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We investigate coupled stochastic differential equations governing N non-negative continuous random variables that satisfy a conservation principle. In various fields a conservation law requires that a set of fluctuating variables be…

Probability · Mathematics 2014-03-06 J. Bakosi , J. R. Ristorcelli

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…

Physics and Society · Physics 2019-09-11 Peng Wang , Feng-Chun Pan , Jie Huo , Xu-Ming Wang

This paper focuses on the long-term behavior of solutions to nonlinear stochastic Fokker-Planck equations driven by common noise, where the drift term has a linear dependence on the measure. These equations, which describe the evolution of…

Analysis of PDEs · Mathematics 2025-03-07 Raphael Maillet

Stochastic models of diffusion with excluded-volume effects are used to model many biological and physical systems at a discrete level. The average properties of the population may be described by a continuum model based on partial…

Chemical Physics · Physics 2012-12-20 Maria Bruna , S. Jonathan Chapman

We consider a simple quantum system subjected to a classical random force. Under certain conditions it is shown that the noise-averaged Wigner function of the system follows an integro-differential stochastic Liouville equation. In the…

High Energy Physics - Theory · Physics 2008-02-03 Salman Habib

We consider a model for a population in a heterogeneous environment, with logistic type local population dynamics, under the assumption that individuals can switch between two different nonzero rates of diffusion. Such switching behavior…

Analysis of PDEs · Mathematics 2020-01-14 Robert Stephen Cantrell , Chris Cosner , Xiao Yu

We show that the general two-variable Langevin equations with inhomogeneous noise and friction can generate many different forms of power-law distributions. By solving the corresponding stationary Fokker-Planck equation, we can obtain a…

Statistical Mechanics · Physics 2015-08-10 Jiulin Du

The goal of this investigation was to derive strictly new properties of chaotic systems and their mutual relations. The generalized Fokker-Planck equation with a non stationary diffusion has been derived and used for chaos analysis. An…

Chaotic Dynamics · Physics 2014-07-29 Sergey A. Kamenshchikov

This paper deals with the analysis of stochastic systems which can be described by a Langevin equation. By the method presented in this paper drift and diffusion terms of the corresponding Fokker-Planck equation can be extracted from the…

Condensed Matter · Physics 2009-10-31 S. Siegert , R. Friedrich , J. Peinke

It is well-established that including spatial structure and stochastic noise in models for predator-prey interactions invalidates the classical deterministic Lotka-Volterra picture of neutral population cycles. In contrast, stochastic…

Populations and Evolution · Quantitative Biology 2011-09-20 Uwe C. Tauber

For most stochastic dynamical systems, variables which are tightly regulated tend to respond slowly to external changes. This idea is often discussed for applicable systems, within a linear response regime, through the Fluctuation…

General Physics · Physics 2017-11-15 Nash Rochman , Sean X. Sun

In this work, we examine a kinetic framework for modeling the time evolution of size distribution densities of two populations governed by predator-prey interactions. The model builds upon the classical Boltzmann-type equations, where the…

Analysis of PDEs · Mathematics 2025-11-27 Andrea Bondesan , Marco Menale , Giuseppe Toscani , Mattia Zanella

Field theory tools are applied to analytically study fluctuation and correlation effects in spatially extended stochastic predator-prey systems. In the mean-field rate equation approximation, the classic Lotka-Volterra model is…

Statistical Mechanics · Physics 2012-09-21 Uwe C. Tauber

We study a system of Fokker-Planck equations recently introduced to describe the temporal evolution of statistical distributions of population densities with predator-prey interactions. At the macroscopic level, the system recovers a…

Analysis of PDEs · Mathematics 2026-03-11 Giuseppe Toscani , Mattia Zanella

In contrast to the neutral population cycles of the deterministic mean-field Lotka--Volterra rate equations, including spatial structure and stochastic noise in models for predator-prey interactions yields complex spatio-temporal structures…

Populations and Evolution · Quantitative Biology 2013-10-16 Ulrich Dobramysl , Uwe C. Tauber

We present an explicit unified stochastic model of fluctuations in population size due to random birth, death, density-dependent competition and environmental fluctuations. Stochastic dynamics provide insight into small populations,…

Populations and Evolution · Quantitative Biology 2008-07-31 Alexei J. Drummond , Peter D. Drummond

In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…

Statistical Mechanics · Physics 2023-10-03 K. S. Fa , C. -L. Ho , Y. B. Matos , M. G. E da Luz

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…

Analysis of PDEs · Mathematics 2021-11-01 Jian-guo Liu , Ziheng Wang , Yuan Zhang , Zhennan Zhou

Dispersal is an important strategy that allows organisms to locate and exploit favorable habitats. The question arises: given competition in a spatially heterogeneous landscape, what is the optimal rate of dispersal? Continuous population…

Populations and Evolution · Quantitative Biology 2010-02-05 Jack N. Waddell , Leonard M. Sander , Charles R. Doering

We complete the kinetic theory of inhomogeneous systems with long-range interactions initiated in previous works. We use a simpler and more physical formalism. We consider a system of particles submitted to a small external stochastic…

Statistical Mechanics · Physics 2023-08-23 Pierre-Henri Chavanis