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This paper is devoted to the anomalous diffusion limit of kinetic equations with a fractional Fokker-Planck collision operator in a spatially bounded domain. We consider two boundary conditions at the kinetic scale: absorption and specular…

Analysis of PDEs · Mathematics 2017-11-10 Ludovic Cesbron

Three-dimensional turbulence is usually studied experimentally by using a spatially localized forcing at large scales (e.g. via rotating blades or oscillating grids), often in a deterministic way. Here, we report an original technique where…

Diffusion in nonhomogeneous media is described by a dynamical process driven by a general Levy noise and subordinated to a random time; the subordinator depends on the position. This problem is approximated by a multiplicative process…

Statistical Mechanics · Physics 2015-06-18 Tomasz Srokowski

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

In inhomogeneous environments, the correct expression of the diffusive flux is often not given by the Fick's law $\Gamma = - D \nabla n $. The most general hydrodynamic equation modelling diffusion is indeed the Fokker-Planck Equation…

Plasma Physics · Physics 2009-03-18 F. Sattin

A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. The fundamental solution (for the…

Statistical Mechanics · Physics 2007-09-25 Rudolf Gorenflo , Francesco Mainardi , Daniele Moretti , Gianni Pagnini , Paolo Paradisi

We consider a generalised diffusion equation in two dimensions for modeling diffusion on a comb-like structures. We analyse the probability distribution functions and we derive the mean squared displacement in $x$ and $y$ directions.…

Statistical Mechanics · Physics 2016-06-23 Trifce Sandev , Alexander Iomin , Holger Kantz , Ralf Metzler , Aleksei Chechkin

The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N coupled stochastic variables with the Dirichlet distribution as its asymptotic solution. To ensure a bounded…

Mathematical Physics · Physics 2013-03-05 J. Bakosi , J. R. Ristorcelli

In this paper, we solve the joint probability density for the passive and active particles with harmonic, viscous, and perturbative forces. After deriving the Fokker-Planck equation for a passive and a run-and-tumble particles, we…

Statistical Mechanics · Physics 2024-09-10 Jae-Won Jung , Sung Kyu Seo , Kyungsik Kim

This paper is devoted to Fokker-Planck and linear kinetic equations with very weak confinement corresponding to a potential with an at most logarithmic growth and no integrable stationary state. Our goal is to understand how to measure the…

Analysis of PDEs · Mathematics 2019-01-25 Emeric Bouin , Jean Dolbeault , Christian Schmeiser

A rigorous definition of a path integral for a spinning particle in three dimensions is given on a regular cubic lattice. The critical diffusion constant and the associated critical exponents in each spin are calculated. Continuum field…

High Energy Physics - Theory · Physics 2007-05-23 Masako Asano , Chigak Itoi , Shin-Ichi Kojima

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…

Computational Physics · Physics 2023-11-29 Wisit Mangthas , Waipot Ngamsaad

The diffusion forecasting is a nonparametric approach that provably solves the Fokker-Planck PDE corresponding to It\^o diffusion without knowing the underlying equation. The key idea of this method is to approximate the solution of the…

Numerical Analysis · Mathematics 2018-01-17 John Harlim , Haizhao Yang

We study spectral properties of the Fokker-Planck operator that represents particles moving via a combination of diffusion and advection in a time-independent random velocity field, presenting in detail work outlined elsewhere [J. T.…

Disordered Systems and Neural Networks · Physics 2011-08-05 J. T. Chalker , Z. Jane Wang

A fluid-dynamic approach to the diffusion of heavy quarks in the quark--gluon plasma (QGP) is presented. Specifically, we analyze the Fokker-Planck equation for the momentum transport of heavy quarks from a fluid perspective and use a…

Nuclear Theory · Physics 2022-08-31 F. Capellino , A. Beraudo , A. Dubla , S. Floerchinger , S. Masciocchi , J. Pawlowski , I. Selyuzhenkov

A possible way to calculate particle spectra as a function of position in pulsar wind nebulae is to solve a Fokker-Planck transport equation. This paper presents numerical solutions to the transport equation with the processes of…

High Energy Astrophysical Phenomena · Physics 2013-09-24 M. J. Vorster , H. Moraal

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…

Mathematical Physics · Physics 2015-05-27 Wen-Tsan Lin , Choon-Lin Ho

In this paper we study a three dimensional thermocline planetary geostrophic ``horizontal" hyper--diffusion model of the gyre-scale midlatitude ocean. We show the global existence and uniqueness of the weak and strong solutions to this…

Analysis of PDEs · Mathematics 2009-11-10 Chongsheng Cao , Edriss S. Titi , Mohammed Ziane

The aim of the study is to compare the standard Maxwell-Stefan model of diffusion with the higher-order one recently derived. This higher-order model takes into account the influence of the complete pressure tensor. A numerical scheme is…

Analysis of PDEs · Mathematics 2024-07-18 Bérénice Grec , Srboljub Simic

We describe conditions on non-gradient drift diffusion Fokker-Planck equations for its solutions to converge to equilibrium with a uniform exponential rate in Wasserstein distance. This asymptotic behaviour is related to a functional…

Probability · Mathematics 2012-09-19 François Bolley , Ivan Gentil , Arnaud Guillin