Related papers: Observation estimate for kinetic transport equatio…
The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N stochastic variables with Lochner's generalized Dirichlet distribution (R.H. Lochner, A Generalized…
Anomalous diffusion and power-law distributions are observed in various complex systems. To provide a consistent dynamical foundation for these phenomena, we present a geometric derivation of the nonlinear Fokker-Planck equation by…
We derive approximate iterative analytical solutions of the non-extensive Boltzmann transport equation in the relaxation time approximation. The approximate solutions almost overlap with the exact solution for a considerably wide range of…
The Fokker-Planck equation for a heavy particle in a granular fluid is derived from the Liouville equation. The host fluid is assumed to be in its homogeneous cooling state and all interactions are idealized as smooth, inelastic hard…
In this work, the primary goal is to establish rigorous connection between the Fokker-Planck equation of neural networks with its microscopic model: the diffusion-jump stochastic process that captures the mean field behavior of collections…
We consider a stochastic logistic growth model involving both birth and death rates in the drift and diffusion coefficients for which extinction eventually occurs almost surely. The associated complete Fokker-Planck equation describing the…
We employ a generalization of Einstein's random walk paradigm for diffusion to derive a class of multidimensional degenerate nonlinear parabolic equations in non-divergence form. Specifically, in these equations, the diffusion coefficient…
We investigate the transport properties of the Holstein model using the numerically exact quantum typicality (QT) approach. Roughly speaking, QT exploits the fact that even a single, randomly chosen pure state can effectively represent the…
For a number of applications like low-source reactor start-up or neutron coincidence counting it is necessary to take into account the stochastic nature of neutron transport and go beyond the average neutron density, which is solution of a…
We study the diffusive dynamics of a Brownian particle in proximity of a flat surface under non-equilibrium conditions, which are created by an anisotropic thermal environment with different temperatures being active along distinct spatial…
We consider a simple mean reverting diffusion process, with piecewise constant drift and diffusion coefficients, discontinuous at a fixed threshold. We discuss estimation of drift and diffusion parameters from discrete observations of the…
A drift-diffusion model of miniband transport in strongly coupled superlattices is derived from the single-miniband Boltzmann-Poisson transport equation with a BGK (Bhatnagar-Gross-Krook) collision term. We use a consistent Chapman-Enskog…
Parametric estimation for diffusion processes is considered for high frequency observations over a fixed time interval. The processes solve stochastic differential equations with an unknown parameter in the diffusion coefficient. We find…
Self-diffusion along the longitudinal coordinate in a channel of varying cross section is considered. The starting point is the two-dimensional Enskog-Boltzmann-Lorentz kinetic equation with appropriated boundary conditions. It is…
We present a general solution for the radiation intensity in front of a purely absorbing slab moving toward an observer at constant speed and with a constant temperature. The solution is obtained by integrating the lab-frame radiation…
We consider single particle and polymer translocation where the frictional properties experienced from the environment are changing in time. This work is motivated by the interesting frequency responsive behaviour observed when a polymer is…
In this paper we study the sensitivities of electron dose calculations with respect to the stopping power and the transport coefficients. We focus on the application to radiotherapy simulations. We use a Fokker-Planck approximation to the…
By using similarity transformations approach, the exact propagator for a generalized one-dimensional Fokker-Planck equation, with linear drift force and space-time dependent diffusion coefficient, is obtained. The method is simple and…
Based on the canonical formalism, the dilatation symmetry is implemented to the Fokker-Planck equation for the Wigner distribution function that describes atomic motion in an optical lattice. This reveals the symmetry principle underlying…
We propose event by event velocity fluctuations of nuclear fission fragments as an additional interesting observable that gives access to the nuclear temperature in an independent way from spectral measurements and relates the diffusion and…