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Related papers: Microscopic Dynamics of Nonlinear Fokker-Planck Eq…

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Many systems of partial differential equations have been proposed as simplified representations of complex collective behaviours in large networks of neurons. In this survey, we briefly discuss their derivations and then review the…

Analysis of PDEs · Mathematics 2025-01-13 José A Carrillo , Pierre Roux

We extend a recently introduced free-energy formalism for homogeneous Fokker-Planck equations to a wide, and physically appealing, class of inhomogeneous nonlinear Fokker-Planck equations. In our approach, the free-energy functional is…

Statistical Mechanics · Physics 2017-01-04 Gabriele Sicuro , Peter Rapčan , Constantino Tsallis

We study a general class of nonlinear mean field Fokker-Planck equations in relation with an effective generalized thermodynamical formalism. We show that these equations describe several physical systems such as: chemotaxis of bacterial…

Statistical Mechanics · Physics 2009-11-13 Pierre-Henri Chavanis

We consider the mean field Fokker-Planck equation subject to nonlinear no-flux boundary conditions, which necessarily arise when subjecting a system of Brownian particles interacting via a pair potential in a bounded domain. With the…

Numerical Analysis · Mathematics 2022-03-30 R. D. Mills-Williams , B. D. Goddard , G. A. Pavliotis

This paper presents an overview of the Fokker-Planck formalism for non-biological magnetic resonance simulations, describes its existing applications and proposes some novel ones. The most attractive feature of Fokker-Planck theory compared…

Quantum Physics · Physics 2016-07-27 Ilya Kuprov

We present analytical results for the lowest cumulants of a stochastic process described by a Fokker-Planck equation with nonlinear drift. We show that, in the limit of small fluctuations, the mean, the variance and the covariance of the…

Statistical Mechanics · Physics 2009-11-11 Eric Lutz

Inspired by the modeling of grain growth in polycrystalline materials, we consider a nonlinear Fokker-Plank model, with inhomogeneous diffusion and with variable mobility parameters. We develop large time asymptotic analysis of such…

Analysis of PDEs · Mathematics 2022-06-24 Yekaterina Epshteyn , Chang Liu , Chun Liu , Masashi Mizuno

The asymptotic behavior of a nonlinear oscillator subject to a multiplicative Ornstein-Uhlenbeck noise is investigated. When the dynamics is expressed in terms of energy-angle coordinates, it is observed that the angle is a fast variable as…

Statistical Mechanics · Physics 2014-12-19 Kirone Mallick , Philippe Marcq

For a model nonlinear dynamical system, we show how one may obtain its bifurcation behavior by introducing noise into the dynamics and then studying the resulting Langevin dynamics in the weak-noise limit. A suitable quantity to capture the…

Adaptation and Self-Organizing Systems · Physics 2019-02-06 Debraj Das , Sayan Roy , Shamik Gupta

In this paper, the first microscopic approach to the Brownian motion is developed in the case where the mass density of the suspending bath is of the same order of magnitude as that of the Brownian (B) particle. Starting from an extended…

Condensed Matter · Physics 2009-10-28 Lydéric Bocquet , Jarosław Piasecki

We revisit the celebrated Wilemski-Fixman (WF) treatment for the looping time of a free-draining polymer. The WF theory introduces a sink term into the Fokker-Planck equation for the $3(N+1)$-dimensional Ornstein-Uhlenbeck process of the…

Soft Condensed Matter · Physics 2019-10-29 Felix X. -F. Ye , Panos Stinis , Hong Qian

We introduce a novel spatio-temporal discretization for nonlinear Fokker-Planck equations on the multi-dimensional unit cube. This discretization is based on two structural properties of these equations: the first is the representation as a…

Numerical Analysis · Mathematics 2016-01-11 Oliver Junge , Daniel Matthes , Horst Osberger

In this work, we are concerned with the Fokker-Planck equations associated with the Nonlinear Noisy Leaky Integrate-and-Fire model for neuron networks. Due to the jump mechanism at the microscopic level, such Fokker-Planck equations are…

Numerical Analysis · Mathematics 2020-10-12 Jingwei Hu , Jian-Guo Liu , Yantong Xie , Zhennan Zhou

After a short review of recent progresses in 2D Euler equations with random initial conditions and noise, some of the recent results are improved by exploiting a priori estimates on the associated infinite dimensional Fokker-Planck…

Probability · Mathematics 2021-08-11 Franco Flandoli , Francesco Grotto , Dejun Luo

The Fokker-Planck equation provides complete statistical description of a particle undergoing random motion in a solvent. In the presence of Lorentz force due to an external magnetic field, the Fokker-Planck equation picks up a tensorial…

Statistical Mechanics · Physics 2020-01-22 Iman Abdoli , Hidde Derk Vuijk , Jens-Uwe Sommer , Joseph Michael Brader , Abhinav Sharma

We introduce a new class of nonlocal kinetic equations and nonlocal Fokker-Planck equations associated with an effective generalized thermodynamical formalism. These equations have a rich physical and mathematical structure that can…

Statistical Mechanics · Physics 2007-05-23 Pierre-Henri Chavanis

In this article, we study the nonlinear Fokker-Planck (FP) equation that arises as a mean-field (macroscopic) approximation of bounded confidence opinion dynamics, where opinions are influenced by environmental noises and opinions of…

Analysis of PDEs · Mathematics 2020-01-14 M. A. S. Kolarijani , A. V. Proskurnikov , P. Mohajerin Esfahani

We study the short-time dynamics of a mean-field model with non-conserved order parameter (Curie-Weiss with Glauber dynamics) by solving the associated Fokker-Planck equation. We obtain closed-form expressions for the first moments of the…

Statistical Mechanics · Physics 2010-08-10 Celia Anteneodo , Ezequiel E. Ferrero , Sergio A. Cannas

We analyse the dynamical evolution of a fluid with non-linear drag, for which binary collisions are elastic, described at the kinetic level by the Enskog-Fokker-Planck equation. This model system, rooted in the theory of non-linear Brownian…

Soft Condensed Matter · Physics 2024-03-26 A. Patrón , B. Sánchez-Rey , A. Prados

We present a new method to derive kinetic equations for systems undergoing non-linear transport in the presence of memory effects. In the framework of mesoscopic nonequilibrium thermodynamics, we derive a generalized Fokker-Planck equation…

Statistical Mechanics · Physics 2009-11-10 I. Santamaria-Holek , J. M. Rubi