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The gravitational evolution of the cosmic one-point Probability Distribution Function (PDF) can be estimated using an analytic approximation that combines gravitational Perturbation Theory (PT) with the Edgeworth expansion around a Gaussian…

Astrophysics · Physics 2007-05-23 P. Fosalba , E. Gaztanaga , E. Elizalde

The Fokker-Planck equation can be reformulated as a continuity equation, which naturally suggests using the associated velocity field in particle flow methods. While the resulting probability flow ODE offers appealing properties - such as…

Machine Learning · Statistics 2024-10-28 Ilja Klebanov

Anomalous dynamics characterized by non-Gaussian probability distributions (PDFs) and/or temporal long-range correlations can cause subtle modifications of conventional fluctuation relations. As prototypes we study three variants of a…

Statistical Mechanics · Physics 2015-07-16 P. Dieterich , R. Klages , A. V. Chechkin

This paper deals with uncertainty propagation of general stochastic hybrid systems (GSHS) where the continuous state space is a compact Lie group. A computational framework is proposed to solve the Fokker-Planck (FP) equation that describes…

Optimization and Control · Mathematics 2022-03-08 Weixin Wang , Taeyoung Lee

We present a numerical method to accurately simulate particle size distributions within the formalism of rate equation cluster dynamics. This method is based on a discretization of the associated Fokker-Planck equation. We show that…

Materials Science · Physics 2016-11-10 Thomas Jourdan , Gabriel Stoltz , Frédéric Legoll , Laurent Monasse

The properties of the probability distribution function of the cosmological continuous density field are studied. We present further developments and compare dynamically motivated methods to derive the PDF. One of them is based on the…

Astrophysics · Physics 2009-10-22 F. Bernardeau , L. Kofman

Equation for anomalous diffusion in momentum space, recently obtained in the recent paper (S.A. Trigger, ArXiv 0907.2793 v1, [cond-matt. stat.-mech.], 16 July 2009) is solved for the stationary and non-stationary cases on basis of the…

Statistical Mechanics · Physics 2009-09-08 S. A. Trigger

The dynamics of phase transformation due to homogeneous nucleation has long been analyzed using the classic Kolmogorov-Johnson-Mehl-Avrami (KJMA) theory. However, the dynamics of phase transformation due to heterogeneous nucleation has not…

Materials Science · Physics 2007-05-23 Masao Iwamatsu

This study investigates the asymptotic dynamics of solutions to the Fokker-Planck-Kolmogorov (FPK) equation, with a specific focus on ship roll stability in dynamic sea conditions. Utilizing a fourth-order filter, we conduct a thorough…

Mathematical Physics · Physics 2025-10-03 Abdelkader Tizaoui

The interaction of charged particles, moving in a uniform magnetic field, with a plane-polarized gravitational wave is considered using the Fokker-Planck- Kolmogorov (FPK) approach. By using a stochasticity criterion, we determine the exact…

General Relativity and Quantum Cosmology · Physics 2015-06-25 A. Anastasiadis , K. Kleidis , H. Varvoglis

We describe the theory of Fermi-type acceleration, including first-order Fermi acceleration at a parallel shock front and second-order Fermi acceleration in a test particle limit. Including the theory of the turbulent acceleration and the…

High Energy Astrophysical Phenomena · Physics 2018-07-11 Y. G. Zheng , G. B. Long , C. Y. Yang , J. M. Bai

The steady state of the Fokker-Planck equation corresponding to a density dependent one-step process is approximated by a suitable normal distribution. Starting from the master equations of the process, written in terms of the time…

Dynamical Systems · Mathematics 2016-09-16 Peter L. Simon , Eszter Sikolya

Turbulent, relativistic nonthermal plasmas are ubiquitous in high-energy astrophysical systems, as inferred from broadband nonthermal emission spectra. The underlying turbulent nonthermal particle acceleration (NTPA) processes have…

High Energy Astrophysical Phenomena · Physics 2025-10-08 Kai W. Wong , Vladimir Zhdankin , Dmitri A. Uzdensky , Gregory R. Werner , Mitchell C. Begelman

We investigate properties of the particle distribution near the tip of one-dimensional branching random walks at large times $t$, focusing on unusual realizations in which the rightmost lead particle is very far ahead of its expected…

Statistical Mechanics · Physics 2020-08-07 A. H. Mueller , S. Munier

Collective dynamics of a collisional plasma in a Paul trap is governed by the Fokker-Planck equation, which is usually assumed to lead to a unique asymptotic time-periodic solution irrespective of the initial plasma distribution. This…

Plasma Physics · Physics 2019-01-30 Arindam Bhattacharjee , Kushal Shah , Anindya Chatterjee

We study the first passage time (FPT) problem in Levy type of anomalous diffusion. Using the recently formulated fractional Fokker-Planck equation, we obtain an analytic expression for the FPT distribution which, in the large passage time…

Statistical Mechanics · Physics 2009-11-07 Govindan Rangarajan , Mingzhou Ding

In this paper, we study the statistical evolution of the large-scale structure (LSS), focusing on the joint probability distribution function (PDF) of the coarse-grained cosmic field and its role in constructing effective dynamics. As the…

Cosmology and Nongalactic Astrophysics · Physics 2021-10-20 Xin Wang

In this work, we propose adaptive deep learning approaches based on normalizing flows for solving fractional Fokker-Planck equations (FPEs). The solution of a FPE is a probability density function (PDF). Traditional mesh-based methods are…

Machine Learning · Computer Science 2022-10-27 Li Zeng , Xiaoliang Wan , Tao Zhou

The propagation of light in a scattering medium is described as the motion of a special kind of a Brownian particle on which the fluctuating forces act only perpendicular to its velocity. This enforces strictly and dynamically the…

Disordered Systems and Neural Networks · Physics 2009-10-31 S. Anantha Ramakrishna , N. Kumar

This paper investigates probability density functions (PDFs) that are continuous everywhere, nearly uniform around the mode of distribution, and adaptable to a variety of distribution shapes ranging from bell-shaped to rectangular. From the…

Machine Learning · Computer Science 2022-04-01 Osamu Fujita