Related papers: Formation dynamics and distribution function of ci…
We obtain within Fokker-Planck dynamics an explicit generalization of Einstein's relation between drag, diffusion and equilibrium distribution for a spatially homogeneous system, considering both the transverse and longitudinal diffusion…
Stochastic reaction-diffusion equations are a popular modelling approach for studying interacting populations in a heterogeneous environment under the influence of environmental fluctuations. Although the theoretical basis of alternative…
From a logic point of view this is the third in the series to solve the problem of absence of detailed balance. This paper will be denoted as SDS III. The existence of a dynamical potential with both local and global meanings in general…
We propose a model based on coupled multiplicative stochastic processes to understand the dynamics of competing species in an ecosystem. This process can be conveniently described by a Fokker-Planck equation. We provide an analytical…
Urban population density always follows the exponential distribution and can be described with Clark's model. Because of this, the spatial distribution of urban population used to be regarded as non-fractal pattern. However, Clark's model…
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…
In this work, we propose a method to learn multivariate probability distributions using sample path data from stochastic differential equations. Specifically, we consider temporally evolving probability distributions (e.g., those produced…
The behavior of stock market returns over a period of 1-60 days has been investigated for S&P 500 and Nasdaq within the framework of nonextensive Tsallis statistics. Even for such long terms, the distributions of the returns are…
We point out a connection between anomalous quantum transport in an optical lattice and Tsallis' generalized thermostatistics. Specifically, we show that the momentum equation for the semiclassical Wigner function that describes atomic…
We discuss a model of a system of interacting populations for the case when: (i) the growth rates and the coefficients of interaction among the populations depend on the populations densities: and (ii) the environment influences the growth…
We derive a stochastic wave equation for an inflaton in an environment of an infinite number of fields. We study solutions of the linearized stochastic evolution equation in an expanding universe. The Fokker-Planck equation for the inflaton…
The~numerical solutions to a non-linear Fractional Fokker--Planck (FFP) equation are studied estimating the generalized diffusion coefficients. The~aim is to model anomalous diffusion using an FFP description with fractional velocity…
The temporal Fokker-Plank equation [{\it J. Stat. Phys.}, {\bf 3/4}, 527 (2003)] or propagation-dispersion equation was derived to describe diffusive processes with temporal dispersion rather than spatial dispersion as in classical…
A field theory is built for self-similar statistical systems with both generating functional being the Mellin transform of the Tsallis exponential and generator of the scale transformation that is reduced to the Jackson derivative. With…
We discuss several models of the dynamics of interacting populations. The models are constructed by nonlinear differential equations and have two sets of parameters: growth rates and coefficients of interaction between populations. We…
The analysis of the USA 2001 income distribution shows that it can be described by at least two main components, which obey the generalized Tsallis statistics with different values of the q parameter. Theoretical calculations using the gas…
The stationary distribution of a fully chaotic system typically exhibits a fractal structure, which dramatically changes if the dynamical equations are even slightly modified. Perturbative techniques are not expected to work in this…
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…
We consider a continuous random walk model for describing normal as well as anomalous diffusion of particles subjected to an external force when these particles diffuse in a uniformly expanding (or contracting) medium. A general equation…
A cross-diffusion system for two compoments with a Laplacian structure is analyzed on the multi-dimensional torus. This system, which was recently suggested by P.-L. Lions, is formally derived from a Fokker-Planck equation for the…