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Dynamics of complex systems is often hierarchically organized on different time scales. To understand the physics of such hierarchy, here Brownian motion of a particle moving through a fluctuating medium with slowly varying temperature is…

Statistical Mechanics · Physics 2014-02-14 Sumiyoshi Abe

The gas dynamics under external force field is essentially associated with multiple scale nature due to the large variations of density and local Knudsen number. Single scale fluid dynamic equations, such as the Boltzmann and Navier-Stokes…

Fluid Dynamics · Physics 2017-10-31 Tianbai Xiao , Kun Xu , Qingdong Cai , Tiezheng Qian

The second law of thermodynamics is a useful and universal tool to derive the generalizations of the Fourier's law. In many cases, only linear relations are considered between the thermodynamic fluxes and forces, i.e., the conduction…

Statistical Mechanics · Physics 2019-12-25 Róbert Kovács , Patrizia Rogolino

A general nonequilibrium thermodynamic theory is developed for time-dependent Langevin dynamics, starting from the common definition of nonequilibrium Gibbs entropy. It is shown that the notations appearing in the First and the Second Law…

Statistical Mechanics · Physics 2009-04-15 Hao Ge

We derive the transport equations of quark-gluon plasma in the quasi-linear approximation. The equations are either of the Balescu-Lenard or Fokker-Planck form. The plasma's dynamics is assumed to be governed by longitudinal chromoelectric…

High Energy Physics - Phenomenology · Physics 2010-04-29 Stanislaw Mrowczynski , Berndt Muller

We examine whether the principle of detailed balance holds for the power-law distributions generated from the general Langevin equation under the generalized fluctuation-dissipation relation (FDR). With the detailed balance and the…

Statistical Mechanics · Physics 2015-08-10 Ran Guo , Jiulin Du

The dynamical property of the Tsallis distribution is studied from a Fokker-Planck equation. For the Langevin dynamical system with an arbitrary potential function, Markovian friction and Gaussian white noise, we show that no possible…

Statistical Mechanics · Physics 2015-08-19 Jiulin Du

We introduce a model of long-range interacting particles evolving under a stochastic Monte Carlo dynamics, in which possible increase or decrease in the values of the dynamical variables is accepted with preassigned probabilities. For…

Statistical Mechanics · Physics 2013-12-03 Shamik Gupta , Thierry Dauxois , Stefano Ruffo

New solutions are found for the non-relativistic hydrodynamical equations. These solutions describe expanding matter with a Gaussian density profile. In the simplest case, thermal equilibrium is maintained without any interaction, the…

Nuclear Theory · Physics 2009-10-31 P. Csizmadia , T. Csorgo , B. Lukacs

Efficient and accurate integration of stochastic (partial) differential equations with multiplicative noise can be obtained through a split-step scheme, which separates the integration of the deterministic part from that of the stochastic…

Statistical Mechanics · Physics 2009-11-10 Ivan Dornic , Hugues Chate , M. A. Munoz

We consider a Langevin equation with variable drift and diffusion coefficients separable in time and space and its corresponding Fokker-Planck equation in the Stratonovich approach. From this Fokker-Planck equation we obtain a class of…

Statistical Mechanics · Physics 2011-07-06 Kwok Sau Fa

We consider new connections between the problem of trend to equilibrium for the n-dimensional Fokker--Planck equation of statistical physics, and weighted Poincar\'e inequality. To this aim we consider a class of n-dimensional…

Analysis of PDEs · Mathematics 2025-11-18 G. Furioli , A. Pulvirenti , E. Terraneo , G. Toscani

We propose that transverse momentum spectra with power-law tails observed in ultrarelativistic heavy ion collisions can be interpreted as originating in a medium in thermal equilibrium. General conditions on the dynamical equations are…

High Energy Physics - Phenomenology · Physics 2007-05-23 T. S. Biro , G. Gyorgyi , A. Jakovac , G. Purcsel

We consider a system of two reaction-diffusion-advection equations describing the one dimensional directed motion of particles with superimposed diffusion and mutual alignment. For this system we show the existence of traveling wave…

Analysis of PDEs · Mathematics 2021-01-19 Heinrich Freistühler , Jan Fuhrmann

This paper is about well-posedness and realizability of the kinetic equation for gas-particle flows and its relationship to the Generalized Langevin Model (GLM) PDF equation. Previous analyses claim that this kinetic equation is ill-posed,…

Fluid Dynamics · Physics 2018-02-21 M. W. Reeks , D. C. Swailes , A. D. Bragg

A general thermodynamic treatment of dissipative relativistic fluids is introduced, where the temperature four vector is not parallel to the velocity field of the fluid. Generic stability and kinetic equilibrium points out a particular…

General Relativity and Quantum Cosmology · Physics 2014-05-27 P. Ván , T. S. Biró

We provide a method to select flows of solutions to the Cauchy problem for linear and nonlinear Fokker--Planck--Kolmogorov equations (FPK equations) for measures on Euclidean space. In the linear case, our method improves similar results of…

Probability · Mathematics 2023-02-03 Marco Rehmeier

We present a perspective of simple models of nonequilibrium directed transport described in terms of a Langevin equation formalism. We consider a Brownian particle under various circumstances and driven by thermal (equilibrium) and…

Statistical Mechanics · Physics 2024-06-04 J. Spiechowicz , J. Łuczka

We derive a Fokker-Planck equation for joint probability density for an active particle coupled two heat reservoirs with harmonic, viscous, random forces. The approximate solution for the joint distribution density of all-to-all and three…

Statistical Mechanics · Physics 2024-10-15 Jae-Won Jung , Sung Kyu Seo , Kyungsik Kim

We study a planar two-temperature diffusion of a Brownian particle in a parabolic potential. The diffusion process is defined in terms of two Langevin equations with two different effective temperatures in the X and the Y directions. In the…

Statistical Mechanics · Physics 2015-06-15 Victor Dotsenko , Anna Maciolek , Oleg Vasilyev , Gleb Oshanin
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