Related papers: Identification and existence of Boltzmann processe…
On the basis of multivariate Langevin processes we present a realization of Levy flights as a continuous process. For the simple case of a particle moving under the influence of friction and a velocity dependent stochastic force we…
The existence of two stationary solutions of the nonlinear Boltzmann equation for inelastic hard spheres or disks is investigated. They are restricted neither to weak dissipation nor to small gradients. The one-particle distribution…
A linear Boltzmann equation is derived in the Boltzmann-Grad scaling for the deterministic dynamics of many interacting particles with random initial data. We study a Rayleigh gas where a tagged particle is undergoing hard-sphere collisions…
The Vlasov-Fokker-Planck equation describes the evolution of the probability density of the position and velocity of particles under the influence of external confinement, interaction, friction, and stochastic force. It is well-known that…
Consider a microscopic system of $N$ hard spheres that are initially independent (modulo the exclusion condition on particle positions) and identically distributed in $\mathbb{R}^3$. When the number $N$ of particles goes to infinity and the…
The time evolution of probability densities for solutions to stochastic differential equations (SDEs) without delay is usually described by Fokker-Planck equations, which require the adjoint of the infinitesimal generator for the solutions.…
We associate a coupled nonlinear Fokker-Planck equation on $\R^d$, i.e. with solution paths in $\scr P$, to a linear Fokker-Planck equation for probability measures on the product space $\R^d\times \scr P$, i.e. with solution paths in $\scr…
In this paper we revisit the derivation of boundary conditions for the Boltzmann Equation. The interaction between the wall atoms and the gas molecules within a thin surface layer is described by a kinetic equation introduced in [9] and…
This paper focuses on finding an approximate solution of a kind of Fokker-Planck equation with time-dependent perturbations. A formulation of the approximate solution of the equation is constructed, and then the existence of the formulation…
Stochastic acceleration of charged particles due to their interactions with plasma waves may be responsible for producing superthermal particles in a variety of astrophysical systems. This process can be described as a diffusion process in…
We establish the gradient flow representation of diffusion with mobility $b$ with respect to the modified Wasserstein quasi-metric $W_h$, where $h(r)=rb(r)$. The appropriate selection of the free energy functional depends on the specific…
In this report we summarize a few methods for solving the stochastic differential equations (SDE) and the corresponding Fokker-Planck equations describing the Gompertz and logistic random dynamics. It is shown that the solutions of the…
We report a study of the homogeneous isotropic Boltzmann equation for an open system. We seek for nonequilibrium steady solutions in presence of forcing and dissipation. Using the language of weak turbulence theory, we analyze the…
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…
We consider a Langevin equation with variable drift and diffusion coefficients separable in time and space and its corresponding Fokker-Planck equation in the Stratonovich approach. From this Fokker-Planck equation we obtain a class of…
By investigating McKean-Vlasov SDEs, the order preservation and positive correlation are characterized for nonlinear Fokker-Planck equations. The main results recover the corresponding criteria on these properties established in [3, 5] for…
A jump-diffusion process along with a particle scheme is devised as an accurate and efficient particle solution to the Boltzmann equation. The proposed process (hereafter Gamma-Boltzmann model) is devised to match the evolution of all…
In gas dynamics, the connection between the continuum physics model offered by the Navier-Stokes equations and the heat equation and the molecular model offered by the kinetic theory of gases has been understood for some time, especially…
We investigate piecewise-linear stochastic models as with regards to the probability distribution of functionals of the stochastic processes, a question which occurs frequently in large deviation theory. The functionals that we are looking…
We consider different generalizations of the Fokker-Planck-equation devised to describe Levy processes in potential force fields. We show that such generalizations can proceed along different lines. On one hand, Levy statistics can emerge…