Related papers: Kinetic Equation for Stochastic Vector Bundles
The Vicsek-BGK equation is a kinetic model for alignment of particles moving with constant speed between stochastic reorientation events with sampling from a von Mises distribution. The spatially homogeneous model shows a steady state…
In the present paper we give a brief summary of some recent theoretical advances in the treatment of inhomogeneous fluids and methods which have applications in the study of dynamical properties of liquids in situations of extreme…
Stochastic differential equations with Levy motion arise the mathematical models for various phenomenon in geophysical and biochemical sciences. The Fokker Planck equation for such a stochastic differential equations is a nonlocal partial…
In this paper we introduce kinetic equations for the evolution of the probability distribution of two goods among a huge population of agents. The leading idea is to describe the trading of these goods by means of some fundamental rules in…
The Fokker-Planck equation is a partial differential equation which is a key ingredient in many models in physics. This paper aims to obtain a quantum counterpart of Fokker-Planck dynamics, as a means to describing quantum Fokker-Planck…
We study Markov processes associated with stochastic differential equations, whose non-linearities are gradients of convex functionals. We prove a general result of existence of such Markov processes and a priori estimates on the transition…
We propose a discrete lattice version of the Fokker-Planck kinetic equation along lines similar to the Lattice-Boltzmann scheme. Our work extends an earlier one-dimensional formulation to arbitrary spatial dimension $D$. A generalized…
For the characterization of surface height profiles we present a new stochastic approach which is based on the theory of Markov processes. With this analysis we achieve a characterization of the complexity of the surface roughness by means…
We develop the stochastic approach to thermodynamics based on the stochastic dynamics, which can be discrete (master equation) continuous (Fokker-Planck equation), and on two assumptions concerning entropy. The first is the definition of…
A kinetic equation is derived for the phase density of a system of point particles, generating a system of integro-differential equations for distribution functions that have a deterministic meaning. The derivation took into account the…
Stochastic partial differential equations (SPDEs) represent a very active research field with numerous recent developments and breakthrough results. There are several well-established approaches and methods used to construct solutions for…
This third part extends the theory of Generalized Poisson-Kac (GPK) processes to nonlinear stochastic models and to a continuum of states. Nonlinearity is treated in two ways: (i) as a dependence of the parameters (intensity of the…
A possible model for quantum kinematics of a test particle in a curved space-time is proposed. Every reasonable neighbourhood V_e of a curved space-time can be equipped with a nonassociative binary operation called the geodesic…
We investigate the stochastic dynamics of one sedimenting active Brownian particle in three dimensions under the influence of gravity and passive fluctuations in the translational and rotational motion. We present an analytical solution of…
We present a new method to derive kinetic equations for systems undergoing non-linear transport in the presence of memory effects. In the framework of mesoscopic nonequilibrium thermodynamics, we derive a generalized Fokker-Planck equation…
A kinetic model for granular mixtures is considered to study three different non-equilibrium situations. The model is based on the equivalence between a gas of elastic hard spheres subjected to a drag force proportional to the particle…
We present a kinetic theory for inhomogeneous systems with weak long-range interactions. Starting from the Klimontovich equation and using a quasilinear theory, we obtain a closed kinetic equation describing the relaxation of the…
Beam dynamics calculations that are based on the Vlasov equation do not permit the the treatment of stochastic phenomena such as intra-beam scattering. If the nature of the stochastic process can be regarded as a Markov process, we are…
The non--static generalized Langevin equation and its corresponding Fokker--Planck equation for the position of a viscous fluid particle were solved in closed form for a time dependent external force. Its solution for a constant external…
The existence and uniqueness of measure-valued solutions to stochastic nonlinear, non-local Fokker-Planck equations is proven. This type of stochastic PDE is shown to arise in the mean field limit of weakly interacting diffusions with…