Related papers: Nonequilibrium Gaussian Distribution for Coupled L…
We consider numerical methods for thermodynamic sampling, i.e. computing sequences of points distributed according to the Gibbs-Boltzmann distribution, using Langevin dynamics and overdamped Langevin dynamics (Brownian dynamics). A wide…
Traditionally, the quantum Brownian motion is described by Fokker-Planck or diffusion equations in terms of quasi-probability distribution functions, e.g., Wigner functions. These often become singular or negative in the full quantum…
We propose an energetic interpretation ofstochastic processes described by Langevin equations with non-uniform temperature. In order to avoid It\^{o}-Stratonovich dilemma, we start with a Kramers equation, and derive a Fokker-Plank equation…
The relativistic Fokker Planck equation has been used to study the evolution of the quark distribution in the quark gluon phase expected to be formed in ultra-relativistic heavy ion collisions. The effect of thermal masses for quarks and…
When analyzing experimental or simulation time-series data, the question arises whether it is possible to tell from a one-dimensional time-dependent trajectory whether the system is in equilibrium or not. We here consider the…
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…
The Fokker-Planck equation for a heavy particle in a granular fluid is derived from the Liouville equation. The host fluid is assumed to be in its homogeneous cooling state and all interactions are idealized as smooth, inelastic hard…
This work is devoted to studying complex dynamical systems under non-Gaussian fluctuations. We first estimate the Kantorovich-Rubinstein distance for solutions of non-local Fokker-Planck equations associated with stochastic differential…
Equilibrium statistical mechanics tools have been developed to obtain indications about the natural tendencies of nonlinear energy transfers in two-dimensional and quasi two-dimensional flows like rotating and stratified flows in…
Quark Gluon Plasma transport coefficients for heavy quarks and quark-antiquark pairs are computed through an extension of the results obtained for a hot QED plasma by describing the heavy-quark propagation in the eikonal approximation and…
Modern analyses of diffusion processes have proposed nonlinear versions of the Fokker-Planck equation to account for non-classical diffusion. These nonlinear equations are usually constructed on a phenomenological basis. Here we introduce a…
The dynamics of distributed sources is described by nonlinear partial differential equations. Lagrangian analytical solutions of these (and associated) equations are obtained and discussed in the context of Lagrangian modeling - from the…
We derive the exact evolution equation for the probability density function of particle displacements generated by arbitrary Gaussian velocity processes, when neither Markovianity and nor stationarity are assumed. Starting from the…
The non--static generalized Langevin equation and its corresponding Fokker--Planck equation for the position of a viscous fluid particle were solved in closed form for a time dependent external force. Its solution for a constant external…
The effects of the non-extensive statistics on the nonlinear propagation of perturbations have been studied within the scope of relativistic second order dissipative hydrodynamics with the non-extensive equation of state. We have shown that…
We propose a method to analyze the dynamics of systems exhibiting slow relaxation which is based on mesoscopic non-equilibrium thermodynamics. The method allows us to obtain kinetic equations of the Fokker-Planck type for the probability…
A Langevin equation with a special type of additive random source is considered. This random force presents a fractional order derivative of white noise, and leads to a power-law time behavior of the mean square displacement of a particle,…
A nonequilibrium distribution function of microscopic thermal current is studied by a direct numerical simulation in a thermal conducting steady state of particle systems. Two characteristic temperatures of the thermal current are…
We propose a systematic method to derive the asymptotic behaviour of the persistence distribution, for a large class of stochastic processes described by a general Fokker-Planck equation in one dimension. Theoretical predictions are…
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…