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Diffusion in nonhomogeneous media is described by a dynamical process driven by a general Levy noise and subordinated to a random time; the subordinator depends on the position. This problem is approximated by a multiplicative process…

Statistical Mechanics · Physics 2015-06-18 Tomasz Srokowski

We use Langevin dynamics (LD) simulations to investigate single-file diffusion (SFD) in a dilute solution of flexible linear polymers inside a narrow tube with periodic boundary conditions (a torus). The transition from SFD, where the time…

Soft Condensed Matter · Physics 2025-05-20 Hanyang Wang , Gary W. Slater

We study the effect of spatially-varying potential and diffusivity on the dispersion of a tracer particle in single-file diffusion. Non-interacting particles in such a system exhibit normal diffusion at late times, which is characterised by…

Statistical Mechanics · Physics 2025-09-15 Benjamin Sorkin , David S. Dean

Using simple kinematical arguments, we derive the Fokker-Planck equation for diffusion processes in curved spacetimes. In the case of Brownian motion, it coincides with Eckart's relativistic heat equation (albeit in a simpler form), and…

Statistical Mechanics · Physics 2015-03-19 Matteo Smerlak

In view of the usefulness and importance of the kinetic equation in certain physical problems, the authors derive the explicit solution of a fractional kinetic equation of general character, that unifies and extends earlier results.…

Classical Analysis and ODEs · Mathematics 2015-05-13 R. K. Saxena , A. M. Mathai , H. J. Haubold

In view of the role of reaction equations in physical problems, the authors derive the explicit solution of a fractional reaction equation of general character, that unifies and extends earlier results. Further, an alternative shorter…

Mathematical Physics · Physics 2015-05-18 R. K. Saxena , A. M. Mathai , H. J. Haubold

The fractional Fokker-Planck equation for subdiffusion in time-dependent force fields is derived from the underlying continuous time random walk. Its limitations are discussed and it is then applied to the study of subdiffusion under the…

Statistical Mechanics · Physics 2009-06-02 E. Heinsalu , M. Patriarca , I. Goychuk , P. Hanggi

The Generalized Langevin Equation (GLE) can be derived from a particle-bath Hamiltonian, in both classical and quantum dynamics, and provides a route to the (both Markovian and non-Markovian) fluctuation-dissipation theorem (FDT). All…

Statistical Mechanics · Physics 2018-07-04 Bingyu Cui , Alessio Zaccone

We study the single file diffusion problem on a one-dimensional lattice with a self-similar distribution of hopping rates. We find that the time dependence of the mean-square displacement of both a tagged particle and the center of mass of…

Statistical Mechanics · Physics 2015-06-19 G. P. Suárez , H. O. Mártin , J. L. Iguain

We present results of the numerical simulations and the scaling characteristics of one-dimensional random fluctuations with heavy tailed probability distribution functions. Assuming that the distribution function of the random fluctuations…

Statistical Mechanics · Physics 2017-08-16 Mohsen Ghasemi Nezhadhaghighi

Single-file diffusion is a theoretically challenging many-body problem where the calculation of even the simplest observables, e.g. mean square displacement, for a tracer particle requires a heavy mathematical machinery. There is therefore…

Statistical Mechanics · Physics 2015-06-15 Ludvig Lizana , Michael A. Lomholt , Tobias Ambjörnsson

In this paper, we study the diffusive limit of solutions to the generalized Langevin equation (GLE) in a periodic potential. Under the assumption of quasi-Markovianity, we obtain sharp longtime equilibration estimates for the GLE using…

Mathematical Physics · Physics 2021-02-03 G. A. Pavliotis , G. Stoltz , U. Vaes

A fractional diffusion equation with advection term is rigorously derived from a kinetic transport model with a linear turning operator, featuring a fat-tailed equilibrium distribution and a small directional bias due to a given vector…

Analysis of PDEs · Mathematics 2015-10-19 Pedro Aceves-Sanchez , Christian Schmeiser

We show that the general two-variable Langevin equations with inhomogeneous noise and friction can generate many different forms of power-law distributions. By solving the corresponding stationary Fokker-Planck equation, we can obtain a…

Statistical Mechanics · Physics 2015-08-10 Jiulin Du

Fractional diffusion equations replace the integer-order derivatives in space and time by their fractional-order analogues. They are used in physics to model anomalous diffusion. This paper develops strong solutions of space-time fractional…

Probability · Mathematics 2016-12-19 Zhen-Qing Chen , Mark M. Meerschaert , Erkan Nane

We introduce a fractional Kramers equation for a particle interacting with a thermal heat bath and external non-linear force field. For the force free case the velocity damping follows the Mittag-Leffler relaxation and the diffusion is…

Statistical Mechanics · Physics 2007-05-23 E. Barkai , R. Silbey

The solution of a nonlinear diffusion equation is numerically investigated using the generalized Fourier transform method. This equation includes fractal dimensions and power-law dependence on the radial variable and on the diffusion…

Computational Physics · Physics 2019-11-12 Jie Yao , Cameron L. Williams , Fazle Hussain , Donald J. Kouri

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…

chao-dyn · Physics 2007-05-23 D. Schertzer , M. Larchevêque , J. Duan , V. V. Yanovsky , S. Lovejoy

The analysis of the low-frequency conductivity spectra of the clay-water mixtures is presented. The conductivity spectra for samples at different water content values are shown to collapse to a single master curve when appropriately…

Soft Condensed Matter · Physics 2007-05-23 Dean Korosak , Bruno Cvikl , Janja Kramer , Renata Jecl , Anita Prapotnik , Miran Veselic

We propose a Langevin model with Coulomb friction. Through the analysis of the corresponding Fokker-Planck equation, we have obtained the steady velocity distribution function under the influence of the external field.

Statistical Mechanics · Physics 2009-11-10 Hisao Hayakawa