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This paper is devoted to the anomalous diffusion limit of kinetic equations with a fractional Fokker-Planck collision operator in a spatially bounded domain. We consider two boundary conditions at the kinetic scale: absorption and specular…

Analysis of PDEs · Mathematics 2017-11-10 Ludovic Cesbron

We solve a physically significant extension of a classic problem in the theory of diffusion, namely the Ornstein-Uhlenbeck process [G. E. Ornstein and L. S. Uhlenbeck, Phys. Rev. 36, 823, (1930)]. Our generalised Ornstein-Uhlenbeck systems…

Statistical Mechanics · Physics 2009-11-11 V. Bezuglyy , B. Mehlig , M. Wilkinson , K. Nakamura , E. Arvedson

The analytical theory of diffusive cosmic ray acceleration at parallel stationary shock waves with magnetostatic turbulence is generalized to arbitrary shock speeds $V_s=\beta_1c$, including in particular relativistic speeds. This is…

High Energy Astrophysical Phenomena · Physics 2015-08-19 Reinhard Schlickeiser

The problems of high linear conductivity in an electric field, as well as nonlinear conductivity, are considered for plasma-like systems. First, we recall several observations of nonlinear fast charge transport in dusty plasma, molecular…

Plasma Physics · Physics 2015-06-23 S. A. Trigger , W. Ebeling , G. J. F. van Heijst , D. Litinski

Diffusion is a fundamental physical phenomenon with critical applications in fields such as metallurgy, cell biology, and population dynamics. While standard diffusion is well-understood, anomalous diffusion often requires complex non-local…

Statistical Mechanics · Physics 2026-01-16 Gabriel Barreiro , Vladimir Pérez-Veloz

We explain the ubiquity and extremely slow evolution of non gaussian out-of-equilibrium distributions for the Hamiltonian Mean-Field model, by means of traditional kinetic theory. Deriving the Fokker-Planck equation for a test particle, one…

Statistical Mechanics · Physics 2009-11-10 Freddy Bouchet , Thierry Dauxois

Diffusion processes are widespread in biological and chemical systems, where they play a fundamental role in the exchange of substances at the cellular level and in determining the rate of chemical reactions. Recently, the classical picture…

Soft Condensed Matter · Physics 2015-09-16 Roberto Cerbino , Yifei Sun , Aleksandar Donev , Alberto Vailati

The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N coupled stochastic variables with the Dirichlet distribution as its asymptotic solution. To ensure a bounded…

Mathematical Physics · Physics 2013-03-05 J. Bakosi , J. R. Ristorcelli

We consider a general N-degree-of-freedom dissipative system which admits of chaotic behaviour. Based on a Fokker-Planck description associated with the dynamics we establish that the drift and the diffusion coefficients can be related…

Chaotic Dynamics · Physics 2009-10-31 Bidhan Chandra Bag , Deb Shankar Ray

Diffusive transport properties of a quantum Brownian particle moving in a tilted spatially periodic potential and strongly interacting with a thermostat are explored. Apart from the average stationary velocity, we foremost investigate the…

Statistical Mechanics · Physics 2009-11-11 L. Machura , M. Kostur , P. Talkner , J. Luczka , P. Hänggi

Equation of long-range particle drift and diffusion on three-dimensional physical lattice is suggested. This equation can be considered as a lattice analogof space-fractional Fokker-Planck equation for continuum. The lattice approach gives…

Statistical Mechanics · Physics 2015-03-13 Vasily E. Tarasov

The diffusive transport of biased Brownian particles in a two-dimensional symmetric channel is investigated numerically considering both the no-flow and the reflection boundary conditions at the channel boundaries. Here, the geometrical…

Soft Condensed Matter · Physics 2019-09-10 Narender Khatri , P. S. Burada

We present a model of diffusion in heterogeneous environment, which qualitatively reflects the transport properties of a polymeric membrane with carbon nanotubes. We derived Fokker-Planck equation from system of stochastic equations,…

Materials Science · Physics 2020-08-19 Ilia Kalashnikov , Polina Likhomanova

In this article we address the problem of the nonlinear interaction of subdiffusive particles. We introduce the random walk model in which statistical characteristics of a random walker such as escape rate and jump distribution depend on…

Statistical Mechanics · Physics 2015-06-15 Sergei Fedotov

Diffusion of particles in velocity space undergoing turbulent field was extensively studied in the problem of warm beam relaxation. Under low field intensities the diffusion is described by the Fokker-Planck equation with the diffusion…

Plasma Physics · Physics 2007-05-23 Anatoly Zagorodny , Volodymyr Zasenko , Jan Weiland

We obtain equilibration rates for a one-dimensional nonlocal Fokker-Planck equation with time-dependent diffusion coefficient and drift, modeling the relaxation of a large swarm of robots, feeling each other in terms of their distance,…

Analysis of PDEs · Mathematics 2023-06-06 Ferdinando Auricchio , Giuseppe Toscani , Mattia Zanella

We study the perturbative response of a complex quantum system on time changes of an external parameter $X$. The driven dynamics is treated in adiabatic basis of the system's Hamiltonian $\hat{H}[X]$. Within a random matrix approach we…

Statistical Mechanics · Physics 2019-12-16 S. V. Radionov

In the current paper Fokker Planck model of random walks has been extended to non conservative cases characterized by explicit dependence of diffusion and energy on time. A given generalization allows describing of such non equilibrium…

Chaotic Dynamics · Physics 2014-01-30 Sergey Kamenshchikov

We consider a generic system operating under non-equilibrium conditions. Explicitly, we consider an inertial classical Brownian particle dwelling a periodic structure with a spatially broken reflection symmetry. The particle is coupled to a…

Statistical Mechanics · Physics 2020-07-15 P. Hänggi , J. Łuczka , J. Spiechowicz

The Fokker-Planck equation is a partial differential equation that describes the evolution of a probability distribution over time. It is used to model a wide range of physical and biological phenomena, such as diffusion, chemical…

Computational Physics · Physics 2023-11-29 Wisit Mangthas , Waipot Ngamsaad
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