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The hysteretic behavior of many-particle systems with non-convex free energy can be modeled by nonlocal Fokker-Planck equations that involve two small parameters and are driven by a time- dependent constraint. In this paper we consider the…

Analysis of PDEs · Mathematics 2015-03-03 Michael Herrmann , Barbara Niethammer , Juan J. L. Velázquez

Statistical aspects of the dynamics of chaotic scattering in the classical model of $\alpha$-cluster nuclei are studied. It is found that the dynamics governed by hyperbolic instabilities which results in an exponential decay of the…

Nuclear Theory · Physics 2009-09-25 S. Drożdż , J. Okołowicz , T. Srokowski , A. Budzanowski

We consider a nonlocal Fisher-KPP equation that models a population structured in space and in phenotype. The population lives in a heterogeneous periodic environment: the diffusion coefficient, the mutation coefficient and the fitness of…

Analysis of PDEs · Mathematics 2024-10-28 Nathanaël Boutillon

A general theory is developed to study individual based models which are discrete in time. We begin by constructing a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are…

Statistical Mechanics · Physics 2014-06-03 Joseph D. Challenger , Duccio Fanelli , Alan J. McKane

We investigate temporal behavior of probability density functions (pdfs) of paradigmatic jump-type and continuous processes that, under confining regimes, share common heavy-tailed asymptotic (target) pdfs. Namely, we have shown that under…

Statistical Mechanics · Physics 2015-05-18 Piotr Garbaczewski , Vladimir Stephanovich , Dariusz Kȩdzierski

We explore the dynamics of active elements performing persistent random motion with fluctuating active speed and in the presence of translational noise in a $d$-dimensional harmonic trap, modeling active speed generation through an…

Statistical Mechanics · Physics 2025-02-18 Manish Patel , Amir Shee , Debasish Chaudhuri

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

Polymer stretching in random smooth flows is investigated within the framework of the FENE dumbbell model. The advecting flow is Gaussian and short-correlated in time. The stationary probability density function of polymer extension is…

Chaotic Dynamics · Physics 2007-05-23 M. Martins Afonso , D. Vincenzi

In this work, we consider systems that are subjected to intermittent instabilities due to external stochastic excitation. These intermittent instabilities, though rare, have a large impact on the probabilistic response of the system and…

Chaotic Dynamics · Physics 2017-06-02 Mustafa A. Mohamad , Themistoklis P. Sapsis

This paper focuses on finding an approximate solution of a kind of Fokker-Planck equation with time-dependent perturbations. A formulation of the approximate solution of the equation is constructed, and then the existence of the formulation…

Probability · Mathematics 2025-09-12 Yan Luo , Kaicheng Sheng

Owing to the analogies between the problem of wealth redistribution with taxation in a multi-agent society, we introduce and discuss a kinetic model describing the statistical distributions in time of the sizes of groups of biological…

Populations and Evolution · Quantitative Biology 2023-11-15 Giuseppe Toscani , Mattia Zanella

The most general local Markovian stochastic model is investigated, for which it is known that the evolution equation is the Fokker-Planck equation. Special cases are investigated where uncorrelated initial states remain uncorrelated.…

Statistical Mechanics · Physics 2009-11-11 Amir Aghamohammadi , Mohammad Khorrami

We perform a time-dependent study of the driven dynamics of overdamped particles which are placed in a one-dimensional, piecewise linear random potential. This set-up of spatially quenched disorder then exerts a dichotomous varying random…

Statistical Mechanics · Physics 2016-08-14 S. I. Denisov , M. Kostur , E. S. Denisova , P. Hänggi

We study the non-stationary Feller process with time varying coefficients. We obtain the exact probability distribution exemplified by its characteristic function and cumulants. In some particular cases we exactly invert the distribution…

Statistical Mechanics · Physics 2016-02-17 Jaume Masoliver

A proposal for a calculational program in fluid turbulence is presented. It is proposed that the fluid probability density functional has an attractor for its time-evolution, just as the dynamical system itself has. The evolution of the…

Fluid Dynamics · Physics 2007-05-23 Edsel A. Ammons

We study the classical motion of a particle subject to a stochastic force. We then present a perturbative schema for the associated Fokker-Planck equation where, in the limit of a vanishingly small noise source, a consistent dynamical model…

Quantum Physics · Physics 2007-05-23 M. S. Torres , J. M. A. Figueiredo

In this paper we prove global existence of weak solutions, their regularization, and relaxation for large data for a broad class of Fokker-Planck-Alignment models which appear in collective dynamics. The main feature of these results, as…

Analysis of PDEs · Mathematics 2026-02-19 R. Shvydkoy

In this work, we consider the solvability of the Fokker-Planck equation with both time-dependent drift and diffusion coefficients by means of the similarity method. By the introduction of the similarity variable, the Fokker-Planck equation…

Mathematical Physics · Physics 2015-05-28 Wen-Tsan Lin , Choon-Lin Ho

The Fokker-Planck equations describe time evolution of probability densities of stochastic dynamical systems and are thus widely used to quantify random phenomena such as uncertainty propagation. For dynamical systems driven by non-Gaussian…

Dynamical Systems · Mathematics 2015-06-04 Xu Sun , Jinqiao Duan

The dynamics of the open or closed state region of an ion channel may be described by a probability density $p(x,t)$ which satisfies a Fokker-Planck equation. The closed state dwell-time distribution $f_c(t)$ derived from the Fokker-Planck…

Mesoscale and Nanoscale Physics · Physics 2015-06-22 Samuel R. Vaccaro