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We consider systems of interacting particles which are described by a second order Langevin equation. The class of equations considered includes the situation where the particle evolution is governed by Hamiltonian dynamics with additional…
A Langevin equation with a special type of additive random source is considered. This random force presents a fractional order derivative of white noise, and leads to a power-law time behavior of the mean square displacement of a particle,…
The state-dependent diffusion, which concerns the Brownian motion of a particle in inhomogeneous media has been described phenomenologically in a number of ways. Based on a system-reservoir nonlinear coupling model we present a microscopic…
Quantum dynamics of a particle in the vicinity of a hyperbolic point is considered. Expectation values of dynamical variables are calculated, and the singular behavior is analyzed. Exponentially fast extension of quantum dynamics is…
The master equation describing non-equilibrium one-dimensional problems like diffusion limited reactions or critical dynamics of classical spin systems can be written as a Schr\"odinger equation in which the wave function is the probability…
In this paper we investigate the diffusion of the thermal pulse in Planck Gas. We show that the Fourier diffusion equation gives the speed of diffusion, v > c and breaks the causality of the thermal processes in Planck gas .For hyperbolic…
A supersymmetric method for the construction of so-called conditionally exactly solvable quantum systems is reviewed and extended to classical stochastic dynamical systems characterized by a Fokker-Planck equation with drift. A class of…
We describe a new approach for modeling the transport of high energy particles accelerated during flares from the acceleration region in the solar corona until their eventual thermalization in the flare footpoint. Our technique numerically…
Non-local equations of motion contain an infinite number of derivatives and commonly appear in a number of string theory models. We review how these equations can be rewritten in the form of a diffusion-like equation with non-linear…
This work is concerned with the stationary Poisson--Nernst--Planck equation with a large parameter which describes a huge number of ions occupying an electrolytic region. Firstly, we focus on the model with a single specie of positive…
The influence of crowding on the diffusion of tagged particles in a dense medium is investigated in the framework of a mean-field model, derived in the continuum limit from a microscopic stochastic process with exclusion. The probability…
We describe an exact and highly efficient numerical algorithm for solving a special but important class of convection-diffusion equations. These equations occur in many problems in physics, chemistry, or biology, and they are usually hard…
Particles are today the main tool to study superfluid turbulence and visualize quantum vortices. In this work, we study the dynamics and the spatial distribution of particles in co-flow and counterflow superfluid helium turbulence in the…
The supersaturation equation for a vertically moving adiabatic cloud parcel is analysed. The effects of turbulent updrafts are incorporated in the shape of a stochastic Lagrangian model, with spatial and time correlations expressed in terms…
We consider a class of nonlinear, spatially inhomogeneous kinetic equations of BGK-type with density dependent collision rates. These equations share the same superlinearity as the Boltzmann equation, and fall into the class of run and…
The behavior of sufficiently regular solutions to semilinear hyperbolic equations has attracted a great deal of attention in the past decades, concerning local/global existence, finite time blow-up, critical exponents, and propagation of…
We present a general framework in which we can accurately describe the non-equilibrium dynamics of trapped atomic gases. This is achieved by deriving a single Fokker-Planck equation for the gas. In this way we are able to discuss not only…
We develop a relativistic lattice Boltzmann model capable of describing relativistic fluid dynamics at ultra-high velocities, with Lorentz factors up to $\gamma \sim 10$. To this purpose, we first build a new lattice kinetic scheme by…
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…
Particle acceleration by turbulence plays a role in many astrophysical environments. The non- linear evolution of the underlying cosmic-ray spectrum is complex and can be described by a Fokker-Planck equation, which in general has to be…