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The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. In this paper, we derive a Fractional Fokker--Planck equation for the probability distribution of…

Analysis of PDEs · Mathematics 2009-11-10 D. Schertzer , M. Larchev , J. Duan , V. V. Yanovsky , S. Lovejoy

In this paper hyperbolic partial differential equations with random coefficients are discussed. Such random partial differential equations appear for instance in traffic flow problems as well as in many physical processes in random media.…

Analysis of PDEs · Mathematics 2017-06-19 Andrea Barth , Franz G. Fuchs

Recently, the fractional Fokker-Planck equations (FFPEs) with multiple internal states are built for the particles undergoing anomalous diffusion with different waiting time distributions for different internal states, which describe the…

Numerical Analysis · Mathematics 2020-05-06 Daxin Nie , Jing Sun , Weihua Deng

In this contribution we show that a suitably defined nonequilibrium entropy of an N-body isolated system is not a constant of the motion in general and its variation is bounded, the bounds determined by the thermodynamic entropy, i.e., the…

Statistical Mechanics · Physics 2009-11-13 A. Perez-Madrid

This study investigates the steady Boltzmann equation in one spatial variable for a polyatomic single-component gas in a half-space. Inflow boundary conditions are assumed at the half-space boundary, where particles entering the half-space…

Analysis of PDEs · Mathematics 2026-02-03 Niclas Bernhoff , Stephane Brull , Eddie Wadbro

In inhomogeneous environments, the correct expression of the diffusive flux is often not given by the Fick's law $\Gamma = - D \nabla n $. The most general hydrodynamic equation modelling diffusion is indeed the Fokker-Planck Equation…

Plasma Physics · Physics 2009-03-18 F. Sattin

This article studies a Fokker-Planck type equation of fractional diffusion with conservative drift $\partial$f/$\partial$t = $\Delta$^($\alpha$/2) f + div(Ef), where $\Delta$^($\alpha$/2) denotes the fractional Laplacian and E is a…

Analysis of PDEs · Mathematics 2020-01-22 Laurent Lafleche

The study of nonlinear waves that collapse in finite time is a theme of universal interest, e.g. within optical, atomic, plasma physics, and nonlinear dynamics. Here we revisit the quintessential example of the nonlinear Schrodinger…

Pattern Formation and Solitons · Physics 2021-10-13 S. J. Chapman , M. E. Kavousanakis , I. G. Kevrekidis , P. G. Kevrekidis

The Fokker-Planck equations for stochastic dynamical systems, with non-Gaussian $\alpha-$stable symmetric L\'evy motions, have a nonlocal or fractional Laplacian term. This nonlocality is the manifestation of the effect of non-Gaussian…

Numerical Analysis · Mathematics 2013-10-30 Ting Gao , Jinqiao Duan , Xiaofan Li

Recently, the Fokker-Planck dynamics of particles in periodic potentials $\pm V$, have been investigated by using the matrix continued fraction method. It was found that the two periodic potentials, one being bistable and the other…

Statistical Mechanics · Physics 2009-11-11 Mamata Sahoo , Mangal C. Mahato , A. M. Jayannavar

Hydrodynamic equations for an inelastic Maxwell model are derived from the inelastic Boltzmann equation based on a systematic Chapman-Enskog perturbative scheme. Transport coefficients appear in Navier-Stokes order have been determined as a…

Statistical Mechanics · Physics 2016-08-31 Hisao Hayakawa

We consider a class of nonlinear partial-differential equations, including the spatially homogeneous Fokker-Planck-Landau equation for Maxwell (or pseudo-Maxwell) molecules. Continuing the work of Fontbona-Gu\'erin-M\'el\'eard, we propose a…

Mathematical Physics · Physics 2008-11-18 Nicolas Fournier

The general covariant Fokker-Planck equations associated with the two different versions of covariant Langevin equation in Part I of this series of work are derived, both lead to the same reduced Fokker-Planck equation for the…

Statistical Mechanics · Physics 2023-11-09 Yifan Cai , Tao Wang , Liu Zhao

The adsorption phenomenon of neutral particles from the limiting surfaces of the sample in the Langmuir approximation is investigated. The diffusion equation regulating the redistribution of particles in the bulk is assumed to be of…

Mathematical Physics · Physics 2014-02-13 A Sapora , M Codegone , G Barbero , LR Evangelista

A Langevin equation is proposed to describe the transport of overdamped Brownian particles in a periodic rough potential and driven by an unbiased periodic force. The equation can be transformed into the Fokker-Planck equation by using the…

Statistical Mechanics · Physics 2023-04-05 Peng Wang , Yang Zhang , Peng-Juan Zhang , Jie Huo , Xu-Ming Wang

We study the approximation and stability properties of a recently popularized discretization strategy for the speed variable in kinetic equations, based on pseudo spectral collocation on a grid defined by the zeros of a non-standard family…

Plasma Physics · Physics 2018-04-23 Tonatiuh Sanchez-Vizuet , Antoine J. Cerfon

Within the framework of Bonnor's exact solution describing a massive magnetic dipole, we study the motion of neutral and electrically charged test particles. In dependence on the Bonnor spacetime parameters, we determine regions enabling…

General Relativity and Quantum Cosmology · Physics 2013-01-10 Jiří Kovář , Ondřej Kopáček , Vladimí Karas , Yasufumi Kojima

The propagation of light in a scattering medium is described as the motion of a special kind of a Brownian particle on which the fluctuating forces act only perpendicular to its velocity. This enforces strictly and dynamically the…

Disordered Systems and Neural Networks · Physics 2009-10-31 S. Anantha Ramakrishna , N. Kumar

For a massless gas with constant cross section in a homogeneous, isotropically expanding spacetime we reformulate the relativistic Boltzmann equation as a set of non-linear coupled moment equations. For a particular initial condition this…

High Energy Physics - Phenomenology · Physics 2016-01-20 D. Bazow , G. S. Denicol , U. Heinz , M. Martinez , J. Noronha

We study Lorentz processes in two different settings. Both cases are characterized by infinite expectation of the free-flight times, contrary to what happens in the classical Gallavotti-Spohn models. Under a suitable Boltzmann-Grad type…

Probability · Mathematics 2025-09-23 Lorenzo Facciaroni , Costantino Ricciuti , Enrico Scalas , Bruno Toaldo
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