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The shape and tails of partial distribution functions (PDF) for a financial signal, i.e. the S&P500 and the turbulent nature of the markets are linked through a model encompassing Tsallis nonextensive statistics and leading to evolution…

Condensed Matter · Physics 2009-11-10 Marcel Ausloos , Kristinka Ivanova

We study stochastic motion under a nonlinear frictional force that levels off with increasing velocity. Specifically, our frictional force is of the so-called Coulomb-tanh type. At small speed, it increases approximately linearly with…

Statistical Mechanics · Physics 2023-12-13 Theo Lequy , Andreas M. Menzel

The paper discusses linear fractional representations of parameter-dependent nonlinear systems with dynamics defined by real rational nonlinearities and a finite set of point delays. The global asymptotic stability is investigated via…

Dynamical Systems · Mathematics 2008-03-27 M. De la Sen

As a main example for the superstatistics approach, we study a Brownian particle moving in a d-dimensional inhomogeneous environment with macroscopic temperature fluctuations. We discuss the average occupation time of the particle in…

Statistical Mechanics · Physics 2009-11-11 Christian Beck

Combining analytical and numerical methods, we study within the framework of the homogeneous non-linear Boltzmann equation, a broad class of models relevant for the dynamics of dissipative fluids, including granular gases. We use the new…

Statistical Mechanics · Physics 2007-09-23 E. Trizac , A. Barrat , M. H. Ernst

We use the Hamiltonian formulation of kinetic theory to perform a stability analysis of non-thermal fixed points in a non-Abelian plasma. We construct a perturbative expansion of the Fokker-Planck collision kernel in an adiabatic…

High Energy Physics - Phenomenology · Physics 2022-07-01 Aleksandr N. Mikheev , Aleksas Mazeliauskas , Jürgen Berges

We study a nonlocal approximation of the Fokker-Planck equation in which we can estimate the speed of convergence to equilibrium in a way which does not degenerate as we approach the local limit of the equation. This uniform estimate cannot…

Analysis of PDEs · Mathematics 2026-01-21 José A. Cañizo , Niccolò Tassi

In this paper we investigate peculiarities of phase transition high-symmetry - incommensurate phase in inhomogeneous systems. We obtain the nonlinear dispersion law and then present a renormalization group analysis of phase transitions in…

Statistical Mechanics · Physics 2015-05-13 B. R. Gadjiev

This paper deals with a nonlinear system of partial differential equations modeling a simplified tumor-induced angiogenesis taking into account only the interplay between tumor angiogenic factors and endothelial cells. Considered model…

Analysis of PDEs · Mathematics 2015-06-04 Tomasz Cieslak , Cristian Morales-Rodrigo

Anomalous diffusion is predicted for Brownian particles in inhomogeneous viscosity landscapes by means of scaling arguments, which are substantiated through numerical simulations. Analytical solutions of the related Fokker-Planck equation…

We investigate the asymptotic behaviour of solutions of a class of nonlocal Fokker--Planck equations defined by nonsingular, heavy-tailed convolution kernels and characterised by a scaling parameter $\e\in(0,1]$ and a fractional index…

Analysis of PDEs · Mathematics 2026-02-03 Niccolò Tassi

We consider a system of $N$ interacting particles, governed by transport and diffusion, that converges in a mean-field limit to the solution of a McKean-Vlasov equation. From the observation of a trajectory of the system over a fixed time…

Statistics Theory · Mathematics 2021-03-16 Laetitia Della Maestra , Marc Hoffmann

Matter agglomeration mesoscopic phenomena of irreversible type are well described by nonequilibrium thermodynamics formalism. The description assumes that the thermodynamic (internal) state variables are in local equilibrium, and uses the…

Statistical Mechanics · Physics 2007-05-23 A. Gadomski , J. M. Rubi

We provide a quantitative asymptotic analysis for the nonlinear Vlasov--Poisson--Fokker--Planck system with a large linear friction force and high force-fields. The limiting system is a diffusive model with nonlocal velocity fields often…

Analysis of PDEs · Mathematics 2021-03-24 José A. Carrillo , Young-Pil Choi , Yingping Peng

We study a system of Fokker-Planck equations recently introduced to describe the temporal evolution of statistical distributions of population densities with predator-prey interactions. At the macroscopic level, the system recovers a…

Analysis of PDEs · Mathematics 2026-03-11 Giuseppe Toscani , Mattia Zanella

A standard elasto-plasto-dynamic model at finite strains based on the Lie-Liu-Kr\"oner multiplicative decomposition, formulated in rates, is here enhanced to cope with spatially inhomogeneous materials by using the reference (called also…

Analysis of PDEs · Mathematics 2023-04-13 Tomáš Roubíček , Giuseppe Tomassetti

We interpret a class of nonlinear Fokker-Planck equations with reaction as gradient flows over the space of Radon measures equipped with the recently introduced Hellinger-Kantorovich distance. The driving entropy of the gradient flow is not…

Functional Analysis · Mathematics 2019-08-13 Stanislav Kondratyev , Dmitry Vorotnikov

We develop a non-linear framework for describing long-wavelength perturbations in multiple-field inflation. The basic variables describing inhomogeneities are defined in a non-perturbative manner, are invariant under changes of time slicing…

Astrophysics · Physics 2009-11-11 G. I. Rigopoulos , E. P. S. Shellard , B. J. W. van Tent

The evolution of the non-thermal emission emitted by pulsar wind nebulae is generally calculated using spatially-independent particle transport models. Although useful, these models implicitly assume that the source of non-thermal particles…

High Energy Astrophysical Phenomena · Physics 2013-08-09 Michael Vorster , Harm Moraal

The statistical behavior of a nonlinear system described by a mapping with phase rotation is studied. We use the Kolmogorov-Chapman equations for the multi-time probability distribution functions for investigation of dynamics under the…

Chaotic Dynamics · Physics 2007-05-23 V. V. Zverev