Related papers: Microscopic Dynamics of Nonlinear Fokker-Planck Eq…
Recently, several authors have tried to extend the usual concepts of thermodynamics and kinetic theory in order to deal with distributions that can be non-Boltzmannian. For dissipative systems described by the canonical ensemble, this leads…
The Nonlinear Noisy Leaky Integrate and Fire neuronal models are mathematical models that describe the activity of neural networks. These models have been studied at a microscopic level, using Stochastic Differential Equations, and at a…
We study the non-equilibrium dynamics of second-order phase transitions in a simplified Ginzburg-Landau model using the Fokker-Planck formalism. In particular, we focus on deriving the Kibble-Zurek scaling laws that dictate the dependence…
One obtains a probabilistic representation for the entropic generalized solutions to a nonlinear Fokker-Planck equation in $\mathbb R^d$ with multivalued nonlinear diffusion term as density probabilities of solutions to a nonlinear…
The problems of high linear conductivity in an electric field, as well as nonlinear conductivity, are considered for plasma-like systems. First, we recall several observations of nonlinear fast charge transport in dusty plasma, molecular…
Recently, we have derived an effective Cahn-Hilliard equation for the phase separation dynamics of active Brownian particles by performing a weakly non-linear analysis of the effective hydrodynamic equations for density and polarization…
Within the framework of the homogeneous non-linear Boltzmann equation, we present a new analytic method, without the intrinsic limitations of existing methods, for obtaining asymptotic solutions. This method permits extension of existing…
Magnetic nanoparticles are useful biological probes as well as therapeutic agents. There have been several approaches used to model nanoparticle magnetization dynamics for both Brownian as well as N\'eel rotation. The magnetizations are…
In this paper, we focus on efficiently and flexibly simulating the Fokker-Planck equation associated with the Nonlinear Noisy Leaky Integrate-and-Fire (NNLIF) model, which reflects the dynamic behavior of neuron networks. We apply the…
The Rayleigh model of nonlinear Brownian motion is revisited in which the heavy particle of mass M interacts with ideal gas molecules of mass m via instantaneous collisions. Using the van Kampen method of expansion of the master equation,…
We consider two different models for colloidal particles. In the first model, we consider their free motion to be diffusion while in the second model we take it to be integrated Ornstein-Uhlenbeck process. In both models, we derived…
The generalization of fractional Brownian motion in infinite-dimensional white and grey noise spaces has been recently carried over, following the Mandelbrot-Van Ness representation, through Riemann-Liouville type fractional operators. Our…
It is well-known that the transition function of the Ornstein-Uhlenbeck process solves the Fokker-Planck equation. This standard setting has been recently generalized in different directions, for example, by considering the so-called…
This work is devoted to the study of the Fokker--Planck equation for a stochastic heat equation with an additive $Q$-Wiener noise and non-homogeneous boundary conditions. We explicitly construct the probability density function and…
We derive, from first principle, the Fokker-Planck equation describing the non-perturbative real-time evolution of a gauge field at high temperatures on the spatial scale $(g^2T)^{-1}$ and the time scale $(g^4T)^{-1}$, where $g$ is the…
The propagation of gradient flow structures from microscopic to macroscopic models is a topic of high current interest. In this paper we discuss this propagation in a model for the diffusion of particles interacting via hard-core exclusion…
We derive a generalization of the Wiener-Khinchin theorem for nonstationary processes by introducing a time-dependent spectral density that is related to the time-averaged power. We use the nonstationary theorem to investigate aging…
We study generalizations of It\^{o}-Langevin dynamics consistent within nonextensive thermostatistics. The corresponding stochastic differential equations are shown to be connected with a wide class of nonlinear Fokker-Planck equations…
The anomalous (i.e. non-Gaussian) dynamics of particles subject to a deterministic acceleration and a series of 'random kicks' is studied. Based on an extension of the concept of continuous time random walks to position-velocity space, a…
We study a particular generalisation of the classical Kramers model describing Brownian particles in the external potential. The generalised model includes the stochastic force which is modelled as an additive random noise that depends upon…