Related papers: Quantum Fokker-Planck Dynamics
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 formalism for quantum many-body systems is proposed through a semiclassical treatment in phase space, allowing us to establish a stochastic thermodynamics incorporating quantum statistics. Specifically, we utilize a stochastic…
In this paper we consider a nonlinear Fokker-Planck equation with asymptotically small parameters. It describes the diffusion of finite-size particles in the presence of a fixed distribution of obstacles in the limit of low-volume fraction.…
We consider three classes of linear non-symmetric Fokker-Planck equations having a unique steady state and establish exponential convergence of solutions towards the steady state with explicit (estimates of) decay rates. First,…
The new scheme of stochastic quantization is proposed. This quantization procedure is equivalent to the deformation of an algebra of observables in the manner of deformation quantization with an imaginary deformation parameter (the Planck…
We propose a new approach to describe the effective microscopic dynamics of (power-law) nonlinear Fokker-Planck equations. Our formalism is based on a nonextensive generalization of the Wiener process. This allow us to obtain, in addition…
I report a study of the nonstationary one-dimensional Fokker-Planck solutions by means of the strictly isospectral method of supesymmetric quantum mechanics. The main conclusion is that this technique can lead to a space-dependent…
This study investigates the asymptotic dynamics of solutions to the Fokker-Planck-Kolmogorov (FPK) equation, with a specific focus on ship roll stability in dynamic sea conditions. Utilizing a fourth-order filter, we conduct a thorough…
We study the main properties of the solution of a Fokker-Planck equation characterized by a variable diffusion coefficient and a polynomial superlinear drift, modeling the formation of consensus in a large interacting system of individuals.…
We present a new approach to analyze homogeneous nucleation based on non-equilibrium thermodynamics. The starting point is the formulation of a Gibbs equation for the variations of the entropy of the system, whose state is characterized by…
This article investigates the Fokker-Planck equations that arise from the application of quantum stochastic calculus to the modelling of illiquid financial markets, using asymptotic methods. We present a power series solution for quantum…
The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. In this paper, we derive a Fractional Fokker--Planck equation for the probability distribution of…
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…
The relaxation to equilibrium in many systems which show strange kinetics is described by fractional Fokker-Planck equations (FFPEs). These can be considered as phenomenological equations of linear nonequilibrium theory. We show that the…
The Fokker-Planck equations describe time evolution of probability densities of stochastic dynamical systems and are thus widely used to quantify random phenomena such as uncertainty propagation. For dynamical systems driven by non-Gaussian…
The Fokker-Planck Equation (FPE) is a fundamental tool for the investigation of kinematic aspects of a wide range of systems. For systems governed by the non-additive entropy $S_q$, the Plastino-Plastino Equation (PPE) is the correct…
We analyze the long time behavior of transport equations for a class of dissipative quantum systems with Fokker-planck type scattering operator, subject to confining potentials of harmonic oscillator type. We establish the conditions under…
This paper is devoted to the fractional generalization of the Fokker-Planck equation associated with a stochastic differential equation in a bounded domain. The driving process of the stochastic differential equation is a L\'evy process…
Using the method of nonequilibrium statistical operator by Zubarev, an approach is proposed for the description of kinetics which takes into account the nonlinear hydrodynamic fluctuations for a quantum Bose system. Non-equilibrium…
We use a canonical quantization procedure to set up a quantum Fokker-Planck-Kramers equation that accounts for quantum dissipation in a thermal environment. The dissipation term is chosen to ensure that the thermodynamic equilibrium is…