Related papers: Nonequilibrium Gaussian Distribution for Coupled L…
The discretized equilibrium distributions of the lattice Boltzmann method are presented by using the coefficients of the Lagrange interpolating polynomials that pass through the points related to discrete velocities and using moments of the…
The focus of our study in this paper is on the active dynamics and a fractional generalized Langevin equation with a memory kernel K(t). The Fokker-Planck equation is obtained by deriving it from a second-order differential equation. The…
Acceleration of relaxation toward a fixed stationary distribution via violation of detailed balance was reported in the context of a Markov chain Monte Carlo method recently. Inspired by this result, systematic methods to violate detailed…
Using the method of nonequilibrium statistical operator by Zubarev, an approach is proposed for the description of kinetics which takes into account the nonlinear hydrodynamic fluctuations for a quantum Bose system. Non-equilibrium…
We present new, non-abelian, solutions to the equations of motion which describe the collective excitations of a quark-gluon plasma at high temperature. These solutions correspond to longitudinal and transverse plane-waves propagating…
We obtain new exact classes of solutions for the nonlinear fractional Fokker-Planck-like equation partial_t rho = partial_x{D(x) partial^{mu -1}_x rho^{nu} - F(x) rho} by considering a diffusion coefficient D = D|x|^{-theta} (theta in R and…
The probabilistic characterization of non-Markovian responses to nonlinear dynamical systems under colored excitation is an important issue, arising in many applications. Extending the Fokker-Planck-Kolmogorov equation, governing the…
We study the connection between the parameters of the fractional Fokker-Planck equation, which is associated with the overdamped Langevin equation driven by noise with heavy-tailed increments, and the transition probability density of the…
The probability distribution function for thermodynamics and econophysics is obtained by solving an equilibrium equation. This approach is different from the common one of optimizing the entropy of the system or obtaining the state of…
By introducing a second complex variable, the integral relation between a complex density and the corresponding positive distribution is derived. Together with the positivity and normalizability conditions, this sum rule allows to construct…
A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…
We associate a coupled nonlinear Fokker-Planck equation on $\R^d$, i.e. with solution paths in $\scr P$, to a linear Fokker-Planck equation for probability measures on the product space $\R^d\times \scr P$, i.e. with solution paths in $\scr…
The problem of propagating nonlinear acoustic waves is considered; the solution to which, both with and without damping, having been obtained to-date starting from the Navier-Stokes-Duhem equations together with the continuity and thermal…
We investigate the thermalization of charm quarks in high energy heavy ion collisions. To this end, we calculate the diffusion coefficient in the perturbative Quark Gluon Plasma and relate it to collisional energy loss and momentum…
A model kinetic equation is solved exactly for a special stationary state describing nonlinear Couette flow in a low density system of inelastic spheres. The hydrodynamic fields, heat and momentum fluxes, and the phase space distribution…
We obtain estimates for the Kantorovich functionals between solutions to different Fokker -- Planck -- Kolmogorov equations for measures with same diffusion part but different drifts and different initial conditions. We show possible…
The Fokker-Planck equation with diffusion coefficient quadratic in space variable, linear drift coefficient, and nonlocal nonlinearity term is considered in the framework of a model of analysis of asset returns at financial markets. For…
A one-dimensional harmonic chain model is used to study the non-equilibrium distribution function of phonons induced by a heat flux across the interface between two crystals. Conditions are derived which govern the matching of distribution…
We present and analyze in a unified setting two schemes for the numerical discretization of a Darcy-Forchheimer fluid flow model coupled with an advection-diffusion equation modeling the temperature distribution in the fluid. The first…
Mathematical models for complex systems under random fluctuations often certain uncertain parameters. However, quantifying model uncertainty for a stochastic differential equation with an $\alpha$-stable L\'evy process is still lacking.…