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The Fokker-Planck equation provides complete statistical description of a particle undergoing random motion in a solvent. In the presence of Lorentz force due to an external magnetic field, the Fokker-Planck equation picks up a tensorial…

Statistical Mechanics · Physics 2020-01-22 Iman Abdoli , Hidde Derk Vuijk , Jens-Uwe Sommer , Joseph Michael Brader , Abhinav Sharma

. We study the evolution of the distribution of eigenvalues of a $N\times N$ matrix subject to a random perturbation drawn from (i) a generalized Gaussian ensemble (ii) a non-Gaussian ensemble with a measure variable under the change of…

Mesoscale and Nanoscale Physics · Physics 2009-10-31 Pragya Shukla

The time evolution of the probability distribution of a stochastic differential equation follows the Fokker-Planck equation, which usually has an unbounded, high-dimensional domain. Inspired by our early study in \cite{li2018data}, we…

Numerical Analysis · Mathematics 2020-12-22 Jiayu Zhai , Matthew Dobson , Yao Li

We propose a novel method to solve a chemical diffusion master equation of birth and death type. This is an infinite system of Fokker-Planck equations where the different components are coupled by reaction dynamics similar in form to a…

Probability · Mathematics 2022-03-29 Alberto Lanconelli

The equation of state of neutron star matter is examined in terms of the relativistic mean-field theory, including a scalar-isovector $\delta$-meson effective field. The constants of the theory are determined numerically so that the…

Nuclear Theory · Physics 2015-05-13 G. B. Alaverdyan

We present a possible approach to measuring inequality in a system of coupled Fokker-Planck-type equations that describe the evolution of distribution densities for two populations interacting pairwise due to social and/or economic factors.…

General Finance · Quantitative Finance 2025-05-22 Marco Menale , Giuseppe Toscani

Complex Langevin dynamics can solve the sign problem appearing in numerical simulations of theories with a complex action. In order to justify the procedure, it is important to understand the properties of the real and positive…

High Energy Physics - Lattice · Physics 2015-06-16 Gert Aarts , Pietro Giudice , Erhard Seiler

In this work, we examine a kinetic framework for modeling the time evolution of size distribution densities of two populations governed by predator-prey interactions. The model builds upon the classical Boltzmann-type equations, where the…

Analysis of PDEs · Mathematics 2025-11-27 Andrea Bondesan , Marco Menale , Giuseppe Toscani , Mattia Zanella

We present a Master Equation formulation based on a Markovian random walk model that exhibits sub-diffusion, classical diffusion and super-diffusion as a function of a single parameter. The non-classical diffusive behavior is generated by…

Statistical Mechanics · Physics 2013-09-19 James F. Lutsko , Jean Pierre Boon

This paper investigates the use of transformers to approximate the mean-field dynamics of interacting particle systems exhibiting collective behavior. Such systems are fundamental in modeling phenomena across physics, biology, and…

Computational Physics · Physics 2025-05-29 Shiba Biswal , Karthik Elamvazhuthi , Rishi Sonthalia

We investigate mean field game systems under invariance conditions for the state space, otherwise called {\it viability conditions} for the controlled dynamics. First we analyze separately the Hamilton-Jacobi and the Fokker-Planck…

Analysis of PDEs · Mathematics 2019-03-18 Alessio Porretta , Michele Ricciardi

A mean-field-type limit from stochastic moderately interacting many-particle systems with singular Riesz potential is performed, leading to nonlocal porous-medium equations in the whole space. The nonlocality is given by the inverse of a…

Analysis of PDEs · Mathematics 2021-09-20 Li Chen , Alexandra Holzinger , Ansgar Jüngel , Nicola Zamponi

We consider the evolution of populations under the joint action of mutation and differential reproduction, or selection. The population is modelled as a finite-type Markov branching process in continuous time, and the associated…

Populations and Evolution · Quantitative Biology 2009-02-23 Ellen Baake , Hans-Otto Georgii

We prove the existence and uniqueness of a quasi-stationary distribution for three stochastic processes derived from the model of Muller's ratchet. This model was invented with the aim of evaluating the limitations of an asexual…

Probability · Mathematics 2024-04-02 Mauro Mariani , Etienne Pardoux , Aurélien Velleret

We formulate a thermodynamical approach to the study of distribution of modular symbols, motivated by the work of Baladi-Vall\'ee. We introduce the modular partitions of continued fractions and observe that the statistics for modular…

Number Theory · Mathematics 2025-08-20 Jungwon Lee , Hae-Sang Sun

We propose a mean-field (MF) approximation for the recurrence relation governing the dynamics of $m$ species of particles on a square lattice, and we simultaneously perform Monte Carlo (MC) simulations under identical initial conditions to…

Statistical Mechanics · Physics 2025-06-23 Eduardo Velasco Stock , Roberto da Silva , Sebastian Gonçalves

We present calculations of the stability of planar fronts in two mean field models of diffusion limited growth. The steady state solution for the front can exist for a continuous family of velocities, we show that the selected velocity is…

patt-sol · Physics 2009-10-28 Douglas Ridgway , Herb Levine , Yuhai Tu

The purpose of this paper is to develop a new fractional dynamical approach to superstatistics. Namely, we show that superstatistical distribution functions can be obtained from stationary solutions of the generalized Fokker-Planck equation…

Statistical Mechanics · Physics 2013-05-07 Bahruz Gadjiev

We consider a stochastic Laplacian growth problem in the framework of normal random matrices. In the large $N$ limit the support of eigenvalues of random matrices is a planar domain with a sharp boundary which evolves under a change in the…

Mathematical Physics · Physics 2023-12-01 Oleg Alekseev

Fokker-Planck equations (forward Kolmogorov equations) evolve probability densities in time from an initial condition. For distributions over the real line, these evolution equations can sometimes be transformed into dynamics over the…

Analysis of PDEs · Mathematics 2025-09-26 David W. Cohen , Merek Johnson , Bruce M. Boghosian
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