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Experimental work has shown that non-equilibrium concentration fluctuations arise during free diffusion in fluids and theoretical analysis has been carried on. The results show that, in usual three-dimensional fluids, the phenomenon is…

Fluid Dynamics · Physics 2016-08-31 Doriano Brogioli , Alberto Vailati

The fractional Fokker-Planck equation for subdiffusion in time-dependent force fields is derived from the underlying continuous time random walk. Its limitations are discussed and it is then applied to the study of subdiffusion under the…

Statistical Mechanics · Physics 2009-06-02 E. Heinsalu , M. Patriarca , I. Goychuk , P. Hanggi

It is well-known that the excursions of a one-dimensional diffusion process can be studied by considering a certain Riccati equation associated with the process. We show that, in many cases of interest, the Riccati equation can be solved in…

Probability · Mathematics 2010-02-11 Alain Comtet , Yves Tourigny

We present a formulation of an optimal control problem for a two-dimensional diffusion process governed by a Fokker-Planck equation to achieve a nonequilibrium steady state with a desired circulation while accelerating convergence toward…

Systems and Control · Electrical Eng. & Systems 2026-03-26 Norihisa Namura , Hiroya Nakao

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

We use confocal microscopy to directly visualize the spatial fluctuations in fluid flow through a three-dimensional porous medium. We find that the velocity magnitudes and the velocity components both along and transverse to the imposed…

Soft Condensed Matter · Physics 2013-08-07 Sujit S. Datta , Harry Chiang , T. S. Ramakrishnan , David A. Weitz

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

We examine a generalized KPP equation with a ``$q$-diffusion", which is a framework that unifies various standard linear diffusion regimes: Fickian diffusion ($q = 0$), Stratonovich diffusion ($q = 1/2$), Fokker-Planck diffusion ($q = 1$),…

Analysis of PDEs · Mathematics 2025-10-02 Nathanaël Boutillon , Yong-Jung Kim , Lionel Roques

A linear singularly perturbed convection-diffusion problem with characteristic layers is considered in three dimensions. Sharp bounds for the associated Green's function and its derivatives are established in the $L_1$ norm. The dependence…

Numerical Analysis · Mathematics 2015-03-19 S. Franz , N. Kopteva

Motivated by recent applications of superdiffusive transport models to shock-accelerated particle distributions in the heliosphere, we solve analytically a one-dimensional fractional diffusion-advection equation for the particle density. We…

Space Physics · Physics 2015-06-23 Yuri E. Litvinenko , Frederic Effenberger

Mathematical models based on probability density functions (PDF) have been extensively used in hydrology and subsurface flow problems, to describe the uncertainty in porous media properties (e.g., permeability modelled as random field).…

Fluid Dynamics · Physics 2020-06-01 Matteo Icardi , Marco Dentz

We show how a recent proposal to obtain the distribution of conductances in three dimensions (3D) from a generalized Fokker-Planck equation for the joint probability distribution of the transmission eigenvalues can be implemented for all…

Mesoscale and Nanoscale Physics · Physics 2009-11-10 P. Markos , K. A. Muttalib , P. Wolfle , J. R. Klauder

We consider the motion of a particle described by an action that is a functional of the Frenet-Serret [FS] curvatures associated with the embedding of its worldline in Minkowski space. We develop a theory of deformations tailored to the FS…

High Energy Physics - Theory · Physics 2009-11-07 G. Arreaga , R. Capovilla , J. Guven

A relativistic diffusion model with cylindrical symmetry, which propagates an initial state based on quantum chromodynamics in time towards a thermal equilibrium limit, is derived from nonequilibrium-statistical considerations: Adapting an…

High Energy Physics - Phenomenology · Physics 2024-03-29 Johannes Hoelck , Georg Wolschin

We propose fractional Fokker-Planck equation for the kinetic description of relaxation and superdiffusion processes in constant magnetic and random electric fields. We assume that the random electric field acting on a test charged particle…

Plasma Physics · Physics 2009-11-07 A. Chechkin , V. Gonchar , M. Szydlowski

Recently, analytical solutions of a nonlinear Fokker-Planck equation describing anomalous diffusion with an external linear force were found using a non extensive thermostatistical Ansatz. We have extended these solutions to the case when…

Statistical Mechanics · Physics 2009-02-06 German Drazer , Horacio S. Wio , Constantino Tsallis

The diffusion equation and its time-fractional counterpart can be obtained via the diffusion limit of continuous-time random walks with exponential and heavy-tailed waiting time distributions. The space dependent variable-order…

Statistical Mechanics · Physics 2025-10-24 Christopher N. Angstmann , Daniel S. Han , Bruce I. Henry , Boris Z. Huang , Zhuang Xu

Measurements of lateral diffusion of proteins in a membrane typically assume that the movement of the protein occurs in a flat plane. Real membranes, however, are subject to thermal fluctuations, leading to movement of an inclusion into the…

Soft Condensed Matter · Physics 2007-05-23 E. Reister , U. Seifert

Anomalous diffusion is predicted for Brownian particles in inhomogeneous viscosity landscapes by means of scaling arguments, which are substantiated through numerical simulations. Analytical solutions of the related Fokker-Planck equation…

We investigate the diffusive properties of energy fluctuations in a one-dimensional diatomic chain of hard-point particles interacting through a square--well potential. The evolution of initially localized infinitesimal and finite…

Statistical Mechanics · Physics 2009-11-13 L. Delfini , S. Denisov , S. Lepri , R. Livi , P. K. Mohanty , A. Politi
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