Related papers: Joint probability density with radial, tangential,…
We examine the dynamic spreading of a dense overdamped suspension of particles under power law repulsive potentials, often called Riesz gases. That is, potentials that decay with distance as 1/r^k where k\in (-2,\infty]. Depending on the…
We consider a Brownian particle performing an overdamped motion in a power-law repulsive potential. If the potential grows with the distance faster than quadratically, the particle escapes to infinity in a finite time. We determine the…
We discuss the dynamics of a Brownian particle under the influence of a spatially periodic noise strength in one dimension using analytical theory and computer simulations. In the absence of a deterministic force, the Langevin equation can…
A cross-diffusion system for two compoments with a Laplacian structure is analyzed on the multi-dimensional torus. This system, which was recently suggested by P.-L. Lions, is formally derived from a Fokker-Planck equation for the…
In order to describe large transverse momentum ($p_T$) distributions observed in high energy nucleus-nucleus collisions, a stochastic model in the three dimensional rapidity space is introduced. The fundamental solution of the radial…
In the spirit of the macroscopic crowd motion models with hard congestion (i.e. a strong density constraint $\rho\leq 1$) introduced by Maury {\it et al.} some years ago, we analyze a variant of the same models where diffusion of the agents…
In this paper we consider a multiparticle version of a recent probabilistic framework for studying diffusion-mediated surface reactions. The basic idea of the probabilistic approach is to consider the joint probability density or…
The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N stochastic variables with Lochner's generalized Dirichlet distribution (R.H. Lochner, A Generalized…
We investigate the dynamics of two interacting diffusing particles in an infinite effectively one dimensional system; the particles interact through a step-like potential of width b and height phi_0 and are allowed to pass one another. By…
The problem of anomalous diffusion in momentum space is considered for plasma-like systems on the basis of a new collision integral, which is appropriate for consideration of the probability transition function (PTF) with long tails in…
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…
We formulate a compounded random walk that is physically well defined on both finite and infinite domains, and samples space-dependent forces throughout jumps. The governing evolution equation for the walk limits to a space-fractional…
In this paper, a fractional generalization of the wave equation that describes propagation of damped waves is considered. In contrast to the fractional diffusion-wave equation, the fractional wave equation contains fractional derivatives of…
We have discovered analytical expressions for the probability density function (PDF) of photons that are multiply scattered in relativistic flows, under the assumption of isotropic and inelastic scattering. These expressions characterize…
We find the probability density function $\mathcal{P}(V_{\texttt{r}})$ of the relativistic relative velocity for two colliding particles in a non-degenerate relativistic gas. The distribution reduces to Maxwell distribution for the relative…
We study a stationary state of a single self-propelled, athermal particle in linear and quadratic external potentials. The self-propulsion is modeled as a fluctuating force evolving according to the Ornstein-Uhlenbeck process, independently…
The Vlasov-Fokker-Planck equation describes the evolution of the probability density of the position and velocity of particles under the influence of external confinement, interaction, friction, and stochastic force. It is well-known that…
We derive an expression for the mean square displacement of a particle whose motion is governed by a uniform, periodic, quantum multi-baker map. The expression is a function of both time, $t$, and Planck's constant, $\hbar$, and allows a…
We study in this paper the longtime behavior of some large but finite populations of interacting stochastic differential equations whose (infinite population) limit Fokker-Planck PDE admits a stable periodic solution. We show that the…
We study the dynamics of an athermal inertial run-and-tumble particle moving in a shear-thickening medium in $d=1$. The viscosity of the medium is represented by a nonlinear function $f(v)\sim\tan(v)$, while a symmetric dichotomous noise of…