Related papers: The simplified stochastic Fermi-Ulam model revisit…
We study the spatial dependence of the quantum friction effect for an atom moving at a constant velocity, in a parallel direction to a material plane. In particular, we determine the probability per unit time and unit area, for exciting…
Anomalous diffusion is an established phenomenon but still a theoretical challenge in non-equilibrium statistical mechanics. Physical models are built incrementally, and the most recent and most general family is based on the fractional…
In neuroscience, the distribution of a decision time is modelled by means of a one-dimensional Fokker--Planck equation with time-dependent boundaries and space-time-dependent drift. Efficient approximation of the solution to this equation…
We introduce a fractional Klein-Kramers equation which describes sub-ballistic superdiffusion in phase space in the presence of a space-dependent external force field. This equation defines the differential L{\'e}vy walk model whose…
Some phase space transport properties for a conservative bouncer model are studied. The dynamics of the model is described by using a two-dimensional measure preserving mapping for the variables velocity and time. The system is…
We investigate a subdiffusive, fractional Fokker-Planck dynamics occurring in time-varying potential landscapes and thereby disclose the failure of the fractional Fokker-Planck equation (FFPE) in its commonly used form when generalized in…
Environmental fluctuations degrade the performance of solid-state qubits but can in principle be mitigated by real-time Hamiltonian estimation down to time scales set by the estimation efficiency. We implement a physics-informed and an…
The Fokker-Planck (FP) equation governs the evolution of densities for stochastic dynamics of physical systems, such as the Langevin dynamics and the Lorenz system. This work simulates FP equations through a mean field control (MFC)…
The evolution of the probability distributions of Japan and US major market indices, NIKKEI 225 and NASDAQ composite index, and $JPY/DEM$ and $DEM/USD$ currency exchange rates is described by means of the Fokker-Planck equation (FPE). In…
A class of stochastic individual-based models, written in terms of coupled velocity jump processes, is presented and analysed. This modelling approach incorporates recent experimental findings on behaviour of locusts. It exhibits nontrivial…
We discuss the phenomenon of energization of relativistic charged particles in three-dimensional (3D) incompressible MHD turbulence and the diffusive properties of the motion of the same particles. We show that the random electric field…
Particle acceleration by turbulence plays a role in many astrophysical environments. The non- linear evolution of the underlying cosmic-ray spectrum is complex and can be described by a Fokker-Planck equation, which in general has to be…
We discuss a stochastic model for the behavior of electrons in a magnetically confined plasma having axial symmetry. The aim of the work is to provide an explanation for the density limit observed in the Frascati Tokamak Upgrade machine.…
We consider the motion of planar phase-transition fronts in first-order phase transitions of the Universe. We find the steady state wall velocity as a function of a friction coefficient and thermodynamical parameters, taking into account…
We study the inhomogeneous kinetic Fermi-Pasta-Ulam (FPU) equation, a nonlinear transport equation describing the evolution of phonon density distributions with four-phonon interactions. The equation combines free transport in physical…
This paper is interested in the description of the density of particles evolving according to some optimal policy of an impulse control problem. We first fix sets on which the particles jump and explain how we can characterize such a…
We demonstrate that the conventional path integral formulations generate inconsistent results exemplified by the geometric Brownian motion under the general stochastic interpretation. We thus develop a novel path integral formulation for…
We present the systematic formalism to derive the path-integral formulation for the hard-core particle systems far from equilibrium. Writing the master equation for a stochastic process of the system in terms of the annihilation and…
We develop a framework for the average-case analysis of random quadratic problems and derive algorithms that are optimal under this analysis. This yields a new class of methods that achieve acceleration given a model of the Hessian's…
We analyze the transport properties of charged particles (ions and electrons) interacting with randomly formed magnetic scatterers (e.g.\ large scale local ``magnetic fluctuations'' or ``coherent magnetic irregularities'' usually present in…