Related papers: Joint probability densities of an active particle …
The strong well-posedness of the Vlasov-Fokker-Planck-Dean-Kawasaki (VFPDK) equation with correlated noise is established. This equation can be interpreted as the fluctuating mean-field limit of second-order Newtonian particle systems,…
We define the Dyson diffusion process on a curved smooth closed contour in the plane and derive the Fokker-Planck equation for probability density. Its stationary solution is shown to be the Boltzmann weight for the logarithmic gas confined…
We develop a linear response formalism for nuclear spin diffusion in a dipolar coupled solid. The theory applies to the high-temperature, long-wavelength regime studied in the recent experiments of Boutis et al. [Phys. Rev. Lett. 92, 137201…
A new approach to calculate the vibrational distribution function of molecules in a medium providing energy for vibrational excitation is proposed and demonstrated. The approach is an improvement of solution methods based on the…
The method of choice for integrating the time-dependent Fokker-Planck equation in high-dimension is to generate samples from the solution via integration of the associated stochastic differential equation. Here, we study an alternative…
Inertial particles in turbulent flows are characterised by preferential concentration and segregation and, at sufficient mass loading, dense particle clusters may spontaneously arise due to momentum coupling between the phases. These…
We investigate the dynamics of an inertial active Ornstein-Uhlenbeck particle suspended in a non-Markovian environment. The particle is additionally subjected to external forces, such as harmonic confinement and a magnetic field. Motivated…
The unified description of diffusion processes that cross over from a ballistic behavior at short times to normal or anomalous diffusion (sub- or superdiffusion) at longer times is constructed on the basis of a non-Markovian generalization…
In this work we present a general derivation of the non-Fickian behavior for the self-diffusion of identically interacting particle systems with excluded mutual passage. We show that the conditional probability distribution of finding a…
By solving the exact master equation of open quantum systems, we formulate the quantum thermodynamics from weak to strong couplings. The open quantum systems exchange matters, energies and information with their reservoirs through quantum…
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…
The dynamical description of correlated nuclear motion is based on a set of coupled equations of motion for the one-body density matrix $\rho (11';t)$ and the two-body correlation function $c_2(12,1'2';t)$, which is obtained from the…
The object of this paper is the uniqueness for a $d$-dimensional Fokker-Planck type equation with non-homogeneous (possibly degenerated) measurable not necessarily bounded coefficients. We provide an application to the probabilistic…
We calculate diffusion and hadronization of heavy quarks in high-energy heavy-ion collisions implementing the notion of a strongly coupled quark-gluon plasma in both micro- and macroscopic components. The diffusion process is simulated…
We study the evolution of the distribution of eigenvalues of $N\times N$ matrix ensembles subject to a change of variances of its matrix elements. Our results indicate that the evolution of the probability density is governed by a Fokker-…
We study the Fokker-Planck diffusion equation with diffusion coefficient depending periodically on the space variable. Inside a periodic array of inclusions the diffusion coefficient is reduced by a factor called the diffusion magnitude. We…
The Fokker-Planck (FP) equation has been derived for describing the temporal evolution of the particle size probability density function (PDF) for KJMA (Kolmogorov-Johnson-Mehl-Avrami) transformations. The classical case of transformations…
The diffusivity of tagged particles is demonstrated to be very heterogeneous on time scales comparable to or shorter than the $\alpha$ relaxation time $\tau_{\alpha}$ ($\cong$ the stress relaxation time) in a highly supercooled liquid via…
The transport equation of active motion is generalised to consider time-fractional dynamics for describing the anomalous diffusion of self-propelled particles observed in many different systems. In the present study, we consider an…
Motivated by recent work on approximation of diffusion equations by deterministic interacting particle systems, we develop a nonlocal approximation for a range of linear and nonlinear diffusion equations and prove convergence of the method…