Related papers: Mean field mutation dynamics and the continuous Lu…
The invariant distribution, which is characterized by the stationary Fokker-Planck equation, is an important object in the study of randomly perturbed dynamical systems. Traditional numerical methods for computing the invariant distribution…
We extend the derivation of the time-dependent Hartree-Fock equation recently obtained in [2] to fermions with a relativistic dispersion law. The main new ingredient is the propagation of semiclassical commutator bounds along the…
Detailed mean field and Monte Carlo studies of the dynamic magnetization-reversal transition in the Ising model in its ordered phase under a competing external magnetic field of finite duration have been presented here. Approximate…
Fluctuations of cell state, e.g., abundances of some proteins, have attracted much attention both theoretically and experimentally. The distribution of such state over cells, however, is not only a result of intracellular stochastic…
We present a stochastic model for amplifying, diffusive media like, for instance, random lasers. Starting from a simple random-walk model, we derive a stochastic partial differential equation for the energy field with contains a…
The most general local Markovian stochastic model is investigated, for which it is known that the evolution equation is the Fokker-Planck equation. Special cases are investigated where uncorrelated initial states remain uncorrelated.…
We study generalizations of It\^{o}-Langevin dynamics consistent within nonextensive thermostatistics. The corresponding stochastic differential equations are shown to be connected with a wide class of nonlinear Fokker-Planck equations…
The Fokker--Planck equation describes the evolution of a probability distribution towards equilibrium--the flow parameter is the equilibration time. Assuming the distribution remains normalizable for all times, it is equivalent to an open…
Building upon kinetic theory approaches for multi-agent systems and generalising them to scenarios where the total mass of the system is not conserved, we develop a modelling framework for phenotype-structured populations that makes it…
In this paper, we propose a novel method to approximate the mean field stochastic differential equation by means of approximating the density function via Fokker-Planck equation. We construct a well-posed truncated Fokker-Planck equation…
A recently introduced nonlinear Fokker-Planck equation, derived directly from a master equation, comes out as a very general tool to describe phenomenologically systems presenting complex behavior, like anomalous diffusion, in the presence…
Lorentzian distributions have been largely employed in statistical mechanics to obtain exact results for heterogeneous systems. Analytic continuation of these results is impossible even for slightly deformed Lorentzian distributions, due to…
We analyze ecological systems that are influenced by random environmental fluctuations. We first provide general conditions which ensure that the species coexist and the system converges to a unique invariant probability measure (stationary…
A nonlinear Fokker-Planck equation is obtained in the continuous limit of a one-dimensional lattice with an energy landscape of wells and barriers. Interaction is possible among particles in the same energy well. A parameter $\gamma$,…
We analyze a replicator-mutator model arising in the context of directed evolution [23], where the selection term is modulated over time by the mean-fitness. We combine a Cumulant Generating Function approach [13] and a spatio-temporal…
An exact solution is presented of the Fokker-Planck equation which governs the evolution of an ensemble of disordered metal wires of increasing length, in a magnetic field. By a mapping onto a free-fermion problem, the complete probability…
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…
The~numerical solutions to a non-linear Fractional Fokker--Planck (FFP) equation are studied estimating the generalized diffusion coefficients. The~aim is to model anomalous diffusion using an FFP description with fractional velocity…
The stochastic differential equations for a model of dissipative particle dynamics with both total energy and total momentum conservation in the particle-particle interactions are presented. The corresponding Fokker-Planck equation for the…
The stationary sampling distribution of a neutral decoupled Moran or Wright-Fisher diffusion with neutral mutations is known to first order for a general rate matrix with small but otherwise unconstrained mutation rates. Using this…