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Related papers: Diffusion in a Time-dependent External Field

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We present a method how to estimate from experimental data of a turbulent velocity field the drift and the diffusion coefficient of a Fokker-Planck equation. It is shown that solutions of this Fokker-Planck equation reproduce with high…

chao-dyn · Physics 2007-05-23 Ch. Renner , B. Reisner , St. Lück , J. Peinke , R. Friedrich

In this paper we present a new model for modeling the diffusion and relative dispersion of particles in homogeneous isotropic turbulence. We use an Heisenberg-like Hamiltonian to incorporate spatial correlations between fluid particles,…

Fluid Dynamics · Physics 2012-12-18 Thomas Burgener , Dirk Kadau , Hans Jürgen Herrmann

A Langevin equation with a special type of additive random source is considered. This random force presents a fractional order derivative of white noise, and leads to a power-law time behavior of the mean square displacement of a particle,…

chao-dyn · Physics 2009-10-31 V. Kobelev , E. Romanov

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…

Statistical Mechanics · Physics 2008-10-19 Hideo Hasegawa

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…

Statistical Mechanics · Physics 2009-11-10 A. V. Chechkin , J. Klafter , I. M. Sokolov

Fractional diffusion equations imply non-Gaussian distributions that generalise the standard diffusive process. Recent advances in fractional calculus lead to a class of new fractional operators defined by non-singular memory kernels,…

Statistical Mechanics · Physics 2018-12-26 M. A. F. dos Santos , Ignacio S. Gomez

This paper presents new analytical results for a class of nonlinear parabolic systems of partial different equations with small cross-diffusion which describe the macroscopic dynamics of a variety of large systems of interacting particles.…

Analysis of PDEs · Mathematics 2020-03-04 Luca Alasio , Helene Ranetbauer , Markus Schmidtchen , Marie-Therese Wolfram

We consider Taylor dispersion for tracer particles in micro-fluidic planar channels with strong confinement. In this context, the channel walls modify the local diffusivity tensor and also interactions between the tracer particles and the…

Fluid Dynamics · Physics 2021-08-12 Arthur Alexandre , Thomas Guérin , David S. Dean

Starting from a Langevin description of active particles that move with constant speed in infinite two-dimensional space and its corresponding Fokker-Planck equation, we develop a systematic method that allows us to obtain the…

Statistical Mechanics · Physics 2014-05-06 Francisco J. Sevilla , Luis A. Gomez Nava

Based on the non-Markov diffusion equation taking into account the spatial fractality and modeling for the generalized coefficient of particle diffusion…

Statistical Mechanics · Physics 2024-06-19 P. Kostrobij , M. Tokarchuk , B. Markovych , I. Ryzha

We study the diffusion of tagged hard core interacting particles under the influence of an external force field. Using the Jepsen line we map this many particle problem onto a single particle one. We obtain general equations for the…

Statistical Mechanics · Physics 2015-05-14 E. Barkai , R. Silbey

The particle diffusion in a fluid is a classical topic that dates back to more than one century ago. However, a full solution to this issue still lacks. In this work the velocity autocorrelation function and the diffusion constant are…

Fluid Dynamics · Physics 2016-08-03 Hanqing Zhao , Hong Zhao

In many-particle diffusions, particles that move the furthest and fastest can play an outsized role in physical phenomena. A theoretical understanding of the behavior of such extreme particles is nascent. A classical model, in the spirit of…

Statistical Mechanics · Physics 2024-11-22 Jacob B. Hass , Aileen N. Carroll-Godfrey , Eric I. Corwin , Ivan Z. Corwin

Physical notions of stochastic resonance for potential diffusions in periodically changing double-well potentials such as the spectral power amplification have proved to be defective. They are not robust for the passage to their effective…

Probability · Mathematics 2007-05-23 Samuel Herrmann , Peter Imkeller

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…

Statistical Mechanics · Physics 2018-01-30 Adrián A. Budini , Manuel O. Cáceres

The diffusion in two dimensions of non-interacting active particles that follow an arbitrary motility pattern is considered for analysis. Accordingly, the transport equation is generalized to take into account an arbitrary distribution of…

Statistical Mechanics · Physics 2020-09-01 Francisco J. Sevilla

We study the main properties of the solution of a Fokker-Planck equation characterized by a variable diffusion coefficient and a polynomial superlinear drift, modeling the formation of consensus in a large interacting system of individuals.…

Analysis of PDEs · Mathematics 2025-04-18 Giuseppe Toscani , Mattia Zanella

The state-dependent diffusion, which concerns the Brownian motion of a particle in inhomogeneous media has been described phenomenologically in a number of ways. Based on a system-reservoir nonlinear coupling model we present a microscopic…

Statistical Mechanics · Physics 2007-05-23 Debashis Barik , Deb Shankar Ray

The Fokker-Planck Equation, applied to transport processes in fusion plasmas, can model several anomalous features, including uphill transport, scaling of confinement time with system size, and convective propagation of externally induced…

Plasma Physics · Physics 2007-11-05 D. F. Escande , F. Sattin

We address the issue of the proximity of interacting diffusion models on large graphs with a uniform degree property and a corresponding mean field model, i.e. a model on the complete graph with a suitably renormalized interaction…

Probability · Mathematics 2016-11-23 Sylvain Delattre , Giambattista Giacomin , Eric Luçon