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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…

Probability · Mathematics 2025-10-24 Carlos Escudero , Helder Rojas

We consider the solvability of the Fokker-Planck equation with both time-dependent drift and diffusion coefficients by means of the similarity method. By the introduction of the similarity variable, the Fokker-Planck equation is reduced to…

Mathematical Physics · Physics 2016-12-28 C. -L. Ho

This study investigates the asymptotic dynamics of solutions to the Fokker-Planck-Kolmogorov (FPK) equation, with a specific focus on ship roll stability in dynamic sea conditions. Utilizing a fourth-order filter, we conduct a thorough…

Mathematical Physics · Physics 2025-10-03 Abdelkader Tizaoui

Starting from first principles, we formulate a theory of wave packet propagation in a nonlinear, disordered medium of any dimension, through the derivation of a Fokker-Planck transport equation. Our theory is based on a diagrammatic…

Disordered Systems and Neural Networks · Physics 2011-10-28 Nicolas Cherroret , Thomas Wellens

We define the Dyson diffusion process on a curved smooth closed contour in the plane and derive the Fokker-Planck equation for probability density. Its stationary solution is shown to be the Boltzmann weight for the logarithmic gas confined…

Mathematical Physics · Physics 2022-11-07 A. Zabrodin

This paper develops solutions of fractional Fokker-Planck equations describing subdiffusion of probability densities of stochastic dynamical systems driven by non-Gaussian L\'evy processes, with space-time-dependent drift, diffusion and…

Probability · Mathematics 2016-11-29 Erkan Nane , Yinan NI

The dynamics and the steady states of a point-like tracer particle immersed in a confined critical fluid are studied. The fluid is modeled field-theoretically in terms of an order parameter (concentration or density field) obeying…

Statistical Mechanics · Physics 2023-01-03 Markus Gross

Kinetic equations for the stationary state distribution function of ions moving through narrow pores are solved for a number of one-dimensional models of single ion transport. Ions move through pores of length $L$, under the action of a…

Soft Condensed Matter · Physics 2009-11-10 Jaroslaw Piasecki , Rosalind J. Allen , Jean-Pierre Hansen

In this paper we present a direct perturbative method to solving certain Fokker-Planck equations, which have constant diffusion coefficients and some small parameters in the drift coefficients. The method makes use of the connection between…

Mathematical Physics · Physics 2009-11-13 Choon-Lin Ho , Yan-Min Dai

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…

Disordered Systems and Neural Networks · Physics 2009-10-31 S. Anantha Ramakrishna , N. Kumar

We consider the one-dimensional diffusion of a particle on a semi-infinite line and in a piecewise linear random potential. We first present a new formalism which yields an analytical expression for the Green function of the Fokker-Planck…

Disordered Systems and Neural Networks · Physics 2015-06-25 Petr Chvosta , Noelle Pottier

The analytical theory of diffusive cosmic ray acceleration at parallel stationary shock waves with magnetostatic turbulence is generalized to arbitrary shock speeds $V_s=\beta_1c$, including in particular relativistic speeds. This is…

High Energy Astrophysical Phenomena · Physics 2015-08-19 Reinhard Schlickeiser

This is an early but comprehensive review of the PNP Poisson Nernst Planck theory of ion channels. Extensive reference is made to the earlier literature. The starting place for this theory of open channels is a theory of electrodiffusion…

Biomolecules · Quantitative Biology 2010-09-16 Bob Eisenberg

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…

Statistical Mechanics · Physics 2013-12-03 Shamik Gupta , Alessandro Campa , Stefano Ruffo

We consider Fokker-Planck equations with tilted periodic potential in the subcritical regime and characterize the spatio-temporal dynamics of the partial masses in the limit of vanishing diffusion. Our convergence proof relies on suitably…

Analysis of PDEs · Mathematics 2020-03-17 Michael Herrmann , Barbara Niethammer

Diffusion in inhomogeneous materials can be described by both the Fick and Fokker--Planck diffusion equations. Here, we study a mixed Fick and Fokker-Planck diffusion problem with coefficients rapidly oscillating both in space and time. We…

Analysis of PDEs · Mathematics 2020-03-17 Micol Amar , Daniele Andreucci , Emilio N. M. Cirillo

By collecting from literature data the experimental evidences of anomalous diffusion of passive tracers inside cytoplasm, and in particular of subdiffusion of mRNA molecules inside live E. coli cells, we get the probability density function…

Statistical Mechanics · Physics 2022-09-05 Claudio Runfola , Silvia Vitali , Gianni Pagnini

We study the relaxation to equilibrium for a class linear one-dimensional Fokker-Planck equations characterized by a particular subcritical confinement potential. An interesting feature of this class of Fokker-Planck equations is that, for…

Analysis of PDEs · Mathematics 2021-03-23 G. Toscani , M. Zanella

A simple theory of ion permeation through a channel is presented, in which diffusion occurs according to Fick's law and drift according to Ohm's law, in the electric field determined by all the charges present. This theory accounts for…

Biomolecules · Quantitative Biology 2016-10-17 Bob Eisenberg

The analysis of the low-frequency conductivity spectra of the clay-water mixtures is presented. The conductivity spectra for samples at different water content values are shown to collapse to a single master curve when appropriately…

Soft Condensed Matter · Physics 2007-05-23 Dean Korosak , Bruno Cvikl , Janja Kramer , Renata Jecl , Anita Prapotnik , Miran Veselic
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