Related papers: Fokker-Planck approach to non-Gaussian normal diff…
. We study the evolution of the distribution of eigenvalues of a $N\times N$ matrix subject to a random perturbation drawn from (i) a generalized Gaussian ensemble (ii) a non-Gaussian ensemble with a measure variable under the change of…
We study the long-time dynamics of two-dimensional linear Fokker-Planck equations driven by a drift that can be decomposed in the sum of a large shear component and the gradient of a regular potential depending on one spatial variable. The…
The dynamics of fission has been formulated by generalising the asymptotic expansion of the Fokker-Planck equation in terms of the strength of the fluctuations where the diffusion coefficients depend on the stochastic variables explicitly.…
This paper is devoted to a fundamental solution of a nonlinear kinetic equation involving a porous medium or fast diffusion operator acting on velocities. Such a nonlinearity has interesting scaling properties, which result in a…
We consider new connections between the problem of trend to equilibrium for the n-dimensional Fokker--Planck equation of statistical physics, and weighted Poincar\'e inequality. To this aim we consider a class of n-dimensional…
We study the Fokker-Planck diffusion equation with diffusion coefficient depending periodically on the space variable. Inside a periodic array of inclusions the diffusion coefficient is reduced by a factor called the diffusion magnitude. We…
In this work, we investigate a variational formulation for a time-fractional Fokker-Planck equation which arises in the study of complex physical systems involving anomalously slow diffusion. The model involves a fractional-order Caputo…
The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. However, there are both theoretical and empirical reasons to consider similar equations driven by…
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…
Gaussian white noise is frequently used to model fluctuations in physical systems. In Fokker-Planck theory, this leads to a vanishing probability density near the absorbing boundary of threshold models. Here we derive the boundary condition…
We demonstrate that the Fokker-Planck equation can be generalized into a 'Fractional Fokker-Planck' equation, i.e. an equation which includes fractional space differentiations, in order to encompass the wide class of anomalous diffusions…
The properties of diffusion processes are drastically affected by heterogeneities of the medium that can induce non-Gaussian behavior of the propagator in contrast with the idealized realm of Brownian motion. In this paper we analyze the…
Experimental work has shown that non-equilibrium concentration fluctuations arise during free diffusion in fluids and theoretical analysis has been carried on. The results show that, in usual three-dimensional fluids, the phenomenon is…
The spatially homogeneous Vlasov-Nordstr\"{o}m-Fokker-Planck system is known to exhibit nontrivial large time behavior, naturally leading to weak diffusion of the Fokker-Planck operator. This weak diffusion, combined with the singularity of…
According to a traditional point of view Boltzmann entropy is intimately related to linear Fokker-Planck equations (Smoluchowski, Klein-Kramers, and Rayleigh equations) that describe a well-known nonequilibrium phenomenon: (normal) Brownian…
Starting from first principles, we formulate a theory of wave packet propagation in a nonlinear, disordered medium of any dimension, through the derivation of a Fokker-Planck transport equation. Our theory is based on a diagrammatic…
The temporal Fokker-Plank equation [{\it J. Stat. Phys.}, {\bf 3/4}, 527 (2003)] or propagation-dispersion equation was derived to describe diffusive processes with temporal dispersion rather than spatial dispersion as in classical…
The most frequently used in physical application diffusive (based on the Fokker-Planck equation) model leans upon the assumption of small jumps of a macroscopic variable for each given realization of the stochastic process. This imposes…
Many physical, biological or social systems are governed by history-dependent dynamics or are composed of strongly interacting units, showing an extreme diversity of microscopic behaviour. Macroscopically, however, they can be efficiently…
We consider a nonlinear Fokker-Planck equation driven by a deterministic rough path which describes the conditional probability of a McKean-Vlasov diffusion with "common" noise. To study the equation we build a self-contained framework of…