Related papers: Nonextensive It\^o-Langevin Dynamics
We investigate evolution equations for anomalous diffusion employing fractional derivatives in space and time. Linkage between the space-time variables leads to a new type of fractional derivative operator. Fractional diffusion equations…
Many physical, biological or social systems are governed by history-dependent dynamics or are composed of strongly interacting units, showing an extreme diversity of microscopic behaviour. Macroscopically, however, they can be efficiently…
We study the time behavior of the Fokker-Planck equation in Zwanzig rule (the backward-Ito rule) based on the Langevin equation of Brownian motion with an anomalous diffusion in a complex medium. The diffusion coefficient is a function in…
The fluctuation-dissipation theory is grounded on the Langevin condition expressing the local independence between the thermal force and the particle velocity history. Upon hydrodynamic grounds, it is reasonable to relax this condition in…
We derive the hydrodynamic limit of a kinetic equation where the interactions in velocity are modelled by a linear operator (Fokker-Planck or Linear Boltzmann) and the force in the Vlasov term is a stochastic process with high amplitude and…
We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…
. We study the evolution of the distribution of eigenvalues of a $N\times N$ matrix subject to a random perturbation drawn from (i) a generalized Gaussian ensemble (ii) a non-Gaussian ensemble with a measure variable under the change of…
We obtain within Fokker-Planck dynamics an explicit generalization of Einstein's relation between drag, diffusion and equilibrium distribution for a spatially homogeneous system, considering both the transverse and longitudinal diffusion…
The non-extensive canonical ensemble theory is reconsidered with the method of Lagrange multipliers by maximizing Tsallis entropy, with the constraint that the normalized term of Tsallis' $q-$average of physical quantities, the sum $\sum…
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…
We show that a non-equilibrium diffusive dynamics in a finite-dimensional space takes in the Lagrangian frame of its mean local velocity an equilibrium form with the detailed balance property. This explains the equilibrium nature of the…
The Fokker-Planck equation for the probability $f(r,t)$ to find a random walker at position $r$ at time $t$ is derived for the case that the the probability to make jumps depends nonlinearly on $f(r,t)$. The result is a generalized form of…
The influence of dissipation on the fluctuation statistics of the total energy is investigated through both a phenomenological and a stochastic model for dissipative energy-transfer through a cascade of states. In equilibrium the states…
The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general L\'evy stable statistics and experiences…
A relativistic bounce-averaged quasilinear diffusion equation is derived to describe stochastic particle transport associated with arbitrary-frequency electromagnetic fluctuations in a nonuniform magnetized plasma. Expressions for the…
We start by reviewing recent probabilistic results on ergodic sums in a large class of (non-uniformly) hyperbolic dynamical systems. Namely, we describe the central limit theorem, the almost-sure convergence to the gaussian and other stable…
For systems in nonequilibrium steady states, a novel modulated Gaussian probability distribution is derived to incorporate a new phenomenon of biased current fluctuations, discovered by recent laboratory experiments and confirmed by…
We consider the propagation of galactic cosmic rays under assumption that the interstellar medium is a fractal one. An anomalous diffusion equation in terms of fractional derivatives is used to describe of cosmic ray propagation. The…
Diffusive transport of a particle in spatially correlated random energy landscape having exponential density of states has been considered. We exactly calculate the diffusivity in the nondispersive quasi-equilibrium transport regime and…
The density distributions and Soret coefficient in a nonequilibrium colloidal system with nonuniform temperature are studied by the overdamped Langevin equation for Brownian motion in an inhomogeneous strong friction medium. Based on the…