Related papers: Rate-independent dynamics and Kramers-type phase t…
We study a Fokker-Planck equation with double-well potential that is nonlocally driven by a dynamical constraint and involves two small parameters. Relying on formal asymptotics we identify several parameter regimes and derive reduced…
We study the nonstationary solutions of Fokker-Planck equations associated to either stationary or nonstationary quantum states. In particular we discuss the stationary states of quantum systems with singular velocity fields. We introduce a…
We introduce a new scheme to analyze the kinetics of homogeneous nucleation in terms of a global order parameter. Our approach is based on the application of the internal degrees of freedom formalism to derive a kinetic equation of the…
Inspired by the modeling of grain growth in polycrystalline materials, we consider a nonlinear Fokker-Plank model, with inhomogeneous diffusion and with variable mobility parameters. We develop large time asymptotic analysis of such…
We have explored a simple microscopic model to simulate a thermally activated rate process where the associated bath which comprises a set of relaxing modes is not in an equilibrium state. The model captures some of the essential features…
We study the non-equilibrium dynamics of second-order phase transitions in a simplified Ginzburg-Landau model using the Fokker-Planck formalism. In particular, we focus on deriving the Kibble-Zurek scaling laws that dictate the dependence…
We explore the dynamics of active elements performing persistent random motion with fluctuating active speed and in the presence of translational noise in a $d$-dimensional harmonic trap, modeling active speed generation through an…
We present a new approach to analyze homogeneous nucleation based on non-equilibrium thermodynamics. The starting point is the formulation of a Gibbs equation for the variations of the entropy of the system, whose state is characterized by…
The large time dynamics of a periodically driven Fokker-Planck process possessing several metastable states is investigated. At weak noise transitions between the metastable states are rare. Their dynamics then represent a discrete…
We obtain equilibration rates for a one-dimensional nonlocal Fokker-Planck equation with time-dependent diffusion coefficient and drift, modeling the relaxation of a large swarm of robots, feeling each other in terms of their distance,…
We consider the overdamped dynamics of a paradigmatic long-range system of particles residing on the sites of a one-dimensional lattice, in the presence of thermal noise. The internal degree of freedom of each particle is a periodic…
In this paper, we develop a theoretical framework for nonlinear stochastic optimal control problems with optimal stopping by establishing a density-based deterministic representation of the underlying diffusion. For state-independent…
By considering a lattice model of extended phase space, and using techniques of noncommutative differential geometry, we are led to: (a) the conception of vector fields as generators of motion and transition probability distributions on the…
We study the short-time dynamics of a mean-field model with non-conserved order parameter (Curie-Weiss with Glauber dynamics) by solving the associated Fokker-Planck equation. We obtain closed-form expressions for the first moments of the…
A relativistic kinetic Fokker-Planck equation that has been recently proposed in the physical literature is studied. It is shown that, in contrast to other existing relativistic models, the one considered in this paper is invariant under…
We consider three classes of linear non-symmetric Fokker-Planck equations having a unique steady state and establish exponential convergence of solutions towards the steady state with explicit (estimates of) decay rates. First,…
The reduction of a continuous Markov process with multiple metastable states to a discrete rate process is investigated in the presence of slow time dependent parameters such as periodic external forces or slowly fluctuating barrier…
We perform a detailed analysis of the non stationary solutions of the evolution (Fokker-Planck) equations associated to either stationary or non stationary quantum states by the stochastic mechanics. For the excited stationary states of…
We investigate the effects of relatively rapid variations of the boundaries of an overmoded cavity on the stochastic properties of its interior acoustic or electromagnetic field. For quasi-static variations, this field can be represented as…
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.…