Related papers: Dyson diffusion on a curved contour
The classical problem of steady rarefied gas flow past an infinitely thin circular disk is revisited, with particular emphasis on the gas behavior near the disk edge. The uniform flow is assumed to be perpendicular to the disk surface. An…
A theoretical analysis of active motion on curved surfaces is presented in terms of a generalization of the Telegrapher's equation. Such generalized equation is explicitly derived as the polar approximation of the hierarchy of equations…
The present paper discusses the diffusion approximation of the linear Boltzmann equation in cases where the collision frequency is not uniformly large in the spatial domain. Our results apply for instance to the case of radiative transfer…
A linear Boltzmann equation is interpreted as the forward equation for the probability density of a Markov process (K(t), Y(t)), where K(t) is a autonomous reversible jump process, with waiting times between two jumps with finite…
The Lorentz gas, a point particle making mirror-like reflections from an extended collection of scatterers, has been a useful model of deterministic diffusion and related statistical properties for over a century. This survey summarises…
Non-Gaussian tails dominate collision probability estimates in conjunction assessment, yet capturing them without Monte Carlo sampling is challenging, especially when process noise is included. We present a closed-form, grid-free solution…
The~numerical solutions to a non-linear Fractional Fokker--Planck (FFP) equation are studied estimating the generalized diffusion coefficients. The~aim is to model anomalous diffusion using an FFP description with fractional velocity…
We demonstrate that the Fokker-Planck equation can be generalized into a 'Fractional Fokker-Planck' equation, i.e. an equation which includes fractional space differentiations, in order to encompass the wide class of anomalous diffusions…
Unbalanced probability circulation, which yields cyclic motions in phase space, is the defining characteristics of a stationary diffusion process without detailed balance. In over-damped soft matter systems, such behavior is a hallmark of…
The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N coupled stochastic variables with the Dirichlet distribution as its asymptotic solution. To ensure a bounded…
The equilibrium-dispersive model of the linear GC (gas chromatography) was derived using both assumptions and the method of its derivation different from the known in literature. It was concluded that this model is a specific case of the…
In this article, I study the diffusive behavior for a quantum test particle interacting with a dilute background gas. The model I begin with is a reduced picture for the test particle dynamics given by a quantum linear Boltzmann equation in…
A study of the gas dynamics of a dilute collection of the inelastically colliding hard spheres is presented. When diffusive processes are neglected the gas density blows up in a finite time. The blowup is the mathematical expression for one…
The diffusion of chiral active Brownian particles in three-dimensional space is studied analytically, by consideration of the corresponding Fokker-Planck equation for the probability density of finding a particle at position…
The propagation of light in a scattering medium is described as the motion of a special kind of a Brownian particle on which the fluctuating forces act only perpendicular to its velocity. This enforces strictly and dynamically the…
We present a general phase-space kinetic model for charged particle transport through combined localised and delocalised states, capable of describing scattering collisions, trapping, detrapping and losses. The model is described by a…
We discuss transport equations resulting from relativistic diffusions in the proper time. We show that a solution of the transport equation can be obtained from the solution of the diffusion equation by means of an integration over the…
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…
The Enskog-like kinetic approach, recently introduced by us to study strongly inhomogeneous flu- ids, is reconsidered in order to improve the description of the transport coefficients. The approach is based on a separation of the…
This paper is devoted to Fokker-Planck and linear kinetic equations with very weak confinement corresponding to a potential with an at most logarithmic growth and no integrable stationary state. Our goal is to understand how to measure the…