Related papers: Dressed diffusion and friction coefficients in inh…
The secular evolution of disk galaxies is largely driven by resonances between the orbits of 'particles' (stars or dark matter) and the rotation of non-axisymmetric features (spiral arms or a bar). Such resonances may also explain kinematic…
It is generally believed that collisions of particles reduce the self-diffusion coefficient. Here we show that in odd-diffusive systems, which are characterized by diffusion tensors with antisymmetric elements, collisions surprisingly can…
We discuss the unitary quantum dynamics of the Dicke model (spin and oscillator coupled). A suitable quasiprobabilty representing the quantum state turns out to obey a Fokker-Planck equation, with drift terms representing the underlying…
We proposed the modified version of quantum-mechanical theory of continuous measurements for the case of classical open systems. In our approach the influence of measurement on evolution of distribution function of an open system is…
In a recent paper by B. G. da Costa {\it et al.} [Phys. Rev. E 102, 062105(2020)], the phenomenological Langevin equation and the corresponding Fokker-Planck equation for an inhomogeneous medium with a position-dependent particle mass and…
We investigate well-posedness for martingale solutions of stochastic differential equations, under low regularity assumptions on their coefficients, widely extending some results first obtained by A. Figalli. Our main results are a very…
A continuum model for a population of self-propelled particles interacting through nematic alignment is derived from an individual-based model. The methodology consists of introducing a hydrodynamic scaling of the corresponding mean-field…
In this article, we propose and study several discrete versions of homogeneous and inhomogeneous one-dimensional Fokker-Planck equations. In particular, for these discretizations of velocity and space, we prove the exponential convergence…
The interaction of charged particles, moving in a uniform magnetic field, with a plane-polarized gravitational wave is considered using the Fokker-Planck- Kolmogorov (FPK) approach. By using a stochasticity criterion, we determine the exact…
A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…
This contribution presents a derivation of the steady-state distribution of velocities and distances of vehicles in freeway traffic which has been suggested for the evaluation of interaction potentials among vehicles (see preprint…
We classify (1+3)-dimensional Fokker-Planck equations with a constant diagonal diffusion matrix that are solvable by the method of separation of variables. As a result, we get possible forms of the drift coefficients $B_1(\vec x),B_2(\vec…
The non--static generalized Langevin equation and its corresponding Fokker--Planck equation for the position of a viscous fluid particle were solved in closed form for a time dependent external force. Its solution for a constant external…
We use the Fokker-Planck equation and its moment equations to study the collective behavior of interacting particles in unsteady one-dimensional flows. Particles interact according to a long-range attractive and a short-range repulsive…
The Einstein-Vlasov-Fokker-Planck system describes the kinetic diffusion dynamics of self-gravitating particles within the Einstein theory of general relativity. We study the Cauchy problem for spatially homogeneous and isotropic solutions…
Using the Langevin approach and the multiscale technique, a kinetic theory of the time and space nonlocal fluctuations in the collisional plasma is constructed. In local equilibrium a generalized version of the Callen-Welton theorem is…
A mixture of light-gas particles and Brownian heavy particles is analyzed within the framework of a post-Newtonian Boltzmann equation to determine the Fokker-Planck equation for the Brownian motion. For each species, the equilibrium…
Stochastic reaction-diffusion equations are a popular modelling approach for studying interacting populations in a heterogeneous environment under the influence of environmental fluctuations. Although the theoretical basis of alternative…
Starting from a particle model describing self-propelled particles interacting through nematic alignment, we derive a macroscopic model for the particle density and mean direction of motion. We first propose a mean-field kinetic model of…
Fokker-Planck equation with the velocity-dependent coefficients is considered for various isotropic systems on the basis of probability transition (PT) approach. This method provides the self-consistent and universal description of friction…