Related papers: From BBGKY Hierarchy to Non-Markovian Evolution Eq…
Density perturbations and their dynamic evolution from early to late times can be used for an improved understanding of interesting physical phenomena both in cosmology and in the context of heavy-ion collisions. We discuss the spectrum and…
This work explores the manner in which classical phase space distribution functions converge to the microcanonical distribution. We first prove a theorem about the lack of convergence, then define a generalization of the coarse-graining…
The Fokker--Planck Equation can be used in a partially-coherent imaging context to model the evolution of the intensity of a paraxial x-ray wave field with propagation. This forms a natural generalisation of the transport-of-intensity…
The probabilistic characterization of non-Markovian responses to nonlinear dynamical systems under colored excitation is an important issue, arising in many applications. Extending the Fokker-Planck-Kolmogorov equation, governing the…
The article deals with the challenge of the construction of solutions to hierarchies of fundamental evolution equations for many colliding particles. The method of cluster expansions of the groups of operators of the Liouville equations for…
Recently, several authors have tried to extend the usual concepts of thermodynamics and kinetic theory in order to deal with distributions that can be non-Boltzmannian. For dissipative systems described by the canonical ensemble, this leads…
Understanding the generalization properties of heavy-tailed stochastic optimization algorithms has attracted increasing attention over the past years. While illuminating interesting aspects of stochastic optimizers by using heavy-tailed…
One obtains a probabilistic representation for the entropic generalized solutions to a nonlinear Fokker-Planck equation in $\mathbb R^d$ with multivalued nonlinear diffusion term as density probabilities of solutions to a nonlinear…
We demonstrate the equivalence of a Non--Markovian evolution equation with a linear memory--coupling and a Fokker--Planck equation (FPE). In case the feedback term offers a direct and permanent coupling of the current probability density to…
This paper develops solutions of fractional Fokker-Planck equations describing subdiffusion of probability densities of stochastic dynamical systems driven by non-Gaussian L\'evy processes, with space-time-dependent drift, diffusion and…
We improve the standard theory of collisional stellar systems by considering the presence of a continuous mass distribution. The calculus of the diffusion coefficients is generalized and a new expression of the Fokker-Planck equation is…
The Fokker-Planck (FP) equation governs the evolution of densities for stochastic dynamics of physical systems, such as the Langevin dynamics and the Lorenz system. This work simulates FP equations through a mean field control (MFC)…
The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. However, there are both theoretical and empirical reasons to consider similar equations driven by…
The Fokker-Planck equation provides complete statistical description of a particle undergoing random motion in a solvent. In the presence of Lorentz force due to an external magnetic field, the Fokker-Planck equation picks up a tensorial…
We present results for the cosmic non-linear density-fluctuation power spectrum based on the analytical formalism developed in [1] which allows us to study cosmic structure formation based on Newtonian particle dynamics in phase-space. This…
Characterising the statistical properties of classical interacting particle systems is a long-standing question. For Brownian particles the microscopic density obeys a stochastic evolution equation, known as the Dean--Kawasaki equation.…
Solutions to the BBGKY hierarchy of equations for molecular Brownian particle in ideal gas are considered, and exact relations are derived between probability distribution of path of the particle, its derivatives in respect to gas density…
Fast and efficient numerical-analytical approach is proposed for modeling complex collective behaviour in accelerator/plasma physics models based on BBGKY hierarchy of kinetic equations. Our calculations are based on variational and…
We analyse a generalised Fokker-Planck equation by making essential use of its linearisability through a Cole-Hopf transformation. We determine solutions of travelling wave and multi-kink type by resorting to a geometric construction in the…
It is by now well known that the Boltzmann-Gibbs (BG) entropy $S_{BG}=-k\sum_{i=1}^W p_i \ln p_i$ can be usefully generalized into the entropy $S_q=k (1-\sum_{i=1}^Wp_i^{q}) / (q-1)$ ($q\in \mathcal{R}; S_1=S_{BG}$). Microscopic dynamics…