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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

A relativistic kinetic Fokker-Planck equation that has been recently proposed in the physical literature is studied. It is shown that, in contrast to other existing relativistic models, the one considered in this paper is invariant under…

Mathematical Physics · Physics 2011-05-16 José Antonio Alcántara Félix , Simone Calogero

We study spectral properties of the Fokker-Planck operator that describes particles diffusing in a quenched random velocity field. This random operator is non-Hermitian and has eigenvalues occupying a finite area in the complex plane. We…

Disordered Systems and Neural Networks · Physics 2011-08-05 J. T. Chalker , Z. Jane Wang

The time evolution of the probability density function (PDF) of the mass density is formulated and solved for systems in free-fall using a simple appoximate function for the collapse of a sphere. We demonstrate that a pressure-free collapse…

Astrophysics of Galaxies · Physics 2015-06-17 Philipp Girichidis , Lukas Konstandin , Anthony P. Whitworth , Ralf S. Klessen

A simple numerical model which calculates the kinetics of crystallization involving randomly distributed nucleation and isotropic growth is presented. The model can be applied to different thermal histories and no restrictions are imposed…

Materials Science · Physics 2008-11-17 J. Farjas , P. Roura

We quantitatively study the probability distribution function (PDF) of cosmological nonlinear density fluctuations from N-body simulations with Gaussian initial condition. In particular, we examine the validity and limitations of one-point…

Astrophysics · Physics 2009-11-06 Issha Kayo , Atsushi Taruya , Yasushi Suto

The diffusion of chiral active Brownian particles in three-dimensional space is studied analytically, by consideration of the corresponding Fokker-Planck equation for the probability density of finding a particle at position…

Statistical Mechanics · Physics 2016-12-21 Francisco J. Sevilla

In the probability representation of quantum mechanics, quantum states are represented by a classical probability distribution, the marginal distribution function (MDF), whose time dependence is governed by a classical evolution equation.…

Quantum Physics · Physics 2007-05-23 V. I. Man'ko , L. Rosa , P. Vitale

In the renewal processes, if the waiting time probability density function is a tempered power-law distribution, then the process displays a transition dynamics; and the transition time depends on the parameter $\lambda$ of the exponential…

Statistics Theory · Mathematics 2016-06-21 Weihua Deng , Wanli Wang , Xinchun Tian , Yujiang Wu

The growth of the average kinetic energy of classical particles is studied for potentials that are random both in space and time. Such potentials are relevant for recent experiments in optics and in atom optics. It is found that for small…

Statistical Mechanics · Physics 2013-08-30 Yevgeny Krivolapov , Shmuel Fishman

This paper is concerned with space inhomogeneous quantum Fokker-Planck equations posed on a classical kinetic phase space. The nonlinear factor $f(1\pm f)$ appears both in the transport term and in the collison part of the Fokker-Planck…

Analysis of PDEs · Mathematics 2026-01-27 Anton Arnold , Marlies Pirner , Gayrat Toshpulatov

A new model to describe the dynamics of particles undergoing diffusion in general relativity is proposed. The evolution of the particle system is described by a Fokker-Planck equation without friction on the tangent bundle of spacetime. It…

General Relativity and Quantum Cosmology · Physics 2015-05-28 Simone Calogero

We report a first study of time-dependent Probability Density Functions (PDFs) in the Low-to- High confinement mode (L-H) transition by extending the previous prey-predator-type model (Kim & Diamond, Phys. Rev. Lett. 91, 185006, 2003) to a…

Plasma Physics · Physics 2020-04-29 Eun-jin Kim , Rainer Hollerbach

In this paper, we study the numerical approximation of a system of PDEs with fractional time derivatives. This system is derived from an optimal control problem for a time-fractional Fokker-Planck equation with time dependent drift by…

Numerical Analysis · Mathematics 2020-06-08 Fabio Camilli , Serikbolsyn Duisembay , Qing Tang

The method of photon distribution function (PDF) is used to study fluctuations of light beams propagating through a turbulent atmosphere. Our analysis concerns the regime of saturated fluctuations. The focus is on the phenomena of beam…

Quantum Physics · Physics 2022-06-07 V. L. Andriichuk , O. O. Chumak , L. A. Derzhypolska , I. V. Matsniev

Starting from a Langevin description of active particles that move with constant speed in infinite two-dimensional space and its corresponding Fokker-Planck equation, we develop a systematic method that allows us to obtain the…

Statistical Mechanics · Physics 2014-05-06 Francisco J. Sevilla , Luis A. Gomez Nava

In this paper we present a study of anomalous diffusion using a Fokker-Planck description with fractional velocity derivatives. The distribution functions are found using numerical means for varying degree of fractionality observing the…

Plasma Physics · Physics 2014-12-18 Johan Anderson , Eun-jin Kim , Sara Moradi

We investigate a system of Brownian particles weakly bound by attractive parity-symmetric potentials that grow at large distances as $V(x) \sim |x|^\alpha$, with $0 < \alpha < 1$. The probability density function $P(x,t)$ at long times…

Statistical Mechanics · Physics 2024-07-24 Lucianno Defaveri , Eli Barkai , David A. Kessler

The Kolmogrov-Johnson-Mehl-Avrami (KJMA) growth model is considered on a one-dimensional (1D) lattice. Cells can growth with constant speed and continuously nucleate on the empty sites. We offer an alternative, mean-field like approach for…

Soft Condensed Matter · Physics 2017-11-22 Zoltán Néda , Ferenc Járai-Szabó , Szilárd Boda

We address the well-posedness of subelliptic Fokker-Planck equations arising from stochastic control problems, as well as the properties of the associated diffusion processes. Here, the main difficulty arises from the possible polynomial…

Analysis of PDEs · Mathematics 2024-11-06 Lucia Caramellino , Cristian Mendico