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The~numerical solutions to a non-linear Fractional Fokker--Planck (FFP) equation are studied estimating the generalized diffusion coefficients. The~aim is to model anomalous diffusion using an FFP description with fractional velocity…
Several classes of physical systems exhibit ultraslow diffusion for which the mean squared displacement at long times grows as a power of the logarithm of time ("strong anomaly") and share the interesting property that the probability…
This paper investigates the probability distribution of solutions to McKean--Vlasov stochastic differential equations driven by fractional Brownian motion with Hurst parameter H>1/2. Our main contribution is the derivation of the associated…
The most frequently used in physical application diffusive (based on the Fokker-Planck equation) model leans upon the assumption of small jumps of a macroscopic variable for each given realization of the stochastic process. This imposes…
We develop a stochastic formulation of cosmology in the early universe, after considering the scatter in the redshift-apparent magnitude diagram in the early epochs as an observational evidence for the non-deterministic evolution of early…
This proceedings paper reports on the theoretical modelling of particle acceleration in magnetised turbulent plasmas. It briefly reviews some recent findings obtained from fully kinetic numerical simulations of large-amplitude, semi to…
Fokker-Planck equation with the velocity-dependent coefficients is considered for various isotropic systems on the basis of probability transition (PT) approach. This method provides the self-consistent and universal description of friction…
The aim of this contribution is to study the particle dynamics in a storage ring under the influence of noise. Some simplified stochastic beam dynamics problems are treated by solving the corresponding Fokker-Planck equations numerically.
We introduce a fractional Fokker-Planck equation (FFPE) for Levy flights in the presence of an external field. The equation is derived within the framework of the subordination of random processes which leads to Levy flights. It is shown…
Fermi acceleration is the process of energy transfer from massive objects in slow motion to light objects that move fast. The model for such process is a time-dependent Hamiltonian system. As the parameters of the system change with time,…
Despite the success of fractional Brownian motion (fBm) in modeling systems that exhibit anomalous diffusion due to temporal correlations, recent experimental and theoretical studies highlight the necessity for a more comprehensive approach…
We study spectral properties of the Fokker-Planck operator that represents particles moving via a combination of diffusion and advection in a time-independent random velocity field, presenting in detail work outlined elsewhere [J. T.…
First order Fermi acceleration at astrophysical shocks is often invoked as a mechanism for the generation of non-thermal particles. This mechanism is especially simple in the approximation that the accelerated particles behave like test…
The first passage time (FPT) problem is studied for superstatistical models assuming that the mesoscopic system dynamics is described by a Fokker-Planck equation. We show that all moments of the random intensive parameter associated to the…
The problem of anomalous diffusion in momentum (velocity) space is considered based on the master equation and the appropriate probability transition function (PTF). The approach recently developed by the author for coordinate space, is…
By integration of generalized BSBM and Brans-Dicke cosmological models, in this article, we investigate the theoretical framework of fine structure constant variation and current cosmic acceleration. We first develop a mathematical…
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…
We develop a new method to solve the Fokker-Planck or Kolmogorov's forward equation that governs the time evolution of the joint probability density function of a continuous-time stochastic nonlinear system. Numerical solution of this…
We study the dynamics of a particle in continuous time and space, the displacement of which is governed by an internal degree of freedom (spin). In one definite limit, the so-called quantum random walk is recovered but, although quite…
The Fokker-Planck Equation (FPE) is a fundamental tool for the investigation of kinematic aspects of a wide range of systems. For systems governed by the non-additive entropy $S_q$, the Plastino-Plastino Equation (PPE) is the correct…