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We consider classical solutions to the kinetic Fokker-Planck equation on a bounded domain $\mathcal O \subset~\mathbb{R}^d$ in position, and we obtain a probabilistic representation of the solutions using the Langevin diffusion process with…

Probability · Mathematics 2022-03-16 Tony Lelièvre , Mouad Ramil , Julien Reygner

We study diffusive mixing in the presence of thermal fluctuations under the assumption of large Schmidt number. In this regime we obtain a limiting equation that contains a diffusive thermal drift term with diffusion coefficient obeying a…

Statistical Mechanics · Physics 2015-06-18 A. Donev , T. G. Fai , E. Vanden-Eijnden

Using a microfluidics device filled with a colloidal suspension of microspheres, we test the laws of diffusion in the limit of small particle numbers. Our focus is not just on average properties such as the mean flux, but rather on the…

Statistical Mechanics · Physics 2007-05-23 Effrosyni Seitaridou , Mandar M. Inamdar , Rob Phillips , Kingshuk Ghosh , Ken Dill

We discuss diffusion of particles in a spatially inhomogeneous medium. From the microscopic viewpoint we consider independent particles randomly evolving on a lattice. We show that the reversibility condition has a discrete geometric…

Statistical Mechanics · Physics 2018-11-14 Daniele Andreucci , Emilio N. M. Cirillo , Matteo Colangeli , Davide Gabrielli

A semiclassical cosmological model is considered which consists of a closed Friedmann-Robertson-Walker in the presence of a cosmological constant, which mimics the effect of an inflaton field, and a massless, non-conformally coupled quantum…

General Relativity and Quantum Cosmology · Physics 2009-10-31 Esteban Calzetta , Enric Verdaguer

After briefly reviewing the definitions of classical probability densities for position, $P_{CL}(x)$, and for momentum, $P_{CL}(p)$, we present several examples of classical mechanical potential systems, mostly variations on such familiar…

Quantum Physics · Physics 2007-05-23 R. W. Robinett

Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…

Statistical Mechanics · Physics 2018-02-21 Alexander H. O. Wada , Thomas Vojta

The gravitational potential and the gravitational rotation field generated by a thin-disk mass distribution with exponential density are considered in the case when the force between any two mass elements is not the usual Newtonian one, but…

Astrophysics · Physics 2007-05-23 Carlos Rodrigo-Blanco

We present a model of anomalous diffusion consisting of an ensemble of particles undergoing homogeneous Brownian motion except for confinement by randomly placed reflecting boundaries. For power-law distributed compartment sizes, we…

Soft Condensed Matter · Physics 2015-06-09 Gerald John Lapeyre

This paper addresses the inverse scattering problem of a random potential associated with the polyharmonic wave equation in two and three dimensions. The random potential is represented as a centered complex-valued generalized microlocally…

Analysis of PDEs · Mathematics 2025-07-02 Jianliang Li , Peijun Li , Xu Wang , Guanlin Yang

The phenomena of subdiffusion are widely observed in physical and biological systems. To investigate the effects of external potentials, say, harmonic potential, linear potential, and time dependent force, we study the subdiffusion…

Statistical Mechanics · Physics 2019-04-24 Yao Chen , Xudong Wang , Weihua Deng

In this paper we present a study of anomalous diffusion using a Fokker-Planck description with fractional velocity derivatives. The distribution functions are found using numerical means for varying degree of fractionality observing the…

Plasma Physics · Physics 2014-12-18 Johan Anderson , Eun-jin Kim , Sara Moradi

Dynamical systems of N particles in \R^{D} interacting by a singular pair potential of mean field type are considered. The systems are assumed to be of gradient type and the existence of a macroscopic limit in the many particle limit is…

Mathematical Physics · Physics 2016-10-17 Robert J. Berman , Magnus Önnheim

The one-point probability distribution function (PDF) of the matter density field in the universe is a fundamental property that plays an essential role in cosmology for estimates such as gravitational weak lensing, non-linear clustering,…

Cosmology and Nongalactic Astrophysics · Physics 2018-10-10 Anatoly Klypin , Francisco Prada , Juan Betancort-Rijo , Franco D. Albareti

The anomalous (i.e. non-Gaussian) dynamics of particles subject to a deterministic acceleration and a series of 'random kicks' is studied. Based on an extension of the concept of continuous time random walks to position-velocity space, a…

Statistical Mechanics · Physics 2009-11-11 R. Friedrich , F. Jenko , A. Baule , S. Eule

A relation between the effective diffusion coefficient in a lattice with random site energies and random trasition rates and the macroscopic conductivity in a random resistor network allows for elucidating possible sources of anomalous…

Statistical Mechanics · Physics 2012-05-14 Federico Camboni , Igor M. Sokolov

We consider the out-of-equilibrium dynamics of the Hamiltonian Mean Field (HMF) model, by focusing in particular on the properties of single-particle diffusion. As we shall here demonstrate analytically, if the autocorrelation of momenta in…

Statistical Mechanics · Physics 2009-11-13 Andrea Antoniazzi , Duccio Fanelli , Stefano Ruffo

I investigate the propagator of the Wigner function for a dissipative chaotic quantum map. I show that a small amount of dissipation reduces the propagator of sufficiently smooth Wigner functions to its classical counterpart, the…

chao-dyn · Physics 2009-10-31 Daniel Braun

A new class of random quantum--dynamical systems in continuous space is introduced and studied in some detail. Each member of the class is characterized by a Hamiltonian which is the sum of two parts. While one part is deterministic,…

Condensed Matter · Physics 2009-10-22 Werner Fischer , Hajo Leschke , Peter Mu"ller

We study the effect of the non-Gaussianity induced by gravitational evolution upon the statistical properties of absorption in quasar (QSO) spectra. Using the generic hierarchical ansatz and the lognormal approximation we derive the…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-03 Dipak Munshi , Peter Coles , Matteo Viel