Related papers: Non-linear relativistic diffusions
It is shown that the density of the ratio of two random variables with the same variance and joint Gaussian density satisfies a non stationary diffusion equation. Implications of this result for kernel density estimation of the condensed…
In this article we address the problem of the nonlinear interaction of subdiffusive particles. We introduce the random walk model in which statistical characteristics of a random walker such as escape rate and jump distribution depend on…
We consider the asymptotic evolution of a relativistic spin-1/2-particle. i.e. a particle whose wavefunction satisfies the Dirac equation with external static potential. We prove that the probability for the particle crossing a (detector)…
The general covariant Fokker-Planck equations associated with the two different versions of covariant Langevin equation in Part I of this series of work are derived, both lead to the same reduced Fokker-Planck equation for the…
In the case of diffusions on $\mathbb R^d$ with constant diffusion matrix, without assuming reversibility nor hypoellipticity, we prove that the contractivity of the deterministic drift is equivalent to the constant rate contraction of…
It is shown that the distribution derived from the principle of maximum Tsallis entropy is a superposable Levy-type distribution. Concomitantly, the leading order correction to the limit distribution is also deduced. This demonstration…
In 1905, Einstein's theory of Brownian motion supported the molecular basis of the diffusion equation and introduced two complementary viewpoints: a deterministic field description and a probabilistic formulation based on stochastic…
We study the Einstein relation between diffusion and response to an external field in systems showing superdiffusion. In particular, we investigate a continuous time Levy walk where the velocity remains constant for a time \tau, with…
In this paper we present a study of anomalous diffusion using a Fokker-Planck description with fractional velocity derivatives. The distribution functions are found using numerical means for varying degree of fractionality observing the…
The Markovian diffusion theory in the phase space is generalized within the framework of the general theory of relativity. The introduction of moving orthonormal frame vectors both for the position as well the velocity space enables to…
We consider degenerate diffusion equations of the form $\partial_tp_t = \Delta f(p_t)$ on a bounded domain and subject to no-flux boundary conditions, for a class of nonlinearities $f$ that includes the porous medium equation. We derive for…
We find the laws for the spreading of the spatial widths (parallel and transverse to the direction of average motion) of the relativistic position probability density for a massive, spinless particle. We find that when the momentum width of…
A novel perspective on relativistic transformation recently-proposed provides an insight into the very meaning of the principle of relativity. With this novel perspective and Bell's theorem, we argue that special relativity, instead of…
It is pointed out that the constraint to be imposed to the maximization of the entropy for processes outside the class of thermodynamical systems, is generally not well defined. In fact, any probability distribution can be derived from…
We derive the dispersion relation for linearized small-amplitude gravity waves for various choices of non-constant vorticity. To the best of our knowledge, this relation is only known explicitly in the case of constant vorticity. We provide…
A variant of continuous nonequilibrium thermodynamic theory based on the postulate of the scale invariance of the local relation between generalized fluxes and forces has been proposed. This single postulate replaces the assumptions on…
Conformo static charged dust distributions are investigated in the framework of General Relativity. Einstein's equations reduce to a nonlinear version of Poisson's equations and Maxwell's eqations imply the equaltiy of the charge and mass…
We investigate the motion of a run-and-tumble particle (RTP) in one dimension. We find the exact probability distribution of the particle with and without diffusion on the infinite line, as well as in a finite interval. In the infinite…
Most astrophysical plasmas are observed to have velocity distribution functions exhibiting non-Maxwellian suprathermal tails. The high energy particle populations are accurately represented by the family of kappa-distributions where the use…
A simple expression for the non-equilibrium distribution function in ultra-fast transient processes is proposed. Postulating its dependence on temporal derivatives of the equilibrium integrals of motion, non-equilibrium analogues of the…