Related papers: Perturbative solution of Vlasov equation for perio…
Suppose that particles are randomly distributed in $\bR^d$, and they are subject to identical stochastic motion independently of each other. The Smoluchowski process describes fluctuations of the number of particles in an observation region…
We study a system of reflected Brownian motions on the positive half-line in which each particle has a drift toward the origin determined by the local times at the origin of all the particles. If this local time drift is too strong, such…
The initial value problem for the Vlasov-Poisson system is by now well understood in the case of an isolated system where, by definition, the distribution function of the particles as well as the gravitational potential vanish at spatial…
We study the statistics of the force felt by a particle in the class of spatially correlated distribution of identical point-like particles, interacting via a $1/r^2$ pair force (i.e. gravitational or Coulomb), and obtained by randomly…
We consider a $N$-particle system interacting through the Newtonian potential with a polynomial cut-off in the presence of noise in velocity. We rigorously prove the propagation of chaos for this interacting stochastic particle system.…
Equation for anomalous diffusion in momentum space, recently obtained in the recent paper (S.A. Trigger, ArXiv 0907.2793 v1, [cond-matt. stat.-mech.], 16 July 2009) is solved for the stationary and non-stationary cases on basis of the…
We study the large-time behaviour of Brownian particles moving through a viscous medium in a confined potential, and which are further subjected to position-dependent driving forces that are periodic in time. We focus on the case where…
This work deals with the numerical solution of the Vlasov equation. This equation gives a kinetic description of the evolution of a plasma, and is coupled with Poisson's equation for the computation of the self-consistent electric field.…
Although partition temperature derived using the Darwin-Fowler method is exact for simple scenarios, the derivation for complex systems might reside on specific approximations whose viability is not ensured if the thermodynamic limit is not…
This paper proposes a physical-statistical modeling approach for spatio-temporal data arising from a class of stochastic convection-diffusion processes. Such processes are widely found in scientific and engineering applications where…
We study a coupled kinetic-non-Newtonian fluid system on the periodic domain ${\mathbb T}^3$, where particles evolve by a Vlasov equation and interact with an incompressible power-law fluid through a drag force. We prove the global…
We address the long time behaviour of weakly interacting diffusive particle systems on the d-dimensional torus. Our main result is to show that, under certain regularity conditions, the weak error between the empirical distribution of the…
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…
Deterministic diffusion in temporally oscillating convection is studied for particles with finite mass. The particles are assumed to obey a simple dissipative dynamical system and the particle diffusion is induced by the strange attractor.…
In this paper, we are interested in a generalised Vlasov equation, which describes the evolution of the probability density of a particle evolving according to a generalised Vlasov dynamic. The achievement of the paper is twofold. Firstly,…
A granular gas composed of inelastic hard spheres or disks in the homogeneous cooling state is considered. Some of the particles are labeled and their number density exhibits a time-independent linear profile along a given direction. As a…
We study the dynamics of Brownian particles in a heterogeneous one-dimensional medium with a spatially-dependent diffusion coefficient of the form $D(x)\sim |x|^c$, at constant temperature. The particle's probability distribution function…
We consider a one-dimensional stationary time series of fixed duration $T$. We investigate the time $t_{\rm m}$ at which the process reaches the global maximum within the time interval $[0,T]$. By using a path-decomposition technique, we…
Self-gravitating system are non-equilibrium a priory. A new approach is proposed, which employs a non-equilibrium statistical operator into account inhomogeneous distribution of particles and temperature. The method involves the saddle -…
We investigate an example of noise-induced stabilization in the plane that was also considered in (Gawedzki, Herzog, Wehr 2010) and (Birrell, Herzog, Wehr 2011). We show that despite the deterministic system not being globally stable, the…