Related papers: Microscopic Dynamics of Nonlinear Fokker-Planck Eq…
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…
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…
The Fokker--Planck equation is a key ingredient of many models in physics, and related subjects, and arises in a diverse array of settings. Analytical solutions are limited to special cases, and resorting to numerical simulation is often…
A recently introduced systematic approach to derivations of the macroscopic dynamics from the underlying microscopic equations of motions in the short-memory approximation [Gorban et al, Phys. Rev. E, 63, 066124 (2001)] is presented in…
A study of the non-dissipative Brownian motion in vacuum is presented. The noise source associated to the stochastic process assumed in this work is vacuum fluctuations of some quantum field capable of interact with a massive particle. For…
While accurate simulations of dense gas flows far from the equilibrium can be achieved by Direct Simulation adapted to the Enskog equation, the significant computational demand required for collisions appears as a major constraint. In order…
This paper investigates the probability distribution of solutions to McKean--Vlasov stochastic differential equations driven by fractional Brownian motion with Hurst parameter H>1/2. Our main contribution is the derivation of the associated…
The analysis of fluctuation-dissipation relations developed in Giona et al. (2024) for particle hydromechanics is extended to stochastic forcings alternative to Wiener processes, with the aim of addressing the occurrence of Gaussian…
Using the scheme of mesoscopic nonequilibrium thermodynamics, we construct the one- and two- particle Fokker-Planck equations for a system of interacting Brownian particles. By means of these equations we derive the corresponding balance…
For the nonlinear Fokker--Planck equation $$\partial_tu = \Delta\beta(u)-\nabla \Phi \cdot \nabla \beta(u) - div_{\varrho}\big(D(x)b(u)u\big),\quad (t,x) \in (0,\infty)\times \mathbb{R}^d,$$ where $\varrho = \exp(-\Phi)$ is the density of a…
The time-fractional Fokker-Planck equation is a key model for characterizing anomalous diffusion, stochastic transport, and non-equilibrium statistical mechanics with applications in finance, chaotic dynamics, optical physics, and…
Dynamics of complex systems is often hierarchically organized on different time scales. To understand the physics of such hierarchy, here Brownian motion of a particle moving through a fluctuating medium with slowly varying temperature is…
In this paper we focus on the construction of numerical schemes for nonlinear Fokker-Planck equations that preserve the structural properties, like non negativity of the solution, entropy dissipation and large time behavior. The methods…
It is demonstrated how the equilibrium semiclassical approach of Coffey et al. can be improved to describe more correctly the evolution. As a result a new semiclassical Klein-Kramers equation for the Wigner function is derived, which…
In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…
Several classes of physical systems exhibit ultraslow diffusion for which the mean squared displacement at long times grows as a power of the logarithm of time ("strong anomaly") and share the interesting property that the probability…
Aiming to establish a rigorous link between macroscopic random motion (described e.g. by Langevin-type theories) and microscopic dynamics, we have undertaken a kinetic-theoretical study of the dynamics of a classical test-particle weakly…
A covariant Fokker-Planck type equation for a simple gas and an equation for the Brownian motion are derived from a relativistic kinetic theory based on the Boltzmann equation. For the simple gas the dynamic friction four-vector and the…
A recently introduced nonlinear Fokker-Planck equation, derived directly from a master equation, comes out as a very general tool to describe phenomenologically systems presenting complex behavior, like anomalous diffusion, in the presence…
Starting with a microscopic (individual-based) Brownian dynamics model of charged particles (ions), its macroscopic description is derived as a system of partial differential equations that govern the evolution of ion concentrations in…