Related papers: Advances in the studies of anomalous diffusion in …
Employing time-dependent projection formalism, a Fokker-Planck equation with non-Markovian transport coefficients is derived for large amplitude collective motion. Properties of transport coefficients for diffusion processes in a potential…
The optimization of the usual entropy $S_1[p]=-\int du p(u) ln p(u)$ under appropriate constraints is closely related to the Gaussian form of the exact time-dependent solution of the Fokker-Planck equation describing an important class of…
We analyze statistically the energization of particles in a large scale environment of strong turbulence that is fragmented into a large number of distributed current filaments. The turbulent environment is generated through strongly…
We study the time behavior of the Fokker-Planck equation in Zwanzig rule (the backward-Ito rule) based on the Langevin equation of Brownian motion with an anomalous diffusion in a complex medium. The diffusion coefficient is a function in…
This paper proposes a simple model of anomalous diffusion, in which a particle moves with the velocity field induced by a single "dipole" (a doublet or a pair of source and sink), whose moment is modulated randomly at each time step. A…
The time dependent Tsallis statistical distribution describing anomalous diffusion is usually obtained in the literature as the solution of a non-linear Fokker-Planck (FP) equation [A.R. Plastino and A. Plastino, Physica A, 222, 347…
Fractional Fokker-Planck equation plays an important role in describing anomalous dynamics. To the best of our knowledge, the existing discussions mainly focus on this kind of equation involving one diffusion operator. In this paper, we…
Recently a new transport theory of cosmic rays in magnetized space plasmas extending the quasilinear approximation to the particle orbit has been developed for the case of an axisymmetric incompressible magnetic turbulence. Here we…
Memory effects require for their incorporation into random-walk models an extension of the conventional equations. The linear Fokker-Planck equation for the probability density $p(\vec r, t)$ is generalized to include non-linear and…
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…
We study spectral properties of the Fokker-Planck operator that represents particles moving via a combination of diffusion and advection in a time-independent random velocity field, presenting in detail work outlined elsewhere [J. T.…
We consider a simple quantum system subjected to a classical random force. Under certain conditions it is shown that the noise-averaged Wigner function of the system follows an integro-differential stochastic Liouville equation. In the…
In inhomogeneous environments, the correct expression of the diffusive flux is often not given by the Fick's law $\Gamma = - D \nabla n $. The most general hydrodynamic equation modelling diffusion is indeed the Fokker-Planck Equation…
The Fokker--Planck Equation can be used in a partially-coherent imaging context to model the evolution of the intensity of a paraxial x-ray wave field with propagation. This forms a natural generalisation of the transport-of-intensity…
We study stochastic motion under a nonlinear frictional force that levels off with increasing velocity. Specifically, our frictional force is of the so-called Coulomb-tanh type. At small speed, it increases approximately linearly with…
We improve the standard theory of collisional stellar systems by considering the presence of a continuous mass distribution. The calculus of the diffusion coefficients is generalized and a new expression of the Fokker-Planck equation is…
We consider a nonlinear Fokker-Planck equation driven by a deterministic rough path which describes the conditional probability of a McKean-Vlasov diffusion with "common" noise. To study the equation we build a self-contained framework of…
In this paper we consider a nonlinear Fokker-Planck equation with asymptotically small parameters. It describes the diffusion of finite-size particles in the presence of a fixed distribution of obstacles in the limit of low-volume fraction.…
We present in this paper a rigorous method to derive the nonlinear Fokker-Planck (FP) equation of anomalous diffusion directly from a generalization of the principle of least action of Maupertuis proposed by Wang for smooth or quasi-smooth…
We introduce a new class of nonlocal kinetic equations and nonlocal Fokker-Planck equations associated with an effective generalized thermodynamical formalism. These equations have a rich physical and mathematical structure that can…