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The solution to nonlinear Fokker-Planck equation is constructed in terms of the minimal Markov semigroup generated by the equation. The semigroup is obtained by a purely functional analytical method via Hille-Yosida theorem. The existence…

Mathematical Physics · Physics 2007-05-23 Hong Qian , Min Qian , Xiang Tang

As for the spatially homogeneous Boltzmann equation of Maxwellian molecules with the fractional Fokker-Planck diffusion term, we consider the Cauchy problem for its Fourier-transformed version, which can be viewed as a kinetic model for the…

Analysis of PDEs · Mathematics 2015-10-30 Yong-Kum Cho

We consider the usual Langevin equation depending on an internal time. This parameter is substituted by a first passage time of a self-similar Markov process. Then the Gaussian process is parent, and the hitting time process is directing.…

Statistical Mechanics · Physics 2011-11-15 Aleksander Stanislavsky

We study Brownian motion driven with both conservative and nonconservative external forces. By using the thermodynamic approach of the theory of Brownian motion we obtain the Fokker-Planck equation and derive expressions for the Fluctuation…

Statistical Mechanics · Physics 2009-11-13 A. Perez-Madrid , I. Santamaria-Holek

The Dougherty model Fokker-Planck operator is extended to describe nonlinear full-f collisions between multiple species in plasmas. Simple relations for cross-species interactions are developed which obey conservation laws, and reproduce…

Plasma Physics · Physics 2022-06-01 Manaure Francisquez , James Juno , Ammar Hakim , Gregory W. Hammett , Darin R. Ernst

Employing time-dependent projection formalism, a Fokker-Planck equation with non-Markovian transport coefficients is derived for large amplitude collective motion. Properties of transport coefficients for diffusion processes in a potential…

Nuclear Theory · Physics 2007-05-23 Noboru Takigawa , Sakir Ayik , Sachie Kimura

$H$-theorem states that the entropy production is nonnegative and, therefore, the entropy of a closed system should monotonically change in time. In information processing, the entropy production is positive for random transformation of…

Statistical Mechanics · Physics 2014-10-10 Alexander N. Gorban

We study the N-dependence of the thermodynamical variables and the dynamical behavior of the well-known Hamiltonian Mean Field model. Microcanonical analysis revealed a thermodynamic limit which defers from the a priory traditional…

Statistical Mechanics · Physics 2007-05-23 L. Velazquez , R. Sospedra , J. C. Castro , F. Guzman

We introduce what we call the second-order Boltzmann-Gibbs principle, which allows to replace local functionals of a conservative, one-dimensional stochastic process by a possibly nonlinear function of the conserved quantity. This…

Probability · Mathematics 2015-06-17 Patricia Gonçalves , Milton Jara

This paper has been withdrawn from the arXiv. It is now published by Elsevier in Nonlinear Analysis: Hybrid Systems, see http://dx.doi.org/10.1016/j.nahs.2009.07.008 . A general formulation of the Fokker-Planck-Kolmogorov (FPK) equation for…

Probability · Mathematics 2010-09-17 Julien Bect

We complete the kinetic theory of inhomogeneous systems with long-range interactions initiated in previous works. We use a simpler and more physical formalism. We consider a system of particles submitted to a small external stochastic…

Statistical Mechanics · Physics 2023-08-23 Pierre-Henri Chavanis

This paper considers a kinetic equation for an unbounded two-dimensional single species point vortex system. No axisymmetric flow is assumed. Using the kinetic theory based on the Klimontovich formalism, we derive a collision term…

Statistical Mechanics · Physics 2013-03-13 Yuichi Yatsuyanagi , Tadatsugu Hatori

A thermodynamics for systems at a stationary states is formulated. It is based upon the assumption of the existence of local equilibrium in phase space which enables one to interpret the probability density ans its conjugated nonequilibrium…

Statistical Mechanics · Physics 2007-05-23 I. Santamaria-Holek , J. M. Rubi , A. Perez-Madrid

This paper uses dynamical invariants to describe the evolution of collisionless systems subject to time-dependent gravitational forces without resorting to maximum-entropy probabilities. We show that collisionless relaxation can be viewed…

Astrophysics of Galaxies · Physics 2015-06-03 Jorge Peñarrubia

We examine the validity of the Fokker-Planck equation with linear force coefficients as an approximation to the kinetic equation of nucleation in homogeneous isothermal multicomponent condensation. Starting with a discrete equation of…

Classical Physics · Physics 2021-10-04 Yuri S. Djikaev , Eli Ruckenstein , Mark Swihart

Certain types of active systems can be treated as an equilibrium system with excess non-conservative forces driving some of the microscopic degrees of freedom. We derive results for how many particles interacting with each other with both…

Statistical Mechanics · Physics 2021-02-24 Dino Osmanovic

We present the Fokker-Planck equation (FPE) for an inhomogeneous medium with a position-dependent mass particle by making use of the Langevin equation, in the context of a generalized deformed derivative for an arbitrary deformation space…

Statistical Mechanics · Physics 2020-12-17 Bruno G. da Costa , Ignacio S. Gomez , Ernesto P. Borges

In this paper we present a new derivation of the $H$-theorem and the corresponding collisional equilibrium velocity distributions, within the framework of Tsallis' nonextensive thermostatistics. Unlike previous works, in our derivation we…

Statistical Mechanics · Physics 2009-11-10 Fernando M. Ramos , Reinaldo R. Rosa , Luis A. W. Bambace

We develop a highly efficient method to numerically simulate thermal fluctuations and correlations in non-relativistic continuous bosonic one-dimensional systems. The method is suitable for arbitrary local interactions as long as the system…

Quantum Gases · Physics 2020-04-21 Stefan Beck , Igor E. Mazets , Thomas Schweigler

We test Boltzmann's H-theorem for several models of particle random walk. We study the influence of interaction between the particle and reservoir/detectors on entropy and find entropy increasing in time for some models and behaving…

Quantum Physics · Physics 2015-02-13 G. B. Lesovik , I. A. Sadovskyy
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