016-09-14 Debasish Chaudhuri

We present a new approach to analyze homogeneous nucleation based on non-equilibrium thermodynamics. The starting point is the formulation of a Gibbs equation for the variations of the entropy of the system, whose state is characterized by…

Condensed Matter · Physics 2007-05-23 D. Reguera Lopez , J. M. Rubi , A. Perez-Madrid