Related papers: Diffusion approximation for Fokker Planck with hea…
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…
We consider the initial boundary value problem for the time-fractional diffusion equation with a homogeneous Dirichlet boundary condition and an inhomogeneous initial data $a(x)\in L^{2}(D)$ in a bounded domain $D\subset \mathbb{R}^d$ with…
We consider the $d=1$ nonlinear Fokker-Planck-like equation with fractional derivatives $\frac{\partial}{\partial t}P(x,t)=D \frac{\partial^{\gamma}}{\partial x^{\gamma}}[P(x,t) ]^{\nu}$. Exact time-dependent solutions are found for $ \nu =…
We investigate the fractional diffusion approximation of a kinetic equation in the upper-half plane with diffusive reflection conditions at the boundary. In an appropriate singular limit corresponding to small Knudsen number and long time…
This paper is devoted to the hydrodynamic limit for the linear Boltzmann equation, in the case of a heavy tail equilibrium and a cross section which depends on the space variable and which degenerates for large velocities, without symmetry…
We obtain within Fokker-Planck dynamics an explicit generalization of Einstein's relation between drag, diffusion and equilibrium distribution for a spatially homogeneous system, considering both the transverse and longitudinal diffusion…
The fractional Fokker-Planck equation, which contains a variable diffusion coefficient, is discussed and solved. It corresponds to the L\'evy flights in a nonhomogeneous medium. For the case with the linear drift, the solution is stationary…
Fractional Fokker-Planck equation plays an important role in describing anomalous dynamics. To the best of our knowledge, the existing discussions mainly focus on this kind of equation involving one diffusion operator. In this paper, we…
It is very important to understand stochastic diffusion of energetic charged particles in non-uniform background magnetic field in plasmas of astrophysics and fusion devices. Using different methods considering along-field adiabatic…
The equation $\kappa_{zz}=d\sigma^2/(2dt)$ (hereafter DCDV) is a well-known formula of energetic particles describing the relation of parallel diffusion coefficient $\kappa_{zz}$ with the parallel displacement variance $\sigma^2$. In this…
We formulate a short-time expansion for one-dimensional Fokker-Planck equations with spatially dependent diffusion coefficients, derived from stochastic processes with Gaussian white noise, for general values of the discretization parameter…
We analyze a quasi-continuous linear chain with self-similar distribution of harmonic interparticle springs as recently introduced for one dimension (Michelitsch et al., Phys. Rev. E 80, 011135 (2009)). We define a continuum limit for one…
Diffusion of particles in velocity space undergoing turbulent field was extensively studied in the problem of warm beam relaxation. Under low field intensities the diffusion is described by the Fokker-Planck equation with the diffusion…
We report a systematic and detailed numerical study of statistics of the reflection coefficient $(|R(L)|^2)$ and its associated phase ($\theta$) for a plane wave reflected from a one-dimensional (1D) disordered medium beyond the random…
We present a semiclassical analysis of the quantum propagator of a particle confined on one side by a steeply, monotonically rising potential. The models studied in detail have potentials proportional to $x^{\alpha}$ for $x>0$; the limit…
We obtain new exact classes of solutions for the nonlinear fractional Fokker-Planck-like equation partial_t rho = partial_x{D(x) partial^{mu -1}_x rho^{nu} - F(x) rho} by considering a diffusion coefficient D = D|x|^{-theta} (theta in R and…
This paper is devoted to the rigorous derivation of the macroscopic limit of a Vlasov-Fokker-Planck equation in which the Laplacian is replaced by a fractional Laplacian. The evolution of the density is governed by a fractional heat…
We consider a particle moving in $d\geq 2$ dimensions, its velocity being a reversible diffusion process, with identity diffusion coefficient, of which the invariant measure behaves, roughly, like $(1+|v|)^{-\beta}$ as $|v|\to \infty$, for…
We consider a system of differential equations with nonlinear Steklov boundary conditions, related to the fractional problem $$(-\Delta)^s u_i = f_i(x,u_i) - \beta u_i^p \sum_{j\neq i} a_{ij} u_j^p,$$ where $i = i,\dots, k$, $s\in(0,1)$,…
Understanding the generalization properties of heavy-tailed stochastic optimization algorithms has attracted increasing attention over the past years. While illuminating interesting aspects of stochastic optimizers by using heavy-tailed…