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The Fokker-Planck equation provides complete statistical description of a particle undergoing random motion in a solvent. In the presence of Lorentz force due to an external magnetic field, the Fokker-Planck equation picks up a tensorial…
We consider a kinetic model whose evolution is described by a Boltzmann-like equation for the one-particle phase space distribution $f(x,v,t)$. There are hard-sphere collisions between the particles as well as collisions with randomly fixed…
We consider a particle moving with equation of motion $\dot x=f(t)$, where $f(t)$ is a random function with statistics which are independent of $x$ and $t$, with a finite drift velocity $v=\langle f\rangle$ and in the presence of a…
In this paper we present a self-contained macroscopic description of diffusive systems interacting with boundary reservoirs and under the action of external fields. The approach is based on simple postulates which are suggested by a wide…
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…
One key issue in the probability density function (PDF) approach for disperse two-phase turbulent flows is to close the diffusion term in the phase space. This study aimed to derive a kinetic equation for particle dispersion in turbulent…
A Langevin equation is suggested to describe a system driven by correlated Gaussian white noise as well as with positive and negative damping demarcated by a critical velocity. The equation can be transformed into the Fokker-Planck equation…
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…
Finite size effects in the equilibrium phase space density distribution function are taken into account for alculations of the relaxation of collective motion in finite nuclei. Memory effects in the collision integral and the diffusivity…
A class of parametric distribution functions has been proposed in [C.DiTroia, Plasma Physics and Controlled Fusion,54,2012] as equilibrium distribution functions (EDFs) for charged particles in fusion plasmas, representing supra-thermal…
There are many fields where the transition from diffusive to ballistic motion is important. Here we deal with relaxation processes in nmr in gases. Correlation functions for trajectory variables (position and velocity) valid across this…
The relation between relaxation and diffusion is investigated in a Hamiltonian system of globally coupled rotators. Diffusion is anomalous if and only if the system is going towards equilibrium. The anomaly in diffusion is not anomalous…
A generalisation of Takens' delay-coordinate embedding theorem to stochastic systems, the Stochastic Embedding Sufficiency Theorem, is an inverse methodology enabling non-parametric recovery of both drift and diffusion fields from scalar…
We study time evolution of critical fluctuations of conserved charges near the QCD critical point in the context of relativistic heavy ion collisions. A stochastic diffusion equation is employed in order to describe the diffusion property…
A partial differential equation governing the global evolution of the joint probability distribution of an arbitrary number of local flow observations, drawn randomly from a control volume, is derived and applied to examples involving…
Diffusion of colloidal particles in a complex environment such as polymer networks or biological cells is a topic of high complexity with significant biological and medical relevance. In such situations, the interaction between the…
We focus on variational inference in dynamical systems where the discrete time transition function (or evolution rule) is modelled by a Gaussian process. The dominant approach so far has been to use a factorised posterior distribution,…
When a Hamiltonian system undergoes a stochastic, time-dependent anharmonic perturbation, the values of its adiabatic invariants as a function of time follow a distribution whose shape obeys a Fokker-Planck equation. The effective dynamics…
This paper develops a rigorous probabilistic framework that extends denoising diffusion models to the setting of noncommutative random variables. Building on Voiculescu's theory of free entropy and free Fisher information, we formulate…
A non--linear diffusion equation is derived by taking into account hopping rates depending on the occupation of next neighbouring sites. There appears additonal repulsive and attractive forces leading to a changed local mobiltiy. The…