Related papers: Relativistic diffusion
A manifestly covariant relativistic statistical mechanics of the system of $N$ indistinguishable events with motion in space-time parametrized by an invariant ``historical time'' $\tau $ is considered. The relativistic mass distribution for…
The friction coefficient of a particle can depend on its position as it does when the particle is near a wall. We formulate the dynamics of particles with such state-dependent friction coefficients in terms of a general Langevin equation…
We show that the general two-variable Langevin equations with inhomogeneous noise and friction can generate many different forms of power-law distributions. By solving the corresponding stationary Fokker-Planck equation, we can obtain a…
Although an intimate relation between entropy and diffusion has been advocated for many years and even seems to have been verified in theory and experiments, a quantitatively reliable study, and any derivation of an algebraic relation…
We calculate the temporal evolution of distributions of relativistic electrons subject to synchrotron and adiabatic processes and Fermi-like acceleration in shocks. The shocks result from Kelvin-Helmholtz instabilities in the jet. Shock…
We investigate the diffusive motion of an overdamped classical particle in a 1D random potential using the mean first-passage time formalism and demonstrate the efficiency of this method in the investigation of the large-time dynamics of…
We examine numerically and analytically the problem of the relativistic velocity distribution in a 1-dim relativistic gas in thermal equilibrium. Our derivation is based on the special theory of relativity, the central limit theorem and the…
Stochastic Langevin molecular dynamics for nuclei is derived from the Ehrenfest Hamiltonian system (also called quantum classical molecular dynamics) in a Kac-Zwanzig setting, with the initial data for the electrons stochastically perturbed…
We consider Wong equations for a particle with a continuous mass spectrum in a random Yang-Mills field approximating the quantum field at finite temperature. We show that particle time evolution can be approximated by a relativistic…
We find the laws for the spreading of the spatial widths (parallel and transverse to the direction of average motion) of the relativistic position probability density for a massive, spinless particle. We find that when the momentum width of…
We examine the Langevin diffusion confined to a closed, convex domain $D\subset\mathbb{R}^d$, represented as a reflected stochastic differential equation. We introduce a sequence of penalized stochastic differential equations and prove that…
We discuss the diffusion phenomenon in the parabolic and hyperbolic regimes. New effects related to the finite velocity of the diffusion process are predicted, that can partially explain the strange behavior associated to adsorption…
The diffusion limit of the linear Boltzmann equation with a strong magnetic field is performed. The giration period of particles around the magnetic field is assumed to be much smaller than the collision relaxation time which is supposed to…
Here we investigate some aspects of stochastic acceleration of ultrarelativistic electrons by magnetic turbulence. In particular, we discuss the steady-state energy spectra of particles undergoing momentum diffusion due to resonant…
The dynamics of a point charged particle which is driven by a uniform external electric field and moves in a medium of elastic scatterers is investigated. Using rudimentary approaches, we reproduce, in one dimension, the known results that…
The invariance for the equation of fast diffusion in the 2D coordinate space has been proved, and its reduction to the 1D (with respect to the spatial variable) analog is demonstrated. On the basis of these results, new exact…
The problem of diffusion in a time-dependent (and generally inhomogeneous) external field is considered on the basis of a generalized master equation with two times, introduced in [1,2]. We consider the case of the quasi Fokker-Planck…
We study the problem of sampling from a probability distribution on $\mathbb R^p$ defined via a convex and smooth potential function. We consider a continuous-time diffusion-type process, termed Penalized Langevin dynamics (PLD), the drift…
We study the non-equilibrium Langevin dynamics of $N$ particles in one dimension with Coulomb repulsive linear interactions. This is a dynamical version of the so-called jellium model (without confinement) also known as ranked diffusion.…
The dynamics of a tagged particle immersed in a fluid of particles of the same size but different mass is studied when the system is confined between two hard parallel plates separated a distance smaller than twice the diameter of the…