Related papers: Dyson diffusion on a curved contour
We study the distribution of first passage time (FPT) in Levy type of anomalous diffusion. Using recently formulated fractional Fokker-Planck equation we obtain three results. (1) We derive an explicit expression for the FPT distribution in…
A probabilistic analysis of the direct simulation of a homogeneous gas is given. A hierarchy of equations similar to the BBGKY hierarchy for the reduced probability densities is derived. By invoking the molecular chaos assumption, an…
We solve the Fokker-Planck equation for Brownian motion in a logarithmic potential. When the diffusion constant is below a critical value the solution approaches a non-normalizable scaling state, reminiscent of an infinite invariant…
This article is the exploration of the viewpoint within which propelled particles in a steady-state are regarded as a system with quenched disorder. The analogy is exact when the rate of the drift orientation vanishes and the linear…
A stochastic theory is presented for a quantum vortex that is expected to occur in superfluids coated on two dimensional sphere $ {\rm S}^2 $. The starting point is the canonical equation of motion (the Kirchhoff equation) for a point…
For the particles undergoing the anomalous diffusion with different waiting time distributions for different internal states, we derive the Fokker-Planck and Feymann-Kac equations, respectively, describing positions of the particles and…
The analytical theory of diffusive cosmic ray acceleration at parallel stationary shock waves with magnetostatic turbulence is generalized to arbitrary shock speeds $V_s=\beta_1c$, including in particular relativistic speeds. This is…
In the spirit of the macroscopic crowd motion models with hard congestion (i.e. a strong density constraint $\rho\leq 1$) introduced by Maury {\it et al.} some years ago, we analyze a variant of the same models where diffusion of the agents…
We derive a Fokker-Planck equation for joint probability density for an active particle coupled two heat reservoirs with harmonic, viscous, random forces. The approximate solution for the joint distribution density of all-to-all and three…
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…
We present the Fokker-Planck equation (FPE) for an inhomogeneous medium with a position-dependent mass particle by making use of the Langevin equation, in the context of a generalized deformed derivative for an arbitrary deformation space…
Motivated by electronic transport in graphene-like structures, we study the diffusion of a classical point particle in Fermi potentials situated on a triangular lattice. We call this system a soft Lorentz gas, as the hard disks in the…
We study large fluctuations of the current in a Dyson gas, a 1D system of particles interacting through a logarithmic potential and subjected to random noise. We adapt the macroscopic fluctuation theory to the Dyson gas and derive two…
A model for the condensation of a dusty plasma is constructed by considering the spherical shielding layers surrounding a dust grain test particle. The collisionless region less than a collision mean free path from the test particle is…
We investigate the random flight process that arises as the Boltzmann-Grad limit of a random scatterer Lorentz gas with variable scatterer density in a gravitational field. For power function densities we show how the parameters of the…
A fluid-dynamic approach to the diffusion of heavy quarks in the quark--gluon plasma (QGP) is presented. Specifically, we analyze the Fokker-Planck equation for the momentum transport of heavy quarks from a fluid perspective and use a…
In this note, we investigate a doubly nonlinear diffusion equation in the slow diffusion regime. We prove stability of the pressure of solutions that are close to traveling wave solutions in a homogeneous Lipschitz sense. We derive…
In this paper, we propose some algorithms for the simulation of the distribution of certain diffusions conditioned on terminal point. We prove that the conditional distribution is absolutely continuous with respect to the distribution of…
The Boltzmann kinetic equation is considered to compute the transport coefficients associated with the mass flux of intruders in a granular gas. Intruders and granular gas are immersed in a gas of elastic hard spheres (molecular gas). We…
We propose fractional Fokker-Planck equation for the kinetic description of relaxation and superdiffusion processes in constant magnetic and random electric fields. We assume that the random electric field acting on a test charged particle…