Related papers: Fokker-Planck equations for nonlinear dynamical sy…
We present a review of recent work on the statistical mechanics of non equilibrium processes based on the analysis of large deviations properties of microscopic systems. Stochastic lattice gases are non trivial models of such phenomena and…
The normalization condition, average values and reduced distribution functions can be generalized by fractional integrals. The interpretation of the fractional analog of phase space as a space with noninteger dimension is discussed. A…
Phase transitions and effects of external noise on many body systems are one of the main topics in physics. In mean field coupled nonlinear dynamical stochastic systems driven by Brownian noise, various types of phase transitions including…
The stochastic differential equation of McKean-Vlasov type is identified such that the Fokker-Planck equation associated to it is the Boltzmann equation. Hence, we call its solutions as Boltzmann processes. They describe the dynamics (in…
Continuous-time random disturbances (also called stochastic excitations) due to increasing renewable generation have an increasing impact on power system dynamics; However, except from the Monte Carlo simulation, most existing methods for…
In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…
We discuss a general class of nonlinear mean-field Fokker-Planck equations [P.H. Chavanis, Phys. Rev. E, 68, 036108 (2003)] and show their applications in different domains of physics, astrophysics and biology. These equations are…
We obtain exact results for fractional equations of Fokker-Planck type using evolution operator method. We employ exact forms of one-sided Levy stable distributions to generate a set of self-reproducing solutions. Explicit cases are…
The goal of this investigation was to derive strictly new properties of chaotic systems and their mutual relations. The generalized Fokker-Planck equation with a non stationary diffusion has been derived and used for chaos analysis. An…
We present a numerical method to produce stochastic dynamics according to the generalized Langevin equation with a non-stationary memory kernel. This type of dynamics occurs when a microscopic system with an explicitly time-dependent…
The expansion of a stochastic Liouville equation for the coupled evolution of a quantum system and an Ornstein-Uhlenbeck process into a hierarchy of coupled differential equations is a useful technique that simplifies the simulation of…
The Nonlinear Noisy Leaky Integrate and Fire neuronal models are mathematical models that describe the activity of neural networks. These models have been studied at a microscopic level, using Stochastic Differential Equations, and at a…
We introduce a fractional Fokker-Planck equation (FFPE) for Levy flights in the presence of an external field. The equation is derived within the framework of the subordination of random processes which leads to Levy flights. It is shown…
We extend a recently introduced free-energy formalism for homogeneous Fokker-Planck equations to a wide, and physically appealing, class of inhomogeneous nonlinear Fokker-Planck equations. In our approach, the free-energy functional is…
The Fokker-Planck equation with diffusion coefficient quadratic in space variable, linear drift coefficient, and nonlocal nonlinearity term is considered in the framework of a model of analysis of asset returns at financial markets. For…
We apply the stochastic thermodynamics formalism to describe the dynamics of systems of complex Langevin and Fokker-Planck equations. We provide in particular a simple and general recipe to calculate thermodynamical currents, dissipated and…
A new class of integro-partial differential equation models is derived for the prediction of granular flow dynamics. These models are obtained using a novel limiting averaging method (inspired by techniques employed in the derivation of…
This note provides an introduction to molecular dynamics, the computational implementation of the theory of statistical physics. The discussion is focused on the properties of Langevin dynamics, a degenerate stochastic differential equation…
We study the dynamics of inertial particles in turbulence using datasets obtained from both direct numerical simulations and laboratory experiments of turbulent swirling flows. By analyzing time series of particle velocity increments at…
Standard GPs offer a flexible modelling tool for well-behaved processes. However, deviations from Gaussianity are expected to appear in real world datasets, with structural outliers and shocks routinely observed. In these cases GPs can fail…