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In this letter we consider the phase diffusion of a harmonically driven undamped pendulum and show that it is anomalous in the strong sense. The role played by the fractal properties of the phase space is highlighted, providing an…
We consider interacting systems particle driven by i.i.d. fractional Brownian motions, subject to irregular, possibly distributional, pairwise interactions. We show propagation of chaos and mean field convergence to the law of the…
Anomalous transport in a tilted periodic potential is investigated numerically within the framework of the fractional Fokker-Planck dynamics via the underlying CTRW. An efficient numerical algorithm is developed which is applicable for an…
Recently, a concept of deterministic and stochastic turbulence has been introduced based on experiments with a boundary layer. In these experiments, the flow was driven with controlled random perturbation; in addition, natural ambient noise…
Non-equilibrium transport of particles embedded in a liquid crystal host can, by cooling through a phase transition, be exploited to create a remarkable variety of structures including shells, foams, and gels. Due to the complexity of the…
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…
Understanding neural dynamics is a central topic in machine learning, non-linear physics and neuroscience. However, the dynamics is non-linear, stochastic and particularly non-gradient, i.e., the driving force can not be written as gradient…
Consider a chaotic dynamical system generating Brownian motion-like diffusion. Consider a second, non-chaotic system in which all particles localize. Let a particle experience a random combination of both systems by sampling between them in…
In this paper, we consider discrete-time non-linear stochastic dynamical systems with additive process noise in which both the initial state and noise distributions are uncertain. Our goal is to quantify how the uncertainty in these…
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 construct the hydrodynamic theory of coherent collective motion ("flocking") at a solid-liquid interface. The polar order parameter and concentration of a collection of "active" (self-propelled) particles at a planar interface between a…
We study stationary solutions to the continuity equation for weakly compressible flows. These describe non-equilibrium steady states of weakly dissipative dynamical systems. Compressibility is a singular perturbation that changes the steady…
The complex spatiotemporal patterns of atmospheric flows resulting from the cooperative existence of fluctuations ranging in size from millimeters to thousands of kilometers are found to exhibit long-range spatial and temporal correlations…
Using exact expressions for the persistence probability and for the leading eigenvalue of the Focker-Planck operator of a random walk in a random environment we establish a fundamental relation between the statistical properties of…
We consider the dynamics of systems of self propelling particles with nonholonomic constraints. A continuum model for a discrete algorithm used in works by T. Vicsek et al. is proposed. For a case of planar geometry the finite flocking…
The chaotic scattering theory is here extended to obtain escape-rate expressions for the transport coefficients appropriate for a simple classical fluid, or for a chemically reacting system. This theory allows various transport coefficients…
We propose a gate-based quantum algorithm for the prediction step of Bayesian state estimation based on the Fokker-Planck equation on a discretized position-velocity state space. The probability density is encoded in the amplitudes of a…
The spatially homogeneous Vlasov-Nordstr\"{o}m-Fokker-Planck system is known to exhibit nontrivial large time behavior, naturally leading to weak diffusion of the Fokker-Planck operator. This weak diffusion, combined with the singularity of…
An analytic solution for a Fokker-Planck equation that describes propagation of energetic particles through a scattering medium is obtained. The solution is found in terms of an infinite series of mixed moments of particle distribution. The…
We study a quantum particle propagating through a ``quantum mechanically chaotic'' background, described by parametric random matrices with only short range spatial correlations. The particle is found to exhibit turbulent-like diffusion…