Related papers: The problem of analytical calculation of barrier c…
We consider a nonlinear Fokker-Planck equation driven by a deterministic rough path which describes the conditional probability of a McKean-Vlasov diffusion with "common" noise. To study the equation we build a self-contained framework of…
The focus of our study in this paper is on the active dynamics and a fractional generalized Langevin equation with a memory kernel K(t). The Fokker-Planck equation is obtained by deriving it from a second-order differential equation. The…
In this paper, we study the asymptotic behavior of a class of nonlinear Fokker-Planck type equations in a bounded domain with periodic boundary conditions. The system is motivated by our study of grain boundary dynamics, especially under…
We introduce a formalism for the calculation of the time of arrival t at a detector of particles traveling through interacting environments. We develop a general formulation that employs quantum canonical transformations from the free to…
We propose an analytical study of relativistic tunneling through opaque barriers. We obtain a closed formula for the phase time. This formula is in excellent agreement with the numerical simulations and corrects the standard formula…
In this paper, we develop a numerical method for the L\'evy-Fokker-Planck equation with the fractional diffusive scaling. There are two main challenges. One comes from a two-fold nonlocality, that is, the need to apply the fractional…
In this note, we consider a kinetic Fokker-Planck-Alignment equation with Rayleigh-type friction and self-propulsion force which is derived from general environmental averaging models. We show the exponential relaxation in time toward…
We analyze here different forms of fractional relaxation equations of order {\nu}\in(0,1) and we derive their solutions both in analytical and in probabilistic forms. In particular we show that these solutions can be expressed as crossing…
The exit time probability, which gives the likelihood that an initial condition leaves a prescribed region of the phase space of a dynamical system at, or before, a given time, is arguably one of the most natural and important transport…
The paper is concerned with comparative analysis of differential and integral formulations for boundary value problems in nonlocal elasticity. For the sake of simplicity, the focus is on an antiplane problem for a half-space for an…
The quantum version of the Boltzmann transport equation (Wigner-Boltzmann equation) is a quite useful tool to investigate the effects of energy dissipation in quantum systems. Numerical approaches uses to be employed in order to stablish a…
Random walk simulation of the Levy flight shows a linear relation between the mean square displacement <r2> and time. We have analyzed different aspects of this linearity. It is shown that the restriction of jump length to a maximum value…
We study the existence and the uniqueness of a solution $\fy$ to the linear Fokker-Planck equation $-\Delta \fy + \div(\fy \F) = f$ in a bounded domain of $\R^d$ when $\F$ is a "confinement" vector field acting for instance like the inverse…
A continuous Markovian model for truncated Levy random walks is proposed. It generalizes the approach developed previously by Lubashevsky et al. Phys. Rev. E 79, 011110 (2009); 80, 031148 (2009), Eur. Phys. J. B 78, 207 (2010) allowing for…
Levy walk (LW) process has been used as a simple model for describing anomalous diffusion in which the mean squared displacement of the walker grows non-linearly with time in contrast to the diffusive motion described by simple random walks…
This paper is devoted to the study of a kinetic Fokker-Planck equation with general heavy-tailed equilibrium without an explicit formula, such as $C_\beta \langle v \rangle^{-\beta}$, in particular non-symmetric and non-centred. This work…
An $N$-dimensional nonlinear Fokker-Planck equation is investigated here by considering the time dependence of the coefficients, where drift-controlled and source terms are present. We exhibit the exact solution based on the generalized…
An explicit solution of the stationary one dimensional half-space boundary value problem for the linear Boltzmann equation is presented in the presence of an arbitrarily high constant external field. The collision kernel is assumed to be…
Kramers' rate theory forms a cornerstone for thermally activated barrier crossing. However, its reliance on equilibrium quantities excludes analysis of nonequilibrium dynamics at early times. Most works have thus focused on obtaining rates…
We investigate the branching structure coded by the excursion above zero of a spectrally positive Levy process. The main idea is to identify the level of the Levy excursion as the time and count the number of jumps upcrossing the level. By…