Related papers: Fractional transport equations for Levy stable pro…
On the basis of multivariate Langevin processes we present a realization of Levy flights as a continuous process. For the simple case of a particle moving under the influence of friction and a velocity dependent stochastic force we…
While free and weakly interacting particles are well described by a a second-quantized nonlinear Schr\"odinger field, or relativistic versions of it, the fields of strongly interacting particles are governed by effective actions, whose…
In this paper, we develop a nonequilibrium theory for transient electron transport dynamics in nanostructures based on the Feynman-Vernon influence functional approach. We extend our previous work on the exact master equation describing the…
We investigate regularity and a priori estimates for Fokker-Planck and Hamilton-Jacobi equations with unbounded ingredients driven by the fractional Laplacian of order $s\in(1/2,1)$. As for Fokker-Planck equations, we establish…
Numerical evidence of directed transport driven by symmetric Levy noise in time-independent ratchet potentials in the absence of an external tilting force is presented. The results are based on the numerical solution of the fractional…
We analyze the extension of the well known relation between Brownian motion and Schroedinger equation to the family of Levy processes. We consider a Levy-Schroedinger equation where the usual kinetic energy operator - the Laplacian - is…
This paper presents finite-velocity random motions driven by fractional Klein-Gordon equations of order $\alpha \in (0,1]$. A key tool in the analysis is played by the McBride's theory which converts fractional hyper-Bessel operators into…
We study the probability distribution function (pdf) of the position of a L\'evy flight of index 0<\alpha<2 in presence of an absorbing wall at the origin. The solution of the associated fractional Fokker-Planck equation can be constructed…
This case study proposes robustness quantifications of many classical sample path properties of Brownian motion in terms of the (mean) deviation frequencies along typical a.s.~approximations. This includes L\'evy's construction of Brownian…
We derive radiative transport equations for solutions of a Schr\"odinger equation in a periodic structure with small random inhomogeneities. We use systematically the Wigner transform and the Bloch wave expansion. The streaming part of the…
The Fokker-Planck Equation, applied to transport processes in fusion plasmas, can model several anomalous features, including uphill transport, scaling of confinement time with system size, and convective propagation of externally induced…
We establish covariant semiclassical transport equations of massive spin-1/2 particles which are generated by the quantum kinetic equation modified by enthalpy current dependent terms. The purpose of modification is to take into account the…
We analyze statistically the energization of particles in a large scale environment of strong turbulence that is fragmented into a large number of distributed current filaments. The turbulent environment is generated through strongly…
We study some functional inequalities satisfied by the distribution of the solution of a stochastic differential equation driven by fractional Brownian motions. Such functional inequalities are obtained through new integration by parts…
A variational principle is developed for fractional kinetics based on the auxiliary-field formalism. It is applied to the Fokker-Planck equation with spatio-temporal fractionality, and a variational solution is obtained with the help of the…
A nonlinear master equation is derived, reflecting properly the entropy of open quantum systems. In contrast to linear alternatives, its equilibrium solution is exactly the canonical Gibbs density matrix. The corresponding nonlinear…
A novel model of transport is proposed to explain power law current transients and memory phenomena observed in partially ordered arrays of semiconducting nanocrystals. The model describes electron transport by a stationary Levy process of…
We consider a stochastic delay differential equation driven by a general Levy process. Both, the drift and the noise term may depend on the past, but only the drift term is assumed to be linear. We show that the segment process is…
L\'evy ratchets are minimal models of fluctuation-driven transport in the presence of L\'evy noise and periodic external potentials with broken spatial symmetry. In these systems, a net ratchet current can appear even in the absence of time…
Transport of spherical Brownian particles of finite size possessing radii through narrow channels with varying cross-section area is considered. Applying the so-called Fick-Jacobs approximation, i.e. assuming fast equilibration in…