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In the framework of Soft de Sitter Effective Theory (SdSET), the Fokker-Planck equation for the late-time dynamics of the massless minimally coupled scalar field and its extension to the Kramers-Moyal equation are obtained from operator…

High Energy Physics - Theory · Physics 2026-04-17 Martin Beneke , Patrick Hager , Andrea F. Sanfilippo

The Einstein-Vlasov-Fokker-Planck system describes the kinetic diffusion dynamics of self-gravitating particles within the Einstein theory of general relativity. We study the Cauchy problem for spatially homogeneous and isotropic solutions…

Analysis of PDEs · Mathematics 2017-10-30 Simone Calogero , Stephen Pankavich

The over-damped motion of a Brownian particle in an asymmetric, bistable, fluctuating potential shows noise induced stability: For intermediate fluctuation rates the mean occupancy of minima with an energy above the absolute minimum is…

Statistical Mechanics · Physics 2009-10-31 Andreas Mielke

The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. However, there are both theoretical and empirical reasons to consider similar equations driven by…

chao-dyn · Physics 2007-05-23 D. Schertzer , M. Larchevêque , J. Duan , V. V. Yanovsky , S. Lovejoy

Active Brownian motion commonly assumes spherical overdamped particles. However, self-propelled particles are often neither symmetric nor overdamped yet underlie random fluctuations from their surroundings. Active Brownian motion has…

Soft Condensed Matter · Physics 2022-10-03 Jonas Mayer Martins , Raphael Wittkowski

Diffusion of particles in velocity space undergoing turbulent field was extensively studied in the problem of warm beam relaxation. Under low field intensities the diffusion is described by the Fokker-Planck equation with the diffusion…

Plasma Physics · Physics 2007-05-23 Anatoly Zagorodny , Volodymyr Zasenko , Jan Weiland

We study the discrete Fokker-Planck equation associated with the mean-field dynamics of a particle system called the dispersion process. For different regimes of the average number of particles per site (denoted by $\mu > 0$), we establish…

Probability · Mathematics 2025-08-25 Fei Cao , Jincheng Yang

This paper presents new analytical results for a class of nonlinear parabolic systems of partial different equations with small cross-diffusion which describe the macroscopic dynamics of a variety of large systems of interacting particles.…

Analysis of PDEs · Mathematics 2020-03-04 Luca Alasio , Helene Ranetbauer , Markus Schmidtchen , Marie-Therese Wolfram

The smoothing effect of the Cauchy problem for a class of kinetic equations is studied. We firstly consider the spatially homogeneous non linear Landau equation with Maxwellian molecules and inhomogeneous linear Fokker-Planck equation to…

Analysis of PDEs · Mathematics 2009-11-21 Yoshinori Morimoto , Chao-Jiang Xu

Universality and scaling are fundamental concepts in equilibrium continuous phase transitions. Here, we unveil a unique and universal scaling behavior of the critical time in slowly driven dynamical quantum phase transition. Going beyond…

Statistical Mechanics · Physics 2024-09-26 Xiang Zhang , Liangdong Hu , Fuxiang Li

We study the classical motion of a particle subject to a stochastic force. We then present a perturbative schema for the associated Fokker-Planck equation where, in the limit of a vanishingly small noise source, a consistent dynamical model…

Quantum Physics · Physics 2007-05-23 M. S. Torres , J. M. A. Figueiredo

We consider the mean field Fokker-Planck equation subject to nonlinear no-flux boundary conditions, which necessarily arise when subjecting a system of Brownian particles interacting via a pair potential in a bounded domain. With the…

Numerical Analysis · Mathematics 2022-03-30 R. D. Mills-Williams , B. D. Goddard , G. A. Pavliotis

We solve the time-dependent Fokker-Planck equation for a two-dimensional active Brownian particle exploring a rectangular domain with absorbing boundary and in the presence of a parabolic barrier along one direction. By taking those of a…

Statistical Mechanics · Physics 2026-02-09 Michele Caraglio

This paper studies the convergence rate of the Euler-Maruyama scheme for systems of interacting particles used to approximate solutions of nonlinear Fokker-Planck equations with singular interaction kernels, such as the Keller-Segel model.…

Probability · Mathematics 2025-04-09 Nicoleta Cazacu

We explain the ubiquity and extremely slow evolution of non gaussian out-of-equilibrium distributions for the Hamiltonian Mean-Field model, by means of traditional kinetic theory. Deriving the Fokker-Planck equation for a test particle, one…

Statistical Mechanics · Physics 2009-11-10 Freddy Bouchet , Thierry Dauxois

Planck-scale physics challenges the classical smooth-spacetime picture by introducing quantum fluctuations that imply a nontrivial spacetime microstructure. We present a framework that encodes these fluctuations by promoting local scale…

General Physics · Physics 2026-01-23 Weihu Ma , Yu-Gang Ma

The Rayleigh model of nonlinear Brownian motion is revisited in which the heavy particle of mass M interacts with ideal gas molecules of mass m via instantaneous collisions. Using the van Kampen method of expansion of the master equation,…

Statistical Mechanics · Physics 2009-11-11 A. V. Plyukhin

We study the effect of electronic interactions on the addition spectra and on the energy level distributions of two-dimensional quantum dots with weak disorder using the self-consistent Hartree-Fock approximation for spinless electrons. We…

Mesoscale and Nanoscale Physics · Physics 2009-10-31 Avraham Cohen , Klaus Richter , Richard Berkovits

We present a continuum theory of self-propelled particles, without alignment interactions, in a momentum-conserving solvent. To address phase separation we introduce a scalar concentration field $\phi$ with advective-diffusive dynamics.…

Soft Condensed Matter · Physics 2015-11-18 Adriano Tiribocchi , Raphael Wittkowski , Davide Marenduzzo , Michael E. Cates

We propose a discrete lattice version of the Fokker-Planck kinetic equation along lines similar to the Lattice-Boltzmann scheme. Our work extends an earlier one-dimensional formulation to arbitrary spatial dimension $D$. A generalized…

Statistical Mechanics · Physics 2009-11-11 Daniele Moroni , Benjamin Rotenberg , Jean-Pierre Hansen , Sauro Succi , Simone Melchionna