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Dynamics of complex systems is often hierarchically organized on different time scales. To understand the physics of such hierarchy, here Brownian motion of a particle moving through a fluctuating medium with slowly varying temperature is…

Statistical Mechanics · Physics 2014-02-14 Sumiyoshi Abe

This paper establishes results on the existence and uniqueness of solutions to McKean-Vlasov equations, also called mean-field stochastic differential equations, in an infinite-dimensional Hilbert space setting with irregular drift. Here,…

Probability · Mathematics 2019-12-17 Martin Bauer , Thilo Meyer-Brandis

To obtain further insight on possible power law generalizations of Boltzmann equilibrium concepts, a stochastic collision model is investigated. We consider the dynamics of a tracer particle of mass $M$, undergoing elastic collisions with…

Statistical Mechanics · Physics 2009-11-10 Eli Barkai

We study the dynamics of inertial particles in turbulence using datasets obtained from both direct numerical simulations and laboratory experiments of turbulent swirling flows. By analyzing time series of particle velocity increments at…

A recent kinetic approach for Vicsek-like models of active particles is reviewed. The theory is based on an exact Chapman-Kolmogorov equation in phase space. It can handle discrete time dynamics and "exotic" multi-particle interactions. A…

Statistical Mechanics · Physics 2015-02-24 Thomas Ihle

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…

Analysis of PDEs · Mathematics 2017-08-03 Manh Hong Duong , Julian Tugaut

We consider Mckean-Vlasov type stochastic differential equations with multiplicative noise arising from the random vortex method. Such an equation can be viewed as the mean-field limit of interacting particle systems with singular…

Probability · Mathematics 2024-04-09 Jiawei Li , Zhongmin Qian

In this paper, we consider a class of Mckean-Vlasov stochastic differential equation with oblique reflection over an non-smooth time dependent domain. We establish the existence and uniqueness results of this class, address the propagation…

Probability · Mathematics 2022-08-24 Rong Wei , Saisai Yang , Jianliang Zhai

The numerical solutions of nonlocal and local Boltzmann kinetic equations for the simulation of central heavy ion reactions are parameterized in terms of time dependent thermodynamical variables in the Fermi liquid sense. This allows one to…

Nuclear Theory · Physics 2009-11-06 Klaus Morawetz

We present the perturbative solution of the multicomponent Boltzmann kinetic equation based on the set of observables including the hydrodynamic velocity and temperature for each component. The solution is obtained by modifying the formal…

Statistical Mechanics · Physics 2008-01-23 S. V. Savenko , E. A. J. F. Peters , P. J. A. M. Kerkhof

Based on a class of moderately interacting particle systems, we establish a quantitative approximation for density-dependent McKean-Vlasov SDEs and the corresponding nonlinear, nonlocal PDEs. The SDE is driven by both Brownian motion and…

Probability · Mathematics 2025-04-02 Ke Song , Zimo Hao , Mingkun Ye

Using the scheme of mesoscopic nonequilibrium thermodynamics, we construct the one- and two- particle Fokker-Planck equations for a system of interacting Brownian particles. By means of these equations we derive the corresponding balance…

Soft Condensed Matter · Physics 2009-11-07 M. Mayorga , L. Romero-Salazar , J. M. Rubi

The known nonlinear kinetic equations (in particular, the wave kinetic equation and the quantum Nordheim -- Uehling -- Uhlenbeck equations) are considered as a natural generalization of the classical spatially homogeneous Boltzmann…

Mathematical Physics · Physics 2023-12-27 A. V. Bobylev

We consider the non-cutoff Boltzmann equation in the spatially inhomogeneous, soft potentials regime, and establish decay estimates for large velocity. In particular, we prove that pointwise algebraically decaying upper bounds in the…

Analysis of PDEs · Mathematics 2023-11-07 Christopher Henderson , Stanley Snelson , Andrei Tarfulea

We discuss the approach to equilibrium of systems governed by the Fokker-Planck equation. In particular, we focus on problems involving barrier penetration and the associated Kramers' time. We also describe the connection between stochastic…

Statistical Mechanics · Physics 2007-05-23 Himadri S. Samanta , J. K. Bhattacharjee

The paper proves existence of renormalized stationary solutions for a dense class of discrete velocity Boltzmann equations in the plane with given ingoing boundary values. The proof is based on the construction of a sequence of…

Mathematical Physics · Physics 2021-12-17 L. Arkeryd , A. Nouri

We present a simple thermodynamically consistent method for solving time-dependent Fokker--Planck equations (FPE) for over-damped stochastic processes, also known as Smoluchowski equations. It yields both transition and steady-state…

Statistical Mechanics · Physics 2019-03-12 Viktor Holubec , Klaus Kroy , Stefano Steffenoni

This paper is devoted to the approximation of the linear Boltzmann equation by fractional diffusion equations. Most existing results address this question when there is no external acceleration field. The goal of this paper is to…

Analysis of PDEs · Mathematics 2016-06-06 Pedro Aceves-Sanchez , Antoine Mellet

This paper focuses on the long-term behavior of solutions to nonlinear stochastic Fokker-Planck equations driven by common noise, where the drift term has a linear dependence on the measure. These equations, which describe the evolution of…

Analysis of PDEs · Mathematics 2025-03-07 Raphael Maillet

In this paper we suggest a consistent approach to derivation of generalized Fokker-Planck equation (GFPE) for Gaussian non-Markovian processes with stationary increments. This approach allows us to construct the probability density function…

Statistical Mechanics · Physics 2011-07-06 O. Yu. Sliusarenko
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