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When particles are multiply scattered by a random potential, their momentum distribution becomes isotropic on average. We study this quantum dynamics numerically and with a master equation. We show how to measure the elastic scattering time…
The propagation of light in a scattering medium is described as the motion of a special kind of a Brownian particle on which the fluctuating forces act only perpendicular to its velocity. This enforces strictly and dynamically the…
A generalized Fokker-Planck equation is derived to describe particle kinetics in specific situations when the probability transition function (PTF) has a long tail in momentum space. The equation is valid for an arbitrary value of the…
A microscopic analysis of the viscous energy gain of energetic particles in (gradual) non-relativistic shear flows is presented. We extend previous work and derive the Fokker-Planck coefficients for the average rate of momentum change and…
Probabilistic tractography based on diffusion weighted MRI has become a powerful approach for quantifying structural brain connectivities. In several works the similarity of probabilistic tractography and path integrals was already pointed…
We investigate the diffusion of particles in an attractive one-dimensional potential that grows logarithmically for large $|x|$ using the Fokker-Planck equation. An eigenfunction expansion shows that the Boltzmann equilibrium density does…
The transport of energetic particles in a spatially varying magnetic field is described by the focused transport equation. In the past two versions of this equation were investigated. The more commonly used standard form described a…
The adjoint Fokker-Planck equation method is applied to study the runaway probability function and the expected slowing-down time for highly relativistic runaway electrons, including the loss of energy due to synchrotron radiation. In…
A nonlinear Fokker-Planck equation is obtained in the continuous limit of a one-dimensional lattice with an energy landscape of wells and barriers. Interaction is possible among particles in the same energy well. A parameter $\gamma$,…
Wave propagation is studied in a sufficiently anisotropic random medium that backscattering along one direction can be neglected. A Fokker-Planck equation is derived the solution to which would provide a complete statistical description of…
A Fokker Planck equation on fractal curves is obtained, starting from Chapmann-Kolmogorov equation on fractal curves. This is done using the recently developed calculus on fractals, which allows one to write differential equations on…
When the complete understanding of a complex system is not available, as, e.g., for systems considered in the real-world, we need a top-down approach to complexity. In this approach one may start with the desire to understand general…
Using simple kinematical arguments, we derive the Fokker-Planck equation for diffusion processes in curved spacetimes. In the case of Brownian motion, it coincides with Eckart's relativistic heat equation (albeit in a simpler form), and…
This paper derives the Fokker-Planck (FP) equation for a particle moving in potential by a randomly modulated dipole. The FP equation describes the anomalous diffusion observed in the companion paper [1] and breaks the conservation of the…
In this paper the interaction of a scalar field and the electromagnetic field in phase space is analyzed. The scattering process is calculated up to first order in the Planck constant which is obtained by an expansion of the Moyal product…
Background: Path integrals are a powerful tool for solving problems in quantum theory that are not amenable to a treatment by perturbation theory. Most path integral computations require an analytic continuation to imaginary time. While…
This paper introduces a comprehensive extension of the path integral formalism to model stochastic processes with arbitrary multiplicative noise. To do so, It\^o diffusive process is generalized by incorporating a multiplicative noise term…
Diffusion theory establishes a fundamental connection between stochastic differential equations and partial differential equations. The solution of a partial differential equation known as the Fokker-Planck equation describes the…
The transport of high-energy particles in the presence of small-scale, turbulent magnetic fields is a long-standing issue in astrophysics. Analytical theories on transport perpendicular to the large-scale magnetic field disagree with…
We describe a new approach for modeling the transport of high energy particles accelerated during flares from the acceleration region in the solar corona until their eventual thermalization in the flare footpoint. Our technique numerically…