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Non-Gaussian tails dominate collision probability estimates in conjunction assessment, yet capturing them without Monte Carlo sampling is challenging, especially when process noise is included. We present a closed-form, grid-free solution…

Space Physics · Physics 2026-04-01 Jose Antonio Rebollo , Rafael Vazquez , Claudio Bombardelli

A theoretical framework is developed for the phenomenon of non-Gaussian normal diffusion that has experimentally been observed in several heterogeneous systems. From the Fokker-Planck equation with the dynamical structure with largely…

Statistical Mechanics · Physics 2020-11-04 Sumiyoshi Abe

We investigate the behavior of self-propelled particles in infinite space dimensions by comparing two powerful approaches in many-body dynamics: the Fokker-Planck equation and dynamical mean-field theory. The dynamics of the particles at…

We propose a gate-based quantum algorithm for the prediction step of Bayesian state estimation based on the Fokker-Planck equation on a discretized position-velocity state space. The probability density is encoded in the amplitudes of a…

Quantum Physics · Physics 2026-04-28 Felix Govaers

We study reaction-diffusion particle systems with several interaction mechanisms. As the number of particles tends to infinity, the system admits a mean-field limit describing the bulk behaviour. We focus on determining the propagation…

Probability · Mathematics 2026-04-21 Matthieu Jonckheere , Seva Shneer

The problem of diffusion in a time-dependent (and generally inhomogeneous) external field is considered on the basis of a generalized master equation with two times, introduced in [1,2]. We consider the case of the quasi Fokker-Planck…

Statistical Mechanics · Physics 2015-05-18 S. A. Trigger , G. J. F. van Heijst , O. F. Petrov , P. P. J. M. Schram

The probability density function of single-point velocity fluctuations in turbulence is studied systematically using Fourier coefficients in the energy-containing range. In ideal turbulence where energy-containing motions are random and…

Fluid Dynamics · Physics 2009-11-10 H. Mouri , M. Takaoka , A. Hori , Y. Kawashima

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…

High Energy Physics - Phenomenology · Physics 2025-08-01 Krishna Rajagopal , Bruno Scheihing-Hitschfeld , Urs Achim Wiedemann

We use a recently-derived reformulation of the diffusion constant [Stillinger F H and Debenedetti P G 2005 J. Phys. Chem. B 109 6604] to investigate heterogeneous dynamics and non-Gaussian diffusion in a binary Lennard-Jones mixture. Our…

Soft Condensed Matter · Physics 2007-05-23 M. Scott Shell , Pablo G. Debenedetti , Frank H. Stillinger

Algorithms based on the particle flow approach are becoming increasingly utilized in collider experiments due to their superior jet energy and missing energy resolution compared to the traditional calorimeter-based measurements. Such…

High Energy Physics - Experiment · Physics 2015-03-20 Andrey Elagin , Pavel Murat , Alexandre Pranko , Alexei Safonov

The algorithm for the DPD fluid, the dynamics of which is conceptually a combination of molecular dynamics, Brownian dynamics and lattice gas automata, is designed for simulating rheological properties of complex fluids on hydrodynamic time…

Statistical Mechanics · Physics 2009-10-30 C. Marsh , G. Backx , M. H. Ernst

The density of states for a particle moving in a random potential with a Gaussian correlator is calculated exactly using the functional integral technique. It is achieved by expressing the functional degrees of freedom in terms of the…

Condensed Matter · Physics 2009-10-22 O. K. Vorov , A. V. Vagov

We show through a nonlinear Fokker-Planck formalism, and confirm by molecular dynamics simulations, that the overdamped motion of interacting particles at T=0, where T is the temperature of a thermal bath connected to the system, can be…

Statistical Mechanics · Physics 2011-02-08 J. S. Andrade , G. F. T. da Silva , A. A. Moreira , F. D. Nobre , E. M. F. Curado

When a chaotic, ergodic Hamiltonian system with $N$ degrees of freedom is subject to sufficiently rapid periodic driving, its energy evolves diffusively. We derive a Fokker-Planck equation that governs the evolution of the system's…

Statistical Mechanics · Physics 2021-03-01 Wade Hodson , Christopher Jarzynski

This paper is the fourth in a series exploring the physical consequences of the solidity of highly viscous liquids. It is argued that the two basic characteristics of a flow event (a jump between two energy minima in configuration space)…

Soft Condensed Matter · Physics 2007-05-23 Jeppe C. Dyre

The Fokker-Planck equation is considered, which is connected to the birth and death process with immigration by the Poisson transform. The fractional derivative in time variable is introduced into the Fokker-Planck equation. From its…

High Energy Physics - Phenomenology · Physics 2009-10-31 N. Suzuki , M. Biyajima

In this article we study the trapped motion of a molecule undergoing diffusivity fluctuations inside a harmonic potential. For the same diffusing-diffusivity process, we investigate two possible interpretations. Depending on whether…

Statistical Mechanics · Physics 2023-01-04 Yann Lanoiselée , Aleksander Stanislavsky , Davide Calebiro , Aleksander Weron

Using the scheme of mesoscopic nonequilibrium thermodynamics, we construct the one- and two- particle Fokker-Planck equations for a system of interacting Brownian particles. By means of these equations we derive the corresponding balance…

Soft Condensed Matter · Physics 2009-11-07 M. Mayorga , L. Romero-Salazar , J. M. Rubi

We study how the two-point density correlation properties of a point particle distribution are modified when each particle is divided, by a stochastic process, into an equal number of identical "daughter" particles. We consider generically…

Statistical Mechanics · Physics 2009-11-13 Andrea Gabrielli , Michael Joyce

We obtain within Fokker-Planck dynamics an explicit generalization of Einstein's relation between drag, diffusion and equilibrium distribution for a spatially homogeneous system, considering both the transverse and longitudinal diffusion…

High Energy Physics - Phenomenology · Physics 2009-10-31 D. Brian Walton , Johann Rafelski
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