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We derive a stochastic wave equation for an inflaton in an environment of an infinite number of fields. We study solutions of the linearized stochastic evolution equation in an expanding universe. The Fokker-Planck equation for the inflaton…

High Energy Physics - Theory · Physics 2018-07-25 Z. Haba

General self-consistent expressions for the coefficients of diffusion and dynamical friction in a stable, bound, multicomponent self-gravitating and inhomogeneous system are derived. They account for the detailed dynamics of the colliding…

Astrophysics of Galaxies · Physics 2017-06-20 Jean Heyvaerts , Jean-Baptiste Fouvry , Pierre-Henri Chavanis , Christophe Pichon

In this perspective we consider how modern statistical mechanics and response theory can be applied to understand the response of polar molecules to an applied electric field and the fluctuations in these systems. Results that are…

Statistical Mechanics · Physics 2024-01-08 Debra J. Searles , Stephen Sanderson

The functional method to derive the fractional Fokker-Planck equation for probability distribution from the Langevin equation with Levy stable noise is proposed. For the Cauchy stable noise we obtain the exact stationary probability density…

Statistical Mechanics · Physics 2008-10-07 A. A. Dubkov , B. Spagnolo

Boltzmann equation describes the time development of the velocity distribution in the continuum fluid matter. We formulate the equation using the field theory where the {\it velocity-field} plays the central role. The matter (constituent…

High Energy Physics - Theory · Physics 2013-10-10 Shoichi Ichinose

The non-equilibrium statistical mechanics and kinetic theory for a model of a confined quasi-two-dimensional gas of inelastic hard spheres is presented. The dynamics of the particles includes an effective mechanism to transfer the energy…

Statistical Mechanics · Physics 2015-06-18 J. Javier Brey , M. I. García de Soria , P. Maynar , V. Buzón

This paper proposes a new stochastic model of traffic dynamics in Lagrangian coordinates. The source of uncertainty is heterogeneity in driving behavior, captured using driver-specific speed-spacing relations, i.e., parametric uncertainty.…

Systems and Control · Computer Science 2019-08-16 Fangfang Zheng , Saif Eddin Jabari , Henry X. Liu , DianChao Lin

This paper presents a new mathematical model of vehicular traffic, based on the methods of the generalized kinetic theory, in which the space of microscopic states (position and velocity) of the vehicles is genuinely discrete. While in the…

Mathematical Physics · Physics 2013-11-12 Luisa Fermo , Andrea Tosin

We present a method how to estimate from experimental data of a turbulent velocity field the drift and the diffusion coefficient of a Fokker-Planck equation. It is shown that solutions of this Fokker-Planck equation reproduce with high…

chao-dyn · Physics 2007-05-23 Ch. Renner , B. Reisner , St. Lück , J. Peinke , R. Friedrich

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

We introduce a new class of Fokker-Planck equations associated with an effective generalized thermodynamical framework. These equations describe a gas of Langevin particles in interaction. The free energy can take various forms which can…

Statistical Mechanics · Physics 2009-11-11 Pierre-Henri Chavanis

We describe a new approach for modeling the transport of high energy particles accelerated during flares from the acceleration region in the solar corona until their eventual thermalization in the flare footpoint. Our technique numerically…

Solar and Stellar Astrophysics · Physics 2020-10-14 Joel C. Allred , Meriem Alaoui , Adam F. Kowalski , Graham S. Kerr

We study a class of nonlinear kinetic Fokker-Planck type equations modeling quantum particles which obey the Bose-Einstein and Fermi-Dirac statistics, respectively. We establish the existence of classical solutions in the perturbative…

Analysis of PDEs · Mathematics 2007-08-01 Lukas Neumann , Christof Sparber

The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N stochastic variables with Lochner's generalized Dirichlet distribution (R.H. Lochner, A Generalized…

Mathematical Physics · Physics 2013-10-02 J. Bakosi , J. R. Ristorcelli

The Fokker-Planck equation can be reformulated as a continuity equation, which naturally suggests using the associated velocity field in particle flow methods. While the resulting probability flow ODE offers appealing properties - such as…

Machine Learning · Statistics 2024-10-28 Ilja Klebanov

We consider the overdamped dynamics of a paradigmatic long-range system of particles residing on the sites of a one-dimensional lattice, in the presence of thermal noise. The internal degree of freedom of each particle is a periodic…

Statistical Mechanics · Physics 2013-12-03 Shamik Gupta , Alessandro Campa , Stefano Ruffo

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

Fokker-Planck equations represent a suitable description of the finite-time behavior for a large class of particle systems as the size of the population tends to infinity. Recently, the theory of graph limits has been introduced in the…

Probability · Mathematics 2022-03-24 Fabio Coppini

The goal of this investigation was to derive strictly new properties of chaotic systems and their mutual relations. The generalized Fokker-Planck equation with a non stationary diffusion has been derived and used for chaos analysis. An…

Chaotic Dynamics · Physics 2014-07-29 Sergey A. Kamenshchikov

The problem of diffusion in a time-dependent (and generally inhomogeneous) external field is considered on the basis of a generalized master equation with two times, introduced in [1,2]. We consider the case of the quasi Fokker-Planck…

Statistical Mechanics · Physics 2015-05-18 S. A. Trigger , G. J. F. van Heijst , O. F. Petrov , P. P. J. M. Schram
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