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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…

Statistical Mechanics · Physics 2015-05-28 A. Dechant , E. Lutz , E. Barkai , D. A. Kessler

In this work, 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…

Mathematical Physics · Physics 2015-05-28 Wen-Tsan Lin , Choon-Lin Ho

The steady state of the Fokker-Planck equation corresponding to a density dependent one-step process is approximated by a suitable normal distribution. Starting from the master equations of the process, written in terms of the time…

Dynamical Systems · Mathematics 2016-09-16 Peter L. Simon , Eszter Sikolya

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…

Statistical Mechanics · Physics 2015-05-18 S. A. Trigger , W. Ebeling , G. J. F. van Heijst , P. P. J. M. Schram , I. M. Sokolov

When a chaotic, ergodic Hamiltonian system with $N$ degrees of freedom is subject to sufficiently rapid periodic driving, its energy evolves diffusively. We derive a Fokker-Planck equation that governs the evolution of the system's…

Statistical Mechanics · Physics 2021-03-01 Wade Hodson , Christopher Jarzynski

We present a novel simulation-free framework for training continuous-time diffusion processes over very general objective functions. Existing methods typically involve either prescribing the optimal diffusion process -- which only works for…

Machine Learning · Computer Science 2025-06-24 Mengjian Hua , Eric Vanden-Eijnden , Ricky T. Q. Chen

We investigate the non-linear transport processes and hydrodynamization of a system of gluons undergoing longitudinal boost-invariant expansion. The dynamics is described within the framework of the Boltzmann equation in the small-angle…

High Energy Physics - Phenomenology · Physics 2021-03-24 A. Behtash , S. Kamata , M. Martinez , T. Schaefer , V. Skokov

It is long known that the Fokker-Planck equation with prescribed constant coefficients of diffusion and linear friction describes the ensemble average of the stochastic evolutions in velocity space of a Brownian test particle immersed in a…

Mathematical Physics · Physics 2009-11-11 Michael Kiessling , Carlo Lancellotti

Stochastic transport processes on networked domains (modelled on metric graphs) arise in a variety of applications where diffusion and drift mechanisms interact with an underlying graph structure. The Fokker--Planck equation provides a…

Numerical Analysis · Mathematics 2026-01-29 Ritu Kumari , Cyrille Kenne , Landry Djomegne , Mani Mehra

In the current paper Fokker Planck model of random walks has been extended to non conservative cases characterized by explicit dependence of diffusion and energy on time. A given generalization allows describing of such non equilibrium…

Chaotic Dynamics · Physics 2014-01-30 Sergey Kamenshchikov

The method of choice for integrating the time-dependent Fokker-Planck equation in high-dimension is to generate samples from the solution via integration of the associated stochastic differential equation. Here, we study an alternative…

Machine Learning · Computer Science 2023-02-17 Nicholas M. Boffi , Eric Vanden-Eijnden

In this paper, we develop a model to describe the generalized wave-particle instability in a quasi-neutral plasma. We analyze the quasi-linear diffusion equation for particles by expressing an arbitrary unstable and resonant wave mode as a…

Space Physics · Physics 2020-10-22 Seong-Yeop Jeong , Daniel Verscharen , Robert T. Wicks , Andrew N. Fazakerley

We use hydrodynamics to investigate non-stationary channel flows of freely cooling dilute granular gases. We focus on the regime where the sound travel time through the channel is much shorter than the characteristic cooling time of the…

Soft Condensed Matter · Physics 2009-11-13 Baruch Meerson , Itzhak Fouxon , Arkady Vilenkin

From the data analysis we defined distribution function against the population on the level of various structure units, namely regions, federal districts and the country on the whole. We have studied peculiarities of the distribution…

Physics and Society · Physics 2008-06-12 B. R. Gadjiev , M. A. Korolev , T. B. Progulova

The aim of this paper is to obtain estimates for the density of the law of a specific nonlinear diffusion process at any positive bounded time. This process is issued from kinetic theory and is called Landau process, by analogy with the…

Probability · Mathematics 2016-08-16 Hélène Guérin , Sylvie Méléard , Eulalia Nualart

We introduce a fractional Fokker-Planck equation with a temporal power-law dependence on the drift force fields. For this case, the moments of the tracer from the force-force correlation in terms of the time-dependent drift force fields are…

Statistical Mechanics · Physics 2007-05-23 Kyungsik Kim , Y. S. Kong

Analytical model for impedance of oxygen transport in the gas--diffusion layer (GDL) and cathode channel of a PEM fuel cell is developed. The model is based on transient oxygen mass conservation equations coupled to the proton current…

Chemical Physics · Physics 2021-11-09 Andrei Kulikovsky

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 $\gamma$,…

Statistical Mechanics · Physics 2016-01-20 G. Suárez , M. Hoyuelos , H. Mártin

We study the long-time dynamics of two-dimensional linear Fokker-Planck equations driven by a drift that can be decomposed in the sum of a large shear component and the gradient of a regular potential depending on one spatial variable. The…

Analysis of PDEs · Mathematics 2020-08-28 Michele Coti Zelati , Grigorios A. Pavliotis

The unified description of diffusion processes that cross over from a ballistic behavior at short times to normal or anomalous diffusion (sub- or superdiffusion) at longer times is constructed on the basis of a non-Markovian generalization…

Statistical Mechanics · Physics 2013-03-26 Valery Ilyin , Itamar Procaccia , Anatoly Zagorodny
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