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Related papers: On the Statistics of Small Scale Turbulence and it…

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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 main properties of the solution of a Fokker-Planck equation characterized by a variable diffusion coefficient and a polynomial superlinear drift, modeling the formation of consensus in a large interacting system of individuals.…

Analysis of PDEs · Mathematics 2025-04-18 Giuseppe Toscani , Mattia Zanella

When the complete understanding of a complex system is not available, as, e.g., for systems considered in the real-world, we need a top-down approach to complexity. In this approach one may start with the desire to understand general…

Statistical Mechanics · Physics 2019-05-22 Joachim Peinke , Mohammad Reza Rahimi Tabar , Matthias Wächter

We study the dynamics of inertial particles in turbulence using datasets obtained from both direct numerical simulations and laboratory experiments of turbulent swirling flows. By analyzing time series of particle velocity increments at…

Context. Spacecraft observations have motivated the need for a refined description of the phase-space distribution function. Of particular importance is the pitch-angle diffusion coefficient that occurs in the Fokker-Planck transport…

High Energy Astrophysical Phenomena · Physics 2014-10-27 R. C. Tautz , A. Dosch , F. Effenberger , H. Fichtner , A. Kopp

The proposed universality of small scale turbulence is investigated for a set of measurements in a cryogenic free jet with a variation of the Reynolds number (Re) from 8500 to 10^6. The traditional analysis of the statistics of velocity…

Fluid Dynamics · Physics 2009-11-07 Ch. Renner , J. Peinke , R. Friedrich , O. Chanal , B. Chabaud

Motivated by empirical data, we develop a statistical description of the queue dynamics for large tick assets based on a two-dimensional Fokker-Planck (diffusion) equation, that explicitly includes state dependence, i.e. the fact that the…

Trading and Market Microstructure · Quantitative Finance 2013-09-25 A. Gareche , G. Disdier , J. Kockelkoren , J. -P. Bouchaud

We obtain equilibration rates for a one-dimensional nonlocal Fokker-Planck equation with time-dependent diffusion coefficient and drift, modeling the relaxation of a large swarm of robots, feeling each other in terms of their distance,…

Analysis of PDEs · Mathematics 2023-06-06 Ferdinando Auricchio , Giuseppe Toscani , Mattia Zanella

The probabilistic approach to turbulence is applied to investigate density fluctuations in supersonic turbulence. We derive kinetic equations for the probability distribution function (PDF) of the logarithm of the density field, $s$, in…

Astrophysics of Galaxies · Physics 2018-10-24 Liubin Pan , Paolo Padoan , Åke Nordlund

We study the singular limit of Fokker-Planck equation of polymers density as the dominant time-scale of small scale component of turbulent flow goes to zero. Here, we complete the study of Flandoli-Tahraoui[arXiv:2410.00520] about scaling…

Analysis of PDEs · Mathematics 2025-12-01 Yassine Tahraoui

We develop a recursive method for perturbative solutions of the Fokker-Planck equation with nonlinear drift. The series expansion of the time-dependent probability density in terms of powers of the coupling constant is obtained by solving a…

Statistical Mechanics · Physics 2009-12-06 Jens Dreger , Axel Pelster , Bodo Hamprecht

Pre-asymptotic transport of a scalar quantity passively advected by a velocity field formed by a large-scale component superimposed to a small-scale fluctuation is investigated both analytically and by means of numerical simulations.…

Chaotic Dynamics · Physics 2007-05-23 A. Mazzino , S. Musacchio , A. Vulpiani

The fractional Fokker-Planck equation, which contains a variable diffusion coefficient, is discussed and solved. It corresponds to the L\'evy flights in a nonhomogeneous medium. For the case with the linear drift, the solution is stationary…

Statistical Mechanics · Physics 2009-06-09 Tomasz Srokowski

The internal interactions of fluids occur at all scales therefore the resulting force fields have no reason to be smooth and differentiable. The release of the differentiability hypothesis has important mathematical consequences, like scale…

General Physics · Physics 2013-03-15 Louis de Montera

The methods of conformal field theory are used to obtain the series of exact solutions of the fundamental equations of the theory of turbulence. The basic conjecture, proved to be self-consistent ,is the conformal invariance of the inertial…

High Energy Physics - Theory · Physics 2009-10-22 A. M. Polyakov

We consider the inverse problem of reconstructing the scattering and absorption coefficients using boundary measurements for a time dependent radiative transfer equation (RTE). As the measurement is mostly polluted by errors, both…

Numerical Analysis · Mathematics 2017-08-11 Ke Chen , Qin Li , Li Wang

The growth of the average kinetic energy of classical particles is studied for potentials that are random both in space and time. Such potentials are relevant for recent experiments in optics and in atom optics. It is found that for small…

Statistical Mechanics · Physics 2013-08-30 Yevgeny Krivolapov , Shmuel Fishman

Subdiffusive transport in tilted washboard potentials is studied within the fractional Fokker-Planck equation approach, using the associated continuous time random walk (CTRW) framework. The scaled subvelocity is shown to obey a universal…

Statistical Mechanics · Physics 2009-07-01 I. M. Sokolov , E. Heinsalu , P. Hanggi , I. Goychuk

In this paper we present a direct perturbative method to solving certain Fokker-Planck equations, which have constant diffusion coefficients and some small parameters in the drift coefficients. The method makes use of the connection between…

Mathematical Physics · Physics 2009-11-13 Choon-Lin Ho , Yan-Min Dai

A generalized Fokker-Planck equation is derived to describe particle kinetics in specific situations when the probability transition function (PTF) has a long tail in momentum space. The equation is valid for an arbitrary value of the…

Statistical Mechanics · Physics 2011-08-15 A. A. Dubinova , S. A. Trigger
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