Related papers: Kinetic Equation for Stochastic Vector Bundles
Difference Kinetic Equations are derived quantum mechanically in a plane wavelets representation with account of two-particle correlations. It is shown that the set of plane wavelet orthonormal functions is complete. The set of ket vectors…
Using the generalized Kolmogorov-Feller equation with long-range interaction, we obtain kinetic equations with fractional derivatives with respect to coordinates. The method of successive approximations with the averaging with respect to…
In this study, we propose a new method that is useful for estimating unknown parameter values of stochastic differential equation (SDE) models, based on probability density function (PDF) data measured from random dynamical systems. As our…
This article present a continuous cascade model of volatility formulated as a stochastic differential equation. Two independent Brownian motions are introduced as random sources triggering the volatility cascade. One multiplicatively…
Self-propelled particles can navigate complex environments, including viscous fluid interfaces with curved geometries. In this work, we study the emergent dynamics of a suspension of self-propelled particles confined to a stationary curved…
An extended variational principle providing the equations of motion for a system consisting of interacting classical, quasiclassical and quantum components is presented, and applied to the model of bilinear coupling. The relevant dynamical…
In this work, we study a class of nonlocal-in-time kinetic models of incompressible dilute polymeric fluids. The system couples a macroscopic balance of linear momentum equation with a mezoscopic subdiffusive Fokker-Planck equation…
The response functions for small spatial perturbations of a homogeneous granular fluid have been described recently. In appropriate dimensionless variables, they have the form of stationary state time correlation functions. Here, these…
A kinetic-fluid model describing the evolutions of disperse two-phase flows is considered. The model consists of the Vlasov-Fokker-Planck equation for the particles (disperse phase) coupled with the compressible Navier-Stokes equations for…
Non-smooth dynamics driven by stochastic disturbance arise in a wide variety of engineering problems. Impulsive interventions are often employed to control stochastic systems; however, the modeling and analysis subject to execution delay…
By using path integrals, the stochastic process associated to the time evolution of the quantum probability density is formally rewritten in terms of a stochastic differential equation, given by Newton's equation of motion with an…
We present a new way of quantum kinetic equation derivation. This method appears as a natural generalization of the many-particle quantum hydrodynamic method. Kinetic equations are derived for different system of particles. First of all we…
We use the mesoscopic nonequilibrium thermodynamics theory to derive the general kinetic equation of a system in the presence of potential barriers. The result is applied to the description of the evolution of systems whose dynamics is…
In this paper, we study the long-time behaviour of solutions to the Vlasov-Fokker-Planck equation where the confining potential is non-convex. This is a nonlocal nonlinear partial differential equation describing the time evolution of the…
We obtain a kinetic description of spatially averaged dynamics of particle systems. Spatial averaging is one of the three types of averaging relevant within the Irwing-Kirkwood procedure (IKP), a general method for deriving macroscopic…
Quantum mechanics predicts correlation between spacelike separated events which is widely argued to violate the principle of Local Causality. By contrast, here we shall show that the Schr\"odinger equation with Born's statistical…
A new approach to quantum Markov processes is developed and the corresponding Fokker-Planck equation is derived. The latter is examined to reproduce known results from classical and quantum physics. It was also applied to the phase-space…
By considering a lattice model of extended phase space, and using techniques of noncommutative differential geometry, we are led to: (a) the conception of vector fields as generators of motion and transition probability distributions on the…
This paper investigates the probability distribution of solutions to McKean--Vlasov stochastic differential equations driven by fractional Brownian motion with Hurst parameter H>1/2. Our main contribution is the derivation of the associated…
A model of self-driven particles similar to the Vicsek model [Phys. Rev. Lett. 75 (1995) 1226] but with metric-free interactions is studied by means of a novel Enskog-type kinetic theory. In this model, N particles of constant speed v0 try…