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We present a classical, mesoscopic derivation of the Fokker-Planck equation for diffusion in an expanding medium. To this end, we take a conveniently generalized Chapman-Kolmogorov equation as the starting point. We obtain an analytical…

Statistical Mechanics · Physics 2016-09-21 S. B. Yuste , E. Abad , C. Escudero

We extend the random walk framework to include compounded steps, providing first-passage time (FPT) properties for a new class of superdiffusive processes, which are governed by the space-fractional spectral Fokker-Planck equation. This…

Statistical Mechanics · Physics 2026-04-14 Christopher N. Angstmann , Daniel S. Han , Bruce I. Henry , Boris Z. Huang

By collecting from literature data the experimental evidences of anomalous diffusion of passive tracers inside cytoplasm, and in particular of subdiffusion of mRNA molecules inside live E. coli cells, we get the probability density function…

Statistical Mechanics · Physics 2022-09-05 Claudio Runfola , Silvia Vitali , Gianni Pagnini

A formal derivation is presented of the energy transfer rate between radiation and matter due to the scattering of an isotropic distribution of resonant photons. The derivation is developed in the context of the two-level atom in the…

Astrophysics · Physics 2010-04-29 Avery Meiksin

A {\em propagation-dispersion equation} is derived for the first passage distribution function of a particle moving on a substrate with time delays. The equation is obtained as the continuous limit of the {\em first visit equation}, an…

Statistical Mechanics · Physics 2007-05-23 Jean Pierre Boon , Patrick Grosfils , James F. Lutsko

In this paper we study the asymptotic phase space energy distribution of solution of the Schr\"{o}dinger equation with a time-dependent random potential. The random potential is assumed to be with slowly decaying correlations. We show that…

Analysis of PDEs · Mathematics 2011-10-17 Christophe Gomez

The transmission of electric signals on a coupled line with distributed RLC-parameters is considered as a propagation of a dissipative quasi particle. A calculation technique is developed, alternative to the one, accepted for lumped lines.…

Networking and Internet Architecture · Computer Science 2007-05-23 Yu. Reznykov

The Kolmogorov-Feller equation for the probability density of a Markov process on a half-axis, which arises in important problems of biology, is considered. This process consists of random jumps distributed according to Laplace's law and a…

Mathematical Physics · Physics 2023-05-30 Olga S. Rozanova

We compute the exact solutions of the radiative transfer equation in two dimensions for isotropic scattering. The intensity and the radiance are given in the space-time domain for isotropic and unidirectional sources. These analytical…

Statistical Mechanics · Physics 2017-03-17 Vincent Rossetto

By using similarity transformations approach, the exact propagator for a generalized one-dimensional Fokker-Planck equation, with linear drift force and space-time dependent diffusion coefficient, is obtained. The method is simple and…

Data Analysis, Statistics and Probability · Physics 2009-11-07 F. Benamira , L. Guechi

It is proved that the distributions of scaling limits of Continuous Time Random Walks (CTRWs) solve integro-differential equations akin to Fokker-Planck Equations for diffusion processes. In contrast to previous such results, it is not…

Probability · Mathematics 2016-07-20 Boris Baeumer , Peter Straka

We consider the one-dimensional diffusion of a particle on a semi-infinite line and in a piecewise linear random potential. We first present a new formalism which yields an analytical expression for the Green function of the Fokker-Planck…

Disordered Systems and Neural Networks · Physics 2015-06-25 Petr Chvosta , Noelle Pottier

Radiative energy and momentum transfer due to fluctuations of electromagnetic fields arising due to temperature difference between objects is described in terms of the cross-spectral densities of the electromagnetic fields. We derive…

Mathematical Physics · Physics 2013-02-05 Arvind Narayanaswamy , Yi Zheng

We investigate the diffusion of particles in an attractive one-dimensional potential that grows logarithmically for large $|x|$ using the Fokker-Planck equation. An eigenfunction expansion shows that the Boltzmann equilibrium density does…

Statistical Mechanics · Physics 2015-05-28 A. Dechant , E. Lutz , E. Barkai , D. A. Kessler

In this work, we re-examine the Goldstein-Ka\c{c} velocity switching model from two points of view. On the one hand, we prove that the forward and backward Chapman-Kolmogorov equations of the stochastic process are Lorentz covariant when…

Quantum Physics · Physics 2024-11-19 Henryk Gzyl

We present an analytical framework to study the first-passage (FP) and first-return (FR) distributions for the broad family of models described by the one-dimensional Fokker-Planck equation in finite domains, identifying general properties…

Statistical Mechanics · Physics 2018-10-31 Oriol Artime , Nagi Khalil , Raul Toral , Maxi San Miguel

Consider the motion of a charged, point particle moving in the complement of a Poisson distribution of hard sphere scatterers in two dimensions under the effect of a fixed magnetic field. Building on, and extending a coupling method…

Probability · Mathematics 2024-11-07 Christopher Lutsko , Balint Toth

This paper presents an attempt to come to a natural field model of individual photons considered as finite entities and propagating along some distinguished direction in space in a consistent translational-rotational manner. The starting…

High Energy Physics - Theory · Physics 2007-05-23 Stoil Donev , Maria Tashkova

We study spectral properties of the Fokker-Planck operator that represents particles moving via a combination of diffusion and advection in a time-independent random velocity field, presenting in detail work outlined elsewhere [J. T.…

Disordered Systems and Neural Networks · Physics 2011-08-05 J. T. Chalker , Z. Jane Wang

The temporal Fokker-Plank equation [{\it J. Stat. Phys.}, {\bf 3/4}, 527 (2003)] or propagation-dispersion equation was derived to describe diffusive processes with temporal dispersion rather than spatial dispersion as in classical…

Statistical Mechanics · Physics 2016-02-01 Jean Pierre Boon , James F. Lutsko
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