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We solve the Fokker-Planck equation for Brownian motion in a logarithmic potential. When the diffusion constant is below a critical value the solution approaches a non-normalizable scaling state, reminiscent of an infinite invariant…

Statistical Mechanics · Physics 2010-05-27 David A. Kessler , Eli Barkai

We present the energy density and flux distribution of a heavy quark moving through high temperature QCD plasmas and compare them with those in the strongly coupled N = 4 SYM plasma. The Boltzmann equation is reformulated as a Fokker-Planck…

Nuclear Theory · Physics 2011-10-05 Juhee Hong

The motion of self-propelled particles is modeled as a persistent random walk. An analytical framework is developed that allows the derivation of exact expressions for the time evolution of arbitrary moments of the persistent walk's…

Soft Condensed Matter · Physics 2015-07-28 Zeinab Sadjadi , M. Reza Shaebani , Heiko Rieger , Ludger Santen

Starting from first principles, we formulate a theory of wave packet propagation in a nonlinear, disordered medium of any dimension, through the derivation of a Fokker-Planck transport equation. Our theory is based on a diagrammatic…

Disordered Systems and Neural Networks · Physics 2011-10-28 Nicolas Cherroret , Thomas Wellens

We consider the solvability of the Fokker-Planck equation with both time-dependent drift and diffusion coefficients by means of the similarity method. By the introduction of the similarity variable, the Fokker-Planck equation is reduced to…

Mathematical Physics · Physics 2016-12-28 C. -L. Ho

The two--dimensional diffusive dynamics of test particles in a random electromagnetic field is studied. The synthetic electromagnetic fluctuations are generated through randomly placed magnetised ``clouds'' oscillating with a frequency…

Statistical Mechanics · Physics 2007-06-01 Silvia Perri , Fabio Lepreti , Vincenzo Carbone , Angelo Vulpiani

We study the diffusive dynamics of a Brownian particle in proximity of a flat surface under non-equilibrium conditions, which are created by an anisotropic thermal environment with different temperatures being active along distinct spatial…

Statistical Mechanics · Physics 2017-09-13 Stefano Bo , Ralf Eichhorn

We analyze the diffusion of a Brownian particle in a fluid under stationary flow. By using the scheme of non-equilibrium thermodynamics in phase space, we obtain the Fokker-Planck equation which is compared with others derived from kinetic…

Statistical Mechanics · Physics 2016-08-16 I. Santamaría-Holek , D. Reguera , J. M. Rubí

One key issue in the probability density function (PDF) approach for disperse two-phase turbulent flows is to close the diffusion term in the phase space. This study aimed to derive a kinetic equation for particle dispersion in turbulent…

Statistical Mechanics · Physics 2020-07-15 De-yu Zhong , Guang-qian Wang , Tie-jian Li , Ming-xi Zhang , You Xia

The object of this paper is the uniqueness for a $d$-dimensional Fokker-Planck type equation with non-homogeneous (possibly degenerated) measurable not necessarily bounded coefficients. We provide an application to the probabilistic…

Probability · Mathematics 2012-09-19 Nadia Belaribi , Francesco Russo

Uchaikin suggested a mathematical model of an anomalous diffusion in a space was suggested. This model origins in an investigation of processes in complex systems with variable structure: glasses, liquid crystals, biopolymers, proteins and…

Probability · Mathematics 2007-05-23 G. Sh. Tsitsiashvili , A. E. Yashin

Distribution functions of relative velocities among particles in a vibrated bed of powder are studied both numerically and theoretically. In the solid phase where granular particles remain near their local stable states, the probability…

chao-dyn · Physics 2009-10-22 Y-h. Taguchi , Hideki Takayasu

Understanding turbulent transport of charged particles in magnetized plasmas often requires a model for the description of random variations in the particle's pitch angle. The Fokker-Planck coefficient of pitch-angle scattering, which is…

High Energy Astrophysical Phenomena · Physics 2015-06-22 R. C. Tautz , A. Shalchi , A. Dosch

The nonequilibrium Fokker-Planck dynamics with a non-conservative drift field, in dimension $N\geq 2$, can be related with the non-Hermitian quantum mechanics in a real scalar potential $V$ and in a purely imaginary vector potential -$iA$…

Statistical Mechanics · Physics 2024-05-31 P. Garbaczewski , M. Żaba

The concept of diffusion in collisionless space plasmas like those near the magnetopause and in the geomagnetic tail is reexamined from a fundamental statistical point of view making use of the division of particle orbits into waiting…

Space Physics · Physics 2014-06-25 R. A. Treumann , W. Baumjohann

We provide description of rapidity spectra of particles produced in p-anti-p collisions using anomalous diffusion approach to account for their non-equilibrium character. In particular, we exhibit connection between multiproduction…

High Energy Physics - Phenomenology · Physics 2009-11-07 M. Rybczynski , G. Wilk , Z. Wlodarczyk

Functionals of Brownian motion have diverse applications in physics, mathematics, and other fields. The probability density function (PDF) of Brownian functionals satisfies the Feynman-Kac formula, which is a Schrodinger equation in…

Statistical Mechanics · Physics 2010-11-25 Shai Carmi , Lior Turgeman , Eli Barkai

Kinetic equilibration at late times is physically required for heavy particles in a finite temperature medium. In Fokker-Planck dynamics, it is ensured by the Einstein relation between the drag and longitudinal momentum diffusion…

High Energy Physics - Phenomenology · Physics 2025-12-18 Krishna Rajagopal , Bruno Scheihing-Hitschfeld , Urs Achim Wiedemann

Collective dynamics of a collisional plasma in a Paul trap is governed by the Fokker-Planck equation, which is usually assumed to lead to a unique asymptotic time-periodic solution irrespective of the initial plasma distribution. This…

Plasma Physics · Physics 2019-01-30 Arindam Bhattacharjee , Kushal Shah , Anindya Chatterjee

The generalised Boltzmann equation which treats the combined localised and delocalised nature of transport present in certain materials is extended to accommodate time-dependent fields. In particular, AC fields are shown to be a means to…

Statistical Mechanics · Physics 2021-11-01 Alex D. C. Myhill , Peter W. Stokes , Bronson Philippa , Ronald D. White