Related papers: Temporal Fokker-Planck Equations
Propagation in quantum walks is revisited by showing that very general 1D discrete-time quantum walks with time- and space-dependent coefficients can be described, at the continuous limit, by Dirac fermions coupled to electromagnetic…
We outline a statistical theory of turbulence based on the Lagrangian formulation of fluid motion. We derive a hierarchy of evolution equations for Lagrangian N-point probability distributions as well as a functional equation for a suitably…
We investigate in this paper propagation phenomena for the heterogeneous reaction-diffusion equation $\partial_t u -\Delta u = f(t,u)$, $x\in R^N$, $t\in\R$, where f=f(t,u) is a KPP monostable nonlinearity which depends in a general way on…
Of primary interest in this paper is the numerical approximation of a time dependent fractional, in space, diffusion equation where the domain is assumed to be nonhomogeneous, having different axial diffusion coefficients. This work is…
This paper is devoted to a fundamental solution of a nonlinear kinetic equation involving a porous medium or fast diffusion operator acting on velocities. Such a nonlinearity has interesting scaling properties, which result in a…
We explore the diffusion process in the non-Markovian spatio-temporal noise.%the escape rate problem in the non-Markovian spatio-temporal random noise. There is a non-trivial short memory regime, i.e., the Markovian limit characterized by a…
The Debye-Falkenhagen differential equation is commonly used as a mean-field macroscopic model for describing electrochemical ionic drift and diffusion in dilute binary electrolytes when subjected to a suddenly applied potential smaller…
Fractional derivative in time variable is introduced into the Fokker-Planck equation of a population growth model. It's solution, the KNO scaling function, is transformed into the generating function for the multiplicity distribution.…
Evaluating the completion time of a random algorithm or a running stochastic process is a valuable tip not only from a purely theoretical, but also pragmatic point of view. In the formal sense, this kind of a task is specified in terms of…
The linear Boltzmann equation approach is generalized to describe fractional superdiffusive transport of the Levy walk type in external force fields. The time distribution between scattering events is assumed to have a finite mean value and…
An exact description of the statistical motion of active particles in three dimension is presented in the framework of a generalized diffusion equation. Such a generalization contemplates a non-local, in time and space, connecting (memory)…
We propose a new Neural Galerkin Normalizing Flow framework to approximate the transition probability density function of a diffusion process by solving the corresponding Fokker-Planck equation with an atomic initial distribution,…
The normalization condition, average values and reduced distribution functions can be generalized by fractional integrals. The interpretation of the fractional analog of phase space as a space with noninteger dimension is discussed. A…
The Markovian diffusion theory in the phase space is generalized within the framework of the general theory of relativity. The introduction of moving orthonormal frame vectors both for the position as well the velocity space enables to…
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…
Continuous Time Random Walk(CTRW) is a model where particle's jumps in space are coupled with waiting times before each jump. A Continuous Time Random Walk Limit(CTRWL) is obtained by a limit procedure on a CTRW and can be used to model…
We investigate the diffusive motion of an overdamped classical particle in a 1D random potential using the mean first-passage time formalism and demonstrate the efficiency of this method in the investigation of the large-time dynamics of…
We analyze the diffusion of a Brownian particle in a fluid under stationary flow. By using the scheme of non-equilibrium thermodynamics in phase space, we obtain the Fokker-Planck equation which is compared with others derived from kinetic…
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…
I derive a temporally propagated uni-directional optical pulse equation valid in the few cycle limit. Temporal propagation is advantageous because it naturally preserves causality, unlike the competing spatially propagated models. The exact…