Related papers: The simplified stochastic Fermi-Ulam model revisit…

Efficiently solving the Fokker-Planck equation (FPE) is crucial for understanding the probabilistic evolution of stochastic particles in dynamical systems, however, analytical solutions or density functions are only attainable in specific…

The unified description of diffusion processes that cross over from a ballistic behavior at short times to normal or anomalous diffusion (sub- or superdiffusion) at longer times is constructed on the basis of a non-Markovian generalization…

We introduce a generalization of Obukhov's model [A.M. Obukhov, Adv. Geophys. 6, 113 (1959)] for the description of the joint position-velocity statistics of a single fluid particle in fully developed turbulence. In the presented model the…

For stochastic systems with discrete time delay, the Fokker-Planck equation (FPE) of the one-time probability density function (PDF) does not provide a complete, self-contained probabilistic description. It explicitly involves the two-time…

This paper proposes a governing equation for stock market indexes that accounts for non-stationary effects. This is a linear Fokker-Planck equation (FPE) that describes the time evolution of the probability distribution function (PDF) of…

This review aims at providing an up-to-date status and a general introduction to the subject of the numerical study of energetic particle acceleration and transport in turbulent astrophysical flows. The subject is also complemented by a…

In our previous studies, we developed discrete-space Birth, Death and Innovation Models (BDIM) of genome evolution. These models explain the origin of the characteristic Pareto distribution of paralogous gene family sizes in genomes, and…

This study investigates the dynamics of Score-based Generative Models (SGMs) by treating the score estimation error as a stochastic source driving the Fokker-Planck equation. Departing from particle-centric SDE analyses, we employ an SPDE…

We explore whether quantum field theory can be understood as the statistical mechanics of a time-reversal-invariant stochastic generalization of Hamiltonian dynamics. The motivation for this project, started with this paper, is to assign…

We consider different generalizations of the Fokker-Planck-equation devised to describe Levy processes in potential force fields. We show that such generalizations can proceed along different lines. On one hand, Levy statistics can emerge…

In particle systems, flocking refers to the phenomenon where particles' individual velocities eventually align. The Cucker-Smale model is a well-known mathematical framework that describes this behavior. Many continuous descriptions of the…

We present a simple thermodynamically consistent method for solving time-dependent Fokker--Planck equations (FPE) for over-damped stochastic processes, also known as Smoluchowski equations. It yields both transition and steady-state…

We consider a class of nonlinear partial-differential equations, including the spatially homogeneous Fokker-Planck-Landau equation for Maxwell (or pseudo-Maxwell) molecules. Continuing the work of Fontbona-Gu\'erin-M\'el\'eard, we propose a…

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…

In this paper, we propose efficient quantum algorithms for solving nonlinear stochastic differential equations (SDE) via the associated Fokker-Planck equation (FPE). We discretize the FPE in space and time using two well-known numerical…

The propagation of an initially localized perturbation via an interacting many-particle Hamiltonian dynamics is investigated. We argue that the propagation of the perturbation can be captured by the use of a continuous-time random walk…

A property common to several different astrophysical sources of high-energy gamma-rays is the presence of bulk motion at relativistic speed. The intrinsic spectra of the nonthermal radiating particles also show interesting similarities,…

Fokker-Planck equations are extensively employed in various scientific fields as they characterise the behaviour of stochastic systems at the level of probability density functions. Although broadly used, they allow for analytical treatment…

The stability of the one-mode nonlinear solutions of the Fermi-Pasta-Ulam - $\beta$ system is numerically investigated. No external perturbation is considered for the one-mode exact analytical solutions, the only perturbation being that…

An analytic formulation of memory-possessing random walks introduced recently [Cressoni et al., Phys. Rev. Lett. 98, 070603 (2007) and Sch\"utz and Trimper, Phys. Rev. E 70, 045101 (2004)] for Alzheimer behavior and related phenomena is…