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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…
We determine numerically the parallel, perpendicular, and antisymmetric diffusion coefficients for charged particles propagating in highly turbulent magnetic fields, by means of extensive Monte Carlo simulations. We propose simple…
Transport and acceleration of charged particles in turbulent media is a topic of great interest in space physics and interstellar astrophysics. These processes are dominated by the scattering of particles off magnetic irregularities. The…
Shortfalls in cosmic ray (CR) propagation models obscure the CR sources and acceleration mechanisms. This problem became particularly obvious after the Fermi, Pamela, and AMS-02 have discovered the electron/positron and $p/$He spectral…
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…
The new scheme of stochastic quantization is proposed. This quantization procedure is equivalent to the deformation of an algebra of observables in the manner of deformation quantization with an imaginary deformation parameter (the Planck…
A new approach to quantum Markov processes is developed and the corresponding Fokker-Planck equation is derived. The latter is examined to reproduce known results from classical and quantum physics. It was also applied to the phase-space…
This paper presents quasilinear theory (QLT) for classical plasma interacting with inhomogeneous turbulence. The particle Hamiltonian is kept general; for example, relativistic, electromagnetic, and gravitational effects are subsumed. A…
Understanding the transport of energetic cosmic rays belongs to the most challenging topics in astrophysics. Diffusion due to scattering by electromagnetic fluctuations is a key process in cosmic-ray transport. The transition from a…
We improve the standard theory of collisional stellar systems by considering the presence of a continuous mass distribution. The calculus of the diffusion coefficients is generalized and a new expression of the Fokker-Planck equation is…
We review numerical methods for simulations of cosmic ray (CR) propagation on galactic and larger scales. We present the development of algorithms designed for phenomenological and self-consistent models of CR propagation in kinetic…
In this paper, a reduced model of quasilinear diffusion by a small Larmor radius approximation is derived to couple the Maxwell's equations and the Fokker-Planck equation self-consistently for ion cyclotron range of frequency waves in a…
We consider a nonlinear Fokker-Planck equation driven by a deterministic rough path which describes the conditional probability of a McKean-Vlasov diffusion with "common" noise. To study the equation we build a self-contained framework of…
Probability is an important question in the ontological interpretation of quantum mechanics. It has been discussed in some trajectory interpretations such as Bohmian mechanics and stochastic mechanics. New questions arise when the…
The diffusion approximation to the Fokker-Planck equation is commonly used to model the transport of solar energetic particles in interplanetary space. In this study, we present exact analytical predictions of a higher order telegraph…
The electromagnetic Casimir interaction between two spheres is studied within the scattering approach using the plane-wave basis. It is demonstrated that the proximity force approximation (PFA) corresponds to the specular-reflection limit…
The Fokker-Planck equation describing the transport of energetic particles interacting with turbulence is difficult to solve analytically. Numerical solutions are of course possible but they are not always useful for applications. In the…
Cosmic Ray transport in curved background magnetic fields is investigated using numerical Monte-Carlo simulation techniques. Special emphasis is laid on the Solar system, where the curvature of the magnetic field can be described in terms…
The quasilinear premise is a hypothesis for the modeling of plasma turbulence in which the turbulent fluctuations are represented by a superposition of randomly-phased linear wave modes, and energy is transferred among these wave modes via…
Particle acceleration by turbulence plays a role in many astrophysical environments. The non- linear evolution of the underlying cosmic-ray spectrum is complex and can be described by a Fokker-Planck equation, which in general has to be…