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We consider a population dynamics model coupling cell growth to a diffusion in the space of metabolic phenotypes as it can be obtained from realistic constraints-based modelling. In the asymptotic regime of slow diffusion, that coincides…
In many situations, in all branches of physics, one encounters power-like behavior of some variables which are best described by a Tsallis distribution characterized by a nonextensivity parameter $q$ and scale parameter $T$. However, there…
This paper derives the non-analytic solution to the Fokker-Planck equation of fractional Brownian motion using the method of Laplace transform. Sequentially, by considering the fundamental solution of the non-analytic solution, this paper…
The Tsallis entropy and Fisher information entropy (matrix) are very important quantities expressing information measures in nonextensive systems. Stationary and dynamical properties of the information entropies have been investigated in…
We construct a theory of distributions in the setting of analysis on post-critically finite self-similar fractals, and on fractafolds and products based on such fractals. The results include basic properties of test functions and…
Stationary solutions to a Fokker-Planck equation corresponding to a noisy logistic equation with correlated Gaussian white noises are constructed. Stationary distributions exist even if the corresponding deterministic system displays an…
The functional method to derive the fractional Fokker-Planck equation for probability distribution from the Langevin equation with Levy stable noise is proposed. For the Cauchy stable noise we obtain the exact stationary probability density…
The probabilistic approach to turbulence is applied to investigate density fluctuations in supersonic turbulence. We derive kinetic equations for the probability distribution function (PDF) of the logarithm of the density field, $s$, in…
We derive the steady state solution of the Fokker-Planck equation that describes the dynamics of the nondegenerate optical parametric oscillator in the truncated Wigner representation of the density operator. We assume that the pump mode is…
The scattering approach to quantum transport through a disordered quasi-one-dimensional conductor in the insulating regime is discussed in terms of its transfer matrix $\bbox{T}$. A model of $N$ one-dimensional wires which are coupled by…
We present a novel simulation-free framework for training continuous-time diffusion processes over very general objective functions. Existing methods typically involve either prescribing the optimal diffusion process -- which only works for…
We improve the standard theory of collisional stellar systems by considering the presence of a continuous mass distribution. The calculus of the diffusion coefficients is generalized and a new expression of the Fokker-Planck equation is…
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…
We study the main properties of the solution of a Fokker-Planck equation characterized by a variable diffusion coefficient and a polynomial superlinear drift, modeling the formation of consensus in a large interacting system of individuals.…
Fractal structures emerge from statistical and hierarchical processes in urban development or network evolution. In a class of efficient and robust geographical networks, we derive the size distribution of layered areas, and estimate the…
Complex Langevin dynamics can solve the sign problem appearing in numerical simulations of theories with a complex action. In order to justify the procedure, it is important to understand the properties of the real and positive…
Fokker-Planck equations describe time evolution of probability densities of stochastic dynamical systems and play an important role in quantifying propagation and evolution of uncertainty. Although Fokker-Planck equations can be written…
A notion of stochastic deformation is introduced and the corresponding algebraic deformation procedure is developed. This procedure is analogous to the deformation of an algebra of observables like deformation quantization, but for an…
We derive analogues of the Jarzynski equality and Crooks relation to characterise the nonequilibrium work associated with changes in the spring constant of an overdamped oscillator in a quadratically varying spatial temperature profile. The…
In neuroscience, the distribution of a decision time is modelled by means of a one-dimensional Fokker--Planck equation with time-dependent boundaries and space-time-dependent drift. Efficient approximation of the solution to this equation…