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The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N stochastic variables with Lochner's generalized Dirichlet distribution (R.H. Lochner, A Generalized…
The problem of anomalous diffusion in momentum space is considered for plasma-like systems on the basis of a new collision integral, which is appropriate for consideration of the probability transition function (PTF) with long tails in…
We derive a relativistically covariant (although not manifestly so) equation for the distribution function of particles accelerated at shocks, which applies also to extremely relativistic shocks, and arbitrarily anisotropic particle…
The problem of diffusion in a time-dependent (and generally inhomogeneous) external field is considered on the basis of a generalized master equation with two times, introduced in [1,2]. We consider the case of the quasi Fokker-Planck…
The purpose of this work is to find the time dependent distributions of directions and positions of a particle that undergoes multiple elastic scattering. The angular cross section is given and the scatterers are randomly placed. The…
We have treated numerous illustrative examples of spin relaxation problems using Wigner's phase-space formulation of quantum mechanics of particles and spins. The merit of the phase space formalism as applied to spin relaxation problems is…
We study a deterministic method for particle transport in tissue in selected medical applications. Generalized Fokker-Planck (GFP) theory has been developed to improve the Fokker-Planck (FP) equation in cases where scattering is…
The influence of crowding on the diffusion of tagged particles in a dense medium is investigated in the framework of a mean-field model, derived in the continuum limit from a microscopic stochastic process with exclusion. The probability…
When a macroscopic-sized non-crystalline sample is illuminated using coherent x-ray radiation, a bifurcation of photon energy flow may occur. The coarse-grained complex refractive index of the sample may be considered to attenuate and…
The scattering process of two particles at Planck energies or beyond is calculated using the gravitational shock wave metric for a massive black hole. Then, the scattering between a heavy mass particle and a small mass one is deal with. The…
We present theoretical calculations of the ensemble-averaged (a.k.a. effective or coherent) wavefield propagating in a heterogeneous medium considered as one realization of a random process. In the literature, it is usually assumed that…
Fokker-Planck equations are extensively employed in various scientific fields as they characterise the behaviour of stochastic systems at the level of probability density functions. Although broadly used, they allow for analytical treatment…
We determine numerically the parallel, perpendicular, and antisymmetric diffusion coefficients for charged particles propagating in highly turbulent magnetic fields, by means of extensive Monte Carlo simulations. We propose simple…
The Fokker-Planck equation is a partial differential equation that describes the evolution of a probability distribution over time. It is used to model a wide range of physical and biological phenomena, such as diffusion, chemical…
The spin torque switching rate of an in-plane magnetized system in the presence of an applied field is derived by solving the Fokker-Planck equation. It is found that three scaling currents are necessary to describe the current dependence…
The systematic expansion method of the solution of the Fokker-Planck equation is developed by generalizing the formulation proposed in [J. Phys. A50, 325001 (2017)]. Using this method, we obtain a new formula to calculate the mean work…
The mean square displacement and instantaneous diffusion coefficient for different configurations of charged particles in stochastic motion are calculated by numerically solving the associated equations of motion. The method is suitable for…
The Fokker-Planck equation can be reformulated as a continuity equation, which naturally suggests using the associated velocity field in particle flow methods. While the resulting probability flow ODE offers appealing properties - such as…
The field theoretic renormalization group is applied to a simple model of random walk on a rough fluctuating surface. We consider the Fokker--Planck equation for a particle in a uniform gravitational field. The surface is modelled by the…
In a previous work, a perturbative approach to a class of Fokker-Planck equations, which have constant diffusion coefficients and small time-dependent drift coefficients, was developed by exploiting the close connection between the…