Related papers: A nonlinear drift which leads to $\kappa$-generali…
We investigate a Poisson-Nernst-Planck type system in three spatial dimensions where the strength of the electric drift depends on a possibly small parameter and the particles are assumed to diffuse quadratically. On grounds of the global…
This paper extends a recently introduced theory describing particle transport for random statistically homogeneous systems in which the distribution function p(s) for chord lengths between scattering centers is non-exponential. Here, we…
In this paper, we develop a theoretical framework for nonlinear stochastic optimal control problems with optimal stopping by establishing a density-based deterministic representation of the underlying diffusion. For state-independent…
We derive the exact evolution equation for the probability density function of particle displacements generated by arbitrary Gaussian velocity processes, when neither Markovianity and nor stationarity are assumed. Starting from the…
In this paper we consider a nonlinear Fokker-Planck equation with asymptotically small parameters. It describes the diffusion of finite-size particles in the presence of a fixed distribution of obstacles in the limit of low-volume fraction.…
We study stochastic motion under a nonlinear frictional force that levels off with increasing velocity. Specifically, our frictional force is of the so-called Coulomb-tanh type. At small speed, it increases approximately linearly with…
We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium…
In the literature different so-called $\kappa$-distribution functions are discussed to fit and model the velocity (or energy) distributions of solar wind species, pickup ions or magnetospheric particles. Here we introduce a generalized…
The normalization condition, average values and reduced distribution functions can be generalized by fractional integrals. The interpretation of the fractional analog of phase space as a space with noninteger dimension is discussed. A…
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…
Thermal Doppler broadening of spectral profiles for particle populations in the absence or presence of potential fields are described by kappa distributions. The kappa distribution provides a replacement for the Maxwell-Boltzmann…
The problem of anomalous diffusion in momentum space is considered for plasma-like systems on the basis of a new collision integral, which is appropriate for consideration of the probability transition function (PTF) with long tails in…
The stochastic thermodynamics provides a framework for the description of systems that are out of thermodynamic equilibrium. It is based on the assumption that the elementary constituents are acted by random forces that generate a…
The influence of dissipation on the fluctuation statistics of the total energy is investigated through both a phenomenological and a stochastic model for dissipative energy-transfer through a cascade of states. In equilibrium the states…
The Fokker-Planck equation is a partial differential equation which is a key ingredient in many models in physics. This paper aims to obtain a quantum counterpart of Fokker-Planck dynamics, as a means to describing quantum Fokker-Planck…
In this paper, we prove that the kappa distribution is the stationary solution of the Vlasov-Poisson system in an inhomogeneous plasma under the polytropic equation of state and an assumption restricting the local velocity distribution to a…
This paper focuses on the long-term behavior of solutions to nonlinear stochastic Fokker-Planck equations driven by common noise, where the drift term has a linear dependence on the measure. These equations, which describe the evolution of…
The stochastic differential equations for a model of dissipative particle dynamics with both total energy and total momentum conservation in the particle-particle interactions are presented. The corresponding Fokker-Planck equation for the…
This paper deals with the analysis of stochastic systems which can be described by a Langevin equation. By the method presented in this paper drift and diffusion terms of the corresponding Fokker-Planck equation can be extracted from the…
We obtain within Fokker-Planck dynamics an explicit generalization of Einstein's relation between drag, diffusion and equilibrium distribution for a spatially homogeneous system, considering both the transverse and longitudinal diffusion…