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The non-equilibrium Fokker-Planck dynamics in an arbitrary force field $\vec f(\vec r)$ in dimension $N$ is revisited via the correspondence with the non-hermitian quantum mechanics in a scalar potential $V(\vec r)$ and a vector potential…

Statistical Mechanics · Physics 2023-02-22 Alain Mazzolo , Cécile Monthus

The reformulation of nonequilibirum thermodynamics, to include the treatment of thermodynamic fluctuations, is applied to the hydrodynamic fluctuations of a simple fluid. It is shown that the nonequilibrium thermodynamic scheme leads to the…

Statistical Mechanics · Physics 2007-05-23 J. M. Rubi , P. Mazur

The goal of this investigation was to derive strictly new properties of chaotic systems and their mutual relations. The generalized Fokker-Planck equation with a non stationary diffusion has been derived and used for chaos analysis. An…

Chaotic Dynamics · Physics 2014-07-29 Sergey A. Kamenshchikov

The Fokker-Planck equation provides complete statistical description of a particle undergoing random motion in a solvent. In the presence of Lorentz force due to an external magnetic field, the Fokker-Planck equation picks up a tensorial…

Statistical Mechanics · Physics 2020-01-22 Iman Abdoli , Hidde Derk Vuijk , Jens-Uwe Sommer , Joseph Michael Brader , Abhinav Sharma

It is known that a finite-size homogeneous granular fluid develops an hydrodynamic-like instability when dissipation crosses a threshold value. This instability is analyzed in terms of modified hydrodynamic equations: first, a source term…

Statistical Mechanics · Physics 2009-10-31 R. Soto , M. Mareschal , M. Malek Mansour

There is experimental and theoretical evidence that the broad rapidity distribution of net proton yield in central heavy-ion collisions at SPS energies could be a signal of non-equilibrium properties of the system. We show that the broad…

High Energy Physics - Phenomenology · Physics 2015-06-25 A. Lavagno

This paper is devoted to studying non-commensurate fractional order planar systems. Our contributions are to derive sufficient conditions for the global attractivity of non-trivial solutions to fractional-order inhomogeneous linear planar…

Classical Analysis and ODEs · Mathematics 2023-01-30 Kai Diethelm , Ha Duc Thai , Hoang The Tuan

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…

Statistical Mechanics · Physics 2021-03-17 Leonardo Santos

We obtain and study new $\Phi$-entropy inequalities for diffusion semigroups, with Poincar\'e or logarithmic Sobolev inequalities as particular cases. From this study we derive the asymptotic behaviour of a large class of linear…

Probability · Mathematics 2013-09-19 François Bolley , Ivan Gentil

The convergence properties of the stationary Fokker-Planck algorithm for the estimation of the asymptotic density of stochastic search processes is studied. Theoretical and empirical arguments for the characterization of convergence of the…

Neural and Evolutionary Computing · Computer Science 2009-07-02 Arturo Berrones

We address the issue of the proximity of interacting diffusion models on large graphs with a uniform degree property and a corresponding mean field model, i.e. a model on the complete graph with a suitably renormalized interaction…

Probability · Mathematics 2016-11-23 Sylvain Delattre , Giambattista Giacomin , Eric Luçon

This paper is concerned with space inhomogeneous quantum Fokker-Planck equations posed on a classical kinetic phase space. The nonlinear factor $f(1\pm f)$ appears both in the transport term and in the collison part of the Fokker-Planck…

Analysis of PDEs · Mathematics 2026-01-27 Anton Arnold , Marlies Pirner , Gayrat Toshpulatov

We present a possible approach to measuring inequality in a system of coupled Fokker-Planck-type equations that describe the evolution of distribution densities for two populations interacting pairwise due to social and/or economic factors.…

General Finance · Quantitative Finance 2025-05-22 Marco Menale , Giuseppe Toscani

We consider new connections between the problem of trend to equilibrium for the n-dimensional Fokker--Planck equation of statistical physics, and weighted Poincar\'e inequality. To this aim we consider a class of n-dimensional…

Analysis of PDEs · Mathematics 2025-11-18 G. Furioli , A. Pulvirenti , E. Terraneo , G. Toscani

The Fokker-Planck Equation, applied to transport processes in fusion plasmas, can model several anomalous features, including uphill transport, scaling of confinement time with system size, and convective propagation of externally induced…

Plasma Physics · Physics 2007-11-05 D. F. Escande , F. Sattin

In this work we consider an extension of a recently proposed structure preserving numerical scheme for nonlinear Fokker-Planck-type equations to the case of nonconstant full diffusion matrices. While in existing works the schemes are…

Numerical Analysis · Mathematics 2021-04-20 N. Loy , M. Zanella

We develop a continuous-time model for the long-term dynamics of adaptive stochastic optimization, focusing on bias-corrected Adam-type methods. Starting from a finite-sum setting, we identify a canonical scaling of learning rates, decay…

Analysis of PDEs · Mathematics 2026-04-02 Kaj Nyström

Identification of nonlinear dynamical systems is crucial across various fields, facilitating tasks such as control, prediction, optimization, and fault detection. Many applications require methods capable of handling complex systems while…

Machine Learning · Statistics 2024-11-05 Luc Brogat-Motte , Riccardo Bonalli , Alessandro Rudi

In this work, we study the formal connections between the non-linear Fokker-Planck Equation associated with the non-additive entropy and the Boltzmann Equation with the non-additive correlation functional. The collisional term following the…

Statistical Mechanics · Physics 2023-02-23 Airton Deppman , Alireza K. Golmankhaneh , Eugenio Megias , Roman Pasechnik

We consider a multi component gas mixture with translational and internal energy degrees of freedom without chemical reactions assuming that the number of particles of each species remains constant. We will illustrate the derived model in…

Analysis of PDEs · Mathematics 2025-01-09 Marlies Pirner
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