Related papers: Lattice formulation of the Fokker-Planck equation
We propose a Fokker-Planck equation (FPE) theory to describe stochastic fluctuation and relaxation processes of lattice vibration at a wide range of conditions, including those beyond the phonon gas (PG) limit. Using the time-dependent,…
The Fokker-Planck Equation (FPE) is a fundamental tool for the investigation of kinematic aspects of a wide range of systems. For systems governed by the non-additive entropy $S_q$, the Plastino-Plastino Equation (PPE) is the correct…
Equation of long-range particle drift and diffusion on three-dimensional physical lattice is suggested. This equation can be considered as a lattice analogof space-fractional Fokker-Planck equation for continuum. The lattice approach gives…
Current implementations of fluctuating lattice Boltzmann equations (FLBE) describe single component fluids. In this paper, a model based on the continuum kinetic Boltzmann equation for describing multicomponent fluids is extended to…
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…
The Fokker-Planck equations (FPEs) for stochastic systems driven by additive symmetric $\alpha$-stable noises may not adequately describe the time evolution for the probability densities of solution paths in some practical applications,…
We show in detailed numerical solutions of the nonlinear Fokker-Planck equation (FPE) which has been associated with nonextensive q-statistics that the available data on rapidity distributions for stopping in relativistic heavy-ion…
We present the Fokker-Planck equation (FPE) for an inhomogeneous medium with a position-dependent mass particle by making use of the Langevin equation, in the context of a generalized deformed derivative for an arbitrary deformation space…
The relaxation to equilibrium in many systems which show strange kinetics is described by fractional Fokker-Planck equations (FFPEs). These can be considered as phenomenological equations of linear nonequilibrium theory. We show that the…
In this article we derive Fokker - Planck equation for incompressible fluid and investigate its properties. In version 2 symmetries of linearized equations and some examples of invariant solutions are added.
We introduce a fractional Fokker-Planck equation (FFPE) for Levy flights in the presence of an external field. The equation is derived within the framework of the subordination of random processes which leads to Levy flights. It is shown…
The problems of high linear conductivity in an electric field, as well as nonlinear conductivity, are considered for plasma-like systems. First, we recall several observations of nonlinear fast charge transport in dusty plasma, molecular…
Many complex phenomena occurring in physics,chemistry, biology, finance, etc. can be reduced, by some projection process, to a 1-d stochastic Differential Equation (SDE) for the variable of interest. Typically, this SDE is both non-linear…
Microscopic thermal fluctuations are known to affect the macroscopic and spatio-temporal evolution of a host of physical phenomena central to the study of biological systems, turbulence, and reactive mixtures, among others. In…
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…
The lattice Boltzmann equation (LBE) is a microscopically-inspired method designed to solve macroscopic fluid dynamics problems. As a such, it lives at the interface between the microscopic (molecular) and macroscopic (continuum) worlds,…
The susceptibility of an overdamped Markov system fluctuating in a bistable potential of general form is obtained by analytic solution of the Fokker-Planck equation (FPE) for low noise intensities. The results are discussed in the context…
Lattice models with long-range interactions of power-law type are suggested as a new type of microscopic model for fractional non-local elasticity. Using the transform operation, we map the lattice equations into continuum equation with…
Non-Gaussian L\'evy noises are present in many models for understanding underlining principles of physics, finance, biology and more. In this work, we consider the Fokker-Planck equation(FPE) due to one-dimensional asymmetric L\'evy motion,…
We present a lattice-based numerical method to describe the non equilibrium behavior of a simple fluid under non-uniform spatial conditions. The evolution equation for the one-particle phase-space distribution function is derived starting…