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The global-in-time existence of bounded weak solutions to the Maxwell-Stefan-Fourier equations in Fick-Onsager form is proved. The model consists of the mass balance equations for the partial mass densities and and the energy balance…
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…
We consider the one-dimensional diffusion of a particle on a semi-infinite line and in a piecewise linear random potential. We first present a new formalism which yields an analytical expression for the Green function of the Fokker-Planck…
Understanding turbulent transport of charged particles in magnetized plasmas often requires a model for the description of random variations in the particle's pitch angle. The Fokker-Planck coefficient of pitch-angle scattering, which is…
We study the long time behavior of an Ornstein-Uhlenbeck process under the influence of a periodic drift. We prove that, under the standard diffusive rescaling, the law of the particle position converges weakly to the law of a Brownian…
The influence of quantized electromagnetic fields on a nonrelativistic charged particle moving near a conducting plate is studied. We give a field-theoretic derivation of the nonlinear, non-Markovian Langevin equation of the particle by the…
We re-examine the nature of the turbulent magnetic diffusivity tensor of mean field electrodynamics and show that an inconsistency arises if it is calculated via consideration of time-independent magnetic fields. Specifically, the predicted…
A particle diffusing around a point of stable mechanical equilibrium in a static but non-conservative force field enters into a steady state characterized by circulation in the probability flux. Circulation in such a Brownian vortex is not…
We reformulate the neutral wealth tax framework of Froeseth (2026; arXiv:2603.05264) in the language of stochastic dynamics and statistical physics. Individual wealth under geometric Brownian motion satisfies a Langevin equation with…
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…
The adsorption phenomenon of neutral particles from the limiting surfaces of the sample in the Langmuir approximation is investigated. The diffusion equation regulating the redistribution of particles in the bulk is assumed to be of…
A nonlinear Lorentz invariant kinetic diffusion equation is introduced, which is consistent with the conservation laws of particles number, energy and momentum. The equilibrium solution converges to the Maxwellian density in the Newtonian…
We investigate the stochastic dynamics of one sedimenting active Brownian particle in three dimensions under the influence of gravity and passive fluctuations in the translational and rotational motion. We present an analytical solution of…
The research is devoted to the stability of convective flow in a nonuniformly rotating layer of an electrically conducting fluid in a spiral magnetic field. The stationary and oscillatory modes of magnetic convection are considered…
We study an evolution equation that is the gradient flow in the $2$-Wasserstien metric of a non-convex functional for densities in $\mathbb{R}^n$ with $n \geq 3$. Like the Patlack-Keller-Segel system on $\mathbb{R}^2$, this evolution…
A kinetic-fluid model describing the evolutions of disperse two-phase flows is considered. The model consists of the Vlasov-Fokker-Planck equation for the particles (disperse phase) coupled with the compressible Navier-Stokes equations for…
In this paper we identify the Fokker-Planck equation for (reflected) Sticky Brownian Motion as a Wasserstein gradient flow in the space of probability measures. The driving functional is the relative entropy with respect to a non-standard…
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…
An $N$-dimensional nonlinear Fokker-Planck equation is investigated here by considering the time dependence of the coefficients, where drift-controlled and source terms are present. We exhibit the exact solution based on the generalized…
Diffusion of colloidal particles in a complex environment such as polymer networks or biological cells is a topic of high complexity with significant biological and medical relevance. In such situations, the interaction between the…