Related papers: The simplified stochastic Fermi-Ulam model revisit…
In this study, we propose a new method that is useful for estimating unknown parameter values of stochastic differential equation (SDE) models, based on probability density function (PDF) data measured from random dynamical systems. As our…
Mathematical models based on probability density functions (PDF) have been extensively used in hydrology and subsurface flow problems, to describe the uncertainty in porous media properties (e.g., permeability modelled as random field).…
We investigate the dynamic impact of heterogeneous environments on superdiffusive random walks known as L\'evy flights. We devote particular attention to the relative weight of source and target locations on the rates for spatial…
We propose and analyze a mixed finite element method for the spatial approximation of a time-fractional Fokker--Planck equation in a convex polyhedral domain, where the given driving force is a function of space. Taking into account the…
We describe a new approach for modeling the transport of high energy particles accelerated during flares from the acceleration region in the solar corona until their eventual thermalization in the flare footpoint. Our technique numerically…
A box model is used to study first order Fermi acceleration driven by magnetic reconnection. It is shown, at least in this simple model, that the spectral index of the accelerated particles is related to the total compression in the same…
An efficient method is presented as a means of an approximate, analytic time-dependent solution of the Fokker-Planck equation (FPE) for the Langevin model subjected to additive and multiplicative noise. We have assumed that the dynamical…
For a plasma in a stationary homogeneous turbulence, the Fokker-Planck equation is derived from the nonlinear Vlasov equation by introducing the entropy principle. The ensemble average in evaluating the kinetic diffusion tensor, whose…
Solutions of stationary Fokker-Planck equations in the narrow beam regime are commonly approximated by either ballistic linear transport or by a Fermi pencil-beam equation. We present a rigorous approximation analysis of these three models…
Turbulent, relativistic nonthermal plasmas are ubiquitous in high-energy astrophysical systems, as inferred from broadband nonthermal emission spectra. The underlying turbulent nonthermal particle acceleration (NTPA) processes have…
The foundations of weak turbulence theory is explored through its application to the (alpha) Fermi-Pasta-Ulam (FPU) model, a simple weakly nonlinear dispersive system. A direct application of the standard kinetic equations would miss…
Many systems in physics, engineering, and biology exhibit multiscale stochastic dynamics, where low-dimensional slow variables evolve under the influence of high-dimensional fast processes. In practice, observations are often limited to a…
The motile micro-organisms such as E. coli, sperm, or some seaweed are usually modelled by self-propelled particles that move with the run-and-tumble process. Individual-based stochastic models are usually employed to model the aggregation…
We consider a Vlasov-Fokker-Planck equation governing the evolution of the density of interacting and diffusive matter in the space of positions and velocities. We use a probabilistic interpretation to obtain convergence towards equilibrium…
We propose a homotopy continuation method called FLUX for approximating complicated probability density functions. It is based on progressive processing for smoothly morphing a given density into the desired one. Distributed ordinary…
Nonthermal relativistic plasmas are ubiquitous in astrophysical systems like pulsar wind nebulae and active galactic nuclei, as inferred from their emission spectra. The underlying nonthermal particle acceleration (NTPA) processes have…
The growth of the average kinetic energy of classical particles is studied for potentials that are random both in space and time. Such potentials are relevant for recent experiments in optics and in atom optics. It is found that for small…
Inferring the driving equations of a dynamical system from population or time-course data is important in several scientific fields such as biochemistry, epidemiology, financial mathematics and many others. Despite the existence of…
Equation for anomalous diffusion in momentum space, recently obtained in the recent paper (S.A. Trigger, ArXiv 0907.2793 v1, [cond-matt. stat.-mech.], 16 July 2009) is solved for the stationary and non-stationary cases on basis of the…
We consider the modeling of light beams propagating in highly forward-peaked turbulent media by fractional Fokker-Planck equations and their approximations by fractional Fermi pencil-beam models. We obtain an error estimate in a…