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We formulate a compounded random walk that is physically well defined on both finite and infinite domains, and samples space-dependent forces throughout jumps. The governing evolution equation for the walk limits to a space-fractional…

Statistical Mechanics · Physics 2025-11-25 Christopher N. Angstmann , Daniel S. Han , Bruce I. Henry , Boris Z. Huang , Zhuang Xu

The steady state of the Fokker-Planck equation corresponding to a density dependent one-step process is approximated by a suitable normal distribution. Starting from the master equations of the process, written in terms of the time…

Dynamical Systems · Mathematics 2016-09-16 Peter L. Simon , Eszter Sikolya

The Fokker-Planck equation (FPE) is the partial differential equation that governs the density evolution of the It\^o process and is of great importance to the literature of statistical physics and machine learning. The FPE can be regarded…

Machine Learning · Computer Science 2022-06-28 Zebang Shen , Zhenfu Wang , Satyen Kale , Alejandro Ribeiro , Amin Karbasi , Hamed Hassani

Non-Gaussian L\'evy noises are present in many models for understanding underlining principles of physics, finance, biology and more. In this work, we consider the Fokker-Planck equation(FPE) due to one-dimensional asymmetric L\'evy motion,…

Dynamical Systems · Mathematics 2018-03-05 Xiao Wang , Wenpeng Shang , Xiaofan Li , Jinqiao Duan , Yanghong Huang

Stochastic particle acceleration in turbulent plasmas plays a key role in shaping high-energy emission from relativistic outflows, such as those in Active Galactic Nuclei (AGN) and microquasars. While traditional Fermi-II models provide a…

High Energy Astrophysical Phenomena · Physics 2026-03-11 Anton Dmytriiev , Frans van der Merwe , Markus Böttcher

Stochastic models of chemical systems are often analysed by solving the corresponding Fokker-Planck equation which is a drift-diffusion partial differential equation for the probability distribution function. Efficient numerical solution of…

Numerical Analysis · Mathematics 2011-11-10 Simon L. Cotter , Tomas Vejchodsky , Radek Erban

We give a new coherent description of the first-order Fermi acceleration of particles in shock waves from the point of view of stochastic process of the individual particles, under the test particle approximation. The time development of…

Astrophysics · Physics 2009-11-07 Tsunehiko N. Kato , Fumio Takahara

We present an immersed boundary method to simulate the creeping motion of a rigid particle in a fluid described by the Stokes equations discretized thanks to a finite element strategy on unfitted meshes, called Phi-FEM, that uses the…

Numerical Analysis · Mathematics 2023-01-30 Michel Duprez , Vanessa Lleras , Alexei Lozinski

The subject of this paper is stochastic acceleration by plasma turbulence, a process akin to the original model proposed by Fermi. We review the relative merits of different acceleration models, in particular the so called first order Fermi…

High Energy Astrophysical Phenomena · Physics 2015-06-05 Vahe Petrosian

The Fermi acceleration model was introduced to describe how cosmic ray particles are accelerated to great speeds by interacting with moving magnetic fields. We identify a new variation of the model where light ions interact with a moving…

Plasma Physics · Physics 2022-02-02 J. C. Waybright , M. E. Mlodik , N. J. Fisch

A new physical mechanism of the parallel acceleration of a turbulent magnetized plasma is discovered by using a Fokker-Planck phase space stochastic transport equation. It is found that the random walk of a charged particle is correlated…

Plasma Physics · Physics 2014-07-01 Shaojie Wang

Stochastic acceleration of charged particles due to their interactions with plasma waves may be responsible for producing superthermal particles in a variety of astrophysical systems. This process can be described as a diffusion process in…

High Energy Astrophysical Phenomena · Physics 2012-04-05 Zhonghui Fan , Siming Liu

The Alpha version of the Fermi-Pasta-Ulam problem is revisited through direct numerical simulations and an application of weak turbulence theory. The energy spectrum, initialized with a large scale excitation, is traced through a series of…

Chaotic Dynamics · Physics 2007-05-23 Joseph A. Biello , Peter R. Kramer , Yury Lvov

The phenomenon of Fermi acceleration is addressed for a dissipative bouncing ball model with external stochastic perturbation. It is shown that the introduction of energy dissipation (inelastic collisions of the particle with the moving…

Chaotic Dynamics · Physics 2009-03-11 Edson D. Leonel

A stochastic model is proposed for the acceleration of non-relativistic particles yielding to energy spectra with a shape of a Weibull\textquoteright s function. Such particle distribution is found as the stationary solution of a…

Space Physics · Physics 2016-02-23 G. Pallocchia , M. Laurenza , G. Consolini

We study the classical motion of a particle subject to a stochastic force. We then present a perturbative schema for the associated Fokker-Planck equation where, in the limit of a vanishingly small noise source, a consistent dynamical model…

Quantum Physics · Physics 2007-05-23 M. S. Torres , J. M. A. Figueiredo

A modification of the one-dimensional Fermi accelerator model is considered in this work. The dynamics of a classical particle of mass $m$, confined to bounce elastically between two rigid walls where one is described by a non-linear van…

Chaotic Dynamics · Physics 2015-06-05 Tiago Botari , Edson Denis Leonel

We consider a diatomic infinite Fermi-Pasta-Ulam (FPU) system with light and heavy particles. For a small mass ratio, we prove error estimates for the approximation of the dynamics of this system by the dynamics of the monoatomic FPU…

Exactly Solvable and Integrable Systems · Physics 2020-03-03 Dmitry E. Pelinovsky , Guido Schneider

In a system of noisy self-propelled particles with interactions that favor directional alignment, collective motion will appear if the density of particles increases beyond a certain threshold. In this paper, we argue that such a threshold…

Soft Condensed Matter · Physics 2010-03-29 Chiu Fan Lee

We propose a gate-based quantum algorithm for the prediction step of Bayesian state estimation based on the Fokker-Planck equation on a discretized position-velocity state space. The probability density is encoded in the amplitudes of a…

Quantum Physics · Physics 2026-04-28 Felix Govaers