Related papers: Generalized diffusion equation
A large class of physically important nonlinear and nonhomogeneous evolution problems, characterized by advection-like and diffusion-like processes, can be usefully studied by a time-differential form of Kolmogorov's solution of the…
This paper is concerned with the Wigner-Poisson-Fokker-Planck system, a kinetic evolution equation for an open quantum system with a non-linear Hartree potential. Existence, uniqueness and regularity of global solutions to the Cauchy…
The linear Boltzmann equation approach is generalized to describe fractional superdiffusive transport of the Levy walk type in external force fields. The time distribution between scattering events is assumed to have a finite mean value and…
This paper presents a global, coordinate-free formulation of the Fokker-Planck equation on Riemannian manifolds. In the Stratonovich formulation, the infinitesimal generator is expressed intrinsically through Lie derivatives, and its…
We define the Dyson diffusion process on a curved smooth closed contour in the plane and derive the Fokker-Planck equation for probability density. Its stationary solution is shown to be the Boltzmann weight for the logarithmic gas confined…
It has been observed in many numerical simulations, experiments and from various theoretical treatments that heat transport in one-dimensional systems of interacting particles cannot be described by the phenomenological Fourier's law. The…
The problem of anomalous diffusion in momentum (velocity) space is considered based on the master equation and the appropriate probability transition function (PTF). The approach recently developed by the author for coordinate space, is…
We propose a new approach to describe the effective microscopic dynamics of (power-law) nonlinear Fokker-Planck equations. Our formalism is based on a nonextensive generalization of the Wiener process. This allow us to obtain, in addition…
We present a generalized integral fluctuation theorem (GIFT) for general diffusion processes using the Feynman-Kac and Cameron-Martin-Girsanov formulas. Existing IFTs can be thought of to be its specific cases. We interpret the origin of…
A fluid-dynamic approach to the diffusion of heavy quarks in the quark--gluon plasma (QGP) is presented. Specifically, we analyze the Fokker-Planck equation for the momentum transport of heavy quarks from a fluid perspective and use a…
We consider a system described by a Fokker-Planck equation with a new type of momentum-dependent drift coefficient which asymptotically decreases as $-1/p$ for a large momentum $p$. It is shown that the steady-state of this system is a…
Generative models realized with machine learning techniques are powerful tools to infer complex and unknown data distributions from a finite number of training samples in order to produce new synthetic data. Diffusion models are an emerging…
The Fokker-Planck equation for a heavy particle in a granular fluid is derived from the Liouville equation. The host fluid is assumed to be in its homogeneous cooling state and all interactions are idealized as smooth, inelastic hard…
We introduce a general class of generating functionals for the calculation of quantum-mechanical expectation values of arbitrary functionals of fluctuating paths with fixed end points in configuration or momentum space. The generating…
In the context of the search for the QCD critical point using non-Gaussian fluctuations, we obtain the evolution equations for non-Gaussian cumulants to the leading order of the systematic expansion in the magnitude of thermal fluctuations.…
We investigate the effects of relatively rapid variations of the boundaries of an overmoded cavity on the stochastic properties of its interior acoustic or electromagnetic field. For quasi-static variations, this field can be represented as…
In this work, we provide a comprehensive gradient regularity theory for a broad class of nonlinear kinetic Fokker-Planck equations. We achieve this by establishing precise pointwise estimates in terms of the data in the spirit of nonlinear…
The stochastic theory of relativistic quantum mechanics presented here is modelled on the one that has been proposed previously and that was claimed to be a promising substitute to the orthodox theory in the non-relativistic domain. So it…
We find Feynman-Kac type representation theorems for generalized diffusions. To do this we need to establish existence, uniqueness and regularity results for equations with measure-valued coefficients.
The effect of nonlinear friction forces in quantum mechanics is studied via dissipative Madelung hydrodynamics. A new thermo-quantum diffusion equation is derived, which is solved for the particular case of quantum Brownian motion with a…