Related papers: Fokker-Planck equation for the particle size distr…
Fractional derivative in time variable is introduced into the Fokker-Planck equation of a population growth model. It's solution, the KNO scaling function, is transformed into the generating function for the multiplicity distribution.…
Fokker-Planck equations (forward Kolmogorov equations) evolve probability densities in time from an initial condition. For distributions over the real line, these evolution equations can sometimes be transformed into dynamics over the…
A general formulation of the Fokker-Planck-Kolmogorov (FPK) equation for stochastic hybrid systems is presented, within the framework of Generalized Stochastic Hybrid Systems (GSHS). The FPK equation describes the time evolution of the…
We study the cross section \sigma and Forward-Backward asymmetry A_{FB} in the process pp \to \gamma^*,Z \to \ell^+\ell^- (with \ell=e,\mu) for determinations of Parton Distribution Functions (PDFs) of the proton. We show that, once mapped…
We present a classical, mesoscopic derivation of the Fokker-Planck equation for diffusion in an expanding medium. To this end, we take a conveniently generalized Chapman-Kolmogorov equation as the starting point. We obtain an analytical…
A self-consistent and universal description of friction and diffusion for Brownian particles (grains) in different systems, as a gas with Boltzmann collisions, dusty plasma with ion absorption by grains, and for active particles (e.g.,…
We study a time-fractional Fisher-KPP equation involving a Riemann-Liouville fractional derivative acting on the diffusion term, as derived by Angstmann and Henry (Entropy, 22:1035, 2020). The model captures memory effects in diffusive…
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…
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…
Kinetic equilibration at late times is physically required for heavy particles in a finite temperature medium. In Fokker-Planck dynamics, it is ensured by the Einstein relation between the drag and longitudinal momentum diffusion…
The Fokker--Planck equation describes the evolution of a probability distribution towards equilibrium--the flow parameter is the equilibration time. Assuming the distribution remains normalizable for all times, it is equivalent to an open…
The Fokker-Planck equation describes the evolution of the probability density associated with a stochastic differential equation. As the dimension of the system grows, solving this partial differential equation (PDE) using conventional…
The concern of the present paper is the design of efficient numerical schemes for a specific Fokker-Planck equation describing the dynamics of energetic particles occurring in thermonuclear fusion plasmas (runaway electrons for example). In…
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…
We introduce a generalization of Obukhov's model [A.M. Obukhov, Adv. Geophys. 6, 113 (1959)] for the description of the joint position-velocity statistics of a single fluid particle in fully developed turbulence. In the presented model the…
The temporal Fokker-Planck equation is analytically integrated in an arbitrary number of spatial dimensions but with the 2D and 3D results highlighted. It is shown that a temporal power-law ansatz for the anisotropic diffusion coefficients…
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…
We study the formation and the evolution of velocity distribution tails for systems with long-range interactions. In the thermal bath approximation, the evolution of the distribution function of a test particle is governed by a…
We calculate the probability distribution $P({\bf k})$ for a heavy quark with velocity $v$ propagating through strongly coupled $\mathcal{N}=4$ SYM plasma in the 't Hooft limit at a temperature $T$ to acquire a momentum ${\bf k}$ due to…
The problem of anomalous diffusion in momentum (velocity) space is considered based on the master equation and the appropriate probability transition function (PTF). The approach recently developed by the author for coordinate space, is…