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A new kind of regular quasienergy (Floquet) spectrum is found for the generalized kicked particle under quantum-resonance conditions at generic quasimomentum, a quantity most relevant in atom-optics experimental realizations of kicked-rotor…

Chaotic Dynamics · Physics 2013-04-18 Itzhack Dana

The displacement $\lambda$-convexity of a nonstandard entropy with respect to a nonlocal transportation metric in finite state spaces is shown using a gradient flow approach. The constant $\lambda$ is computed explicitly in terms of a…

Analysis of PDEs · Mathematics 2016-11-16 José A. Carrillo , Ansgar Jüngel , Matheus C. Santos

We demonstrate a method which allows the stochastic modelling of quantum systems for which the generalised Fokker-Planck equation in the phase space contains derivatives of higher than second order. This generalises quantum stochastics far…

Quantum Physics · Physics 2009-11-07 L. I. Plimak , M. K. Olsen , M. Fleischhauer , M. J. Collett

We give a geometric formulation of the Fokker-Planck-Kramer equations for a particle moving on a Lie algebra under the influence of a dissipative and a random force. Special cases of interest are fluid mechanics, the Stochastic Loewner…

Mathematical Physics · Physics 2009-07-17 S. G. Rajeev

This paper focuses on finding an approximate solution of a kind of Fokker-Planck equation with time-dependent perturbations. A formulation of the approximate solution of the equation is constructed, and then the existence of the formulation…

Probability · Mathematics 2025-09-12 Yan Luo , Kaicheng Sheng

In this paper, we develop and analyze numerical methods for high dimensional Fokker-Planck equations by leveraging generative models from deep learning. Our starting point is a formulation of the Fokker-Planck equation as a system of…

Numerical Analysis · Mathematics 2022-06-22 Shu Liu , Wuchen Li , Hongyuan Zha , Haomin Zhou

We obtain new exact classes of solutions for the nonlinear fractional Fokker-Planck-like equation partial_t rho = partial_x{D(x) partial^{mu -1}_x rho^{nu} - F(x) rho} by considering a diffusion coefficient D = D|x|^{-theta} (theta in R and…

Statistical Mechanics · Physics 2009-11-07 E. K. Lenzi , L. C. Malacarne , R. S. Mendes , I. T. Pedron

It is long known that the Fokker-Planck equation with prescribed constant coefficients of diffusion and linear friction describes the ensemble average of the stochastic evolutions in velocity space of a Brownian test particle immersed in a…

Mathematical Physics · Physics 2009-11-11 Michael Kiessling , Carlo Lancellotti

We obtain exact results for fractional equations of Fokker-Planck type using evolution operator method. We employ exact forms of one-sided Levy stable distributions to generate a set of self-reproducing solutions. Explicit cases are…

Statistical Mechanics · Physics 2015-05-30 K. Gorska , K. A. Penson , D. Babusci , G. Dattoli , G. H. E. Duchamp

We derive the steady state solution of the Fokker-Planck equation that describes the dynamics of the nondegenerate optical parametric oscillator in the truncated Wigner representation of the density operator. The adiabatic limit of strong…

Quantum Physics · Physics 2009-06-30 K. Dechoum , M. D. Hahn , A. Z. Khoury , R. O. Vallejos

Recently a new type of Kramers-Fokker-Planck Equation has been proposed [R. Friedrich et al. Phys. Rev. Lett. {\bf 96}, 230601 (2006)] describing anomalous diffusion in external potentials. In the present paper the explicit cases of a…

Statistical Mechanics · Physics 2007-05-23 S. Eule , R. Friedrich , F. Jenko

The Fokker--Planck equation is a key ingredient of many models in physics, and related subjects, and arises in a diverse array of settings. Analytical solutions are limited to special cases, and resorting to numerical simulation is often…

Mathematical Physics · Physics 2019-02-20 R. J. Martin , R. V. Craster , A. Pannier , M. J. Kearney

We get fractional symmetric Fokker - Planck and Einstein - Smoluchowski kinetic equations, which describe evolution of the systems influenced by stochastic forces distributed with stable probability laws. These equations generalize known…

Statistical Mechanics · Physics 2009-10-31 A. V. Chechkin , V. Yu. Gonchar

We consider a nonlinear Fokker-Planck equation derived from a Cucker-Smale model for flocking with noise. There is a known phase transition depending on the noise between a regime with a unique stationary solution which is isotropic…

Analysis of PDEs · Mathematics 2026-04-01 Alexandre Surin

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…

Statistical Mechanics · Physics 2009-11-11 Daniele Moroni , Benjamin Rotenberg , Jean-Pierre Hansen , Sauro Succi , Simone Melchionna

An analogy of the Fokker-Planck equation (FPE) with the Schr\"odinger equation allows us to use quantum mechanics technique to find the analytical solution of the FPE in a number of cases. However, previous studies have been limited to the…

Statistical Mechanics · Physics 2013-03-22 M. Brics , J. Kaupuzs , R. Mahnke

Computing the invariant probability measure of a randomly perturbed dynamical system usually means solving the stationary Fokker-Planck equation. This paper studies several key properties of a novel data-driven solver for low-dimensional…

Numerical Analysis · Mathematics 2024-09-23 Matthew Dobson , Yao Li , Jiayu Zhai

We consider the rates of relaxation of a particle in a harmonic well, subject to L\'evy noise characterized by its L\'evy index $\mu$. Using the propagator for this L\'evy Ornstein-Uhlenbeck process (LOUP), we show that the eigenvalue…

Statistical Mechanics · Physics 2015-06-19 Deepika Janakiraman , K. L. Sebastian

Based on the canonical formalism, the dilatation symmetry is implemented to the Fokker-Planck equation for the Wigner distribution function that describes atomic motion in an optical lattice. This reveals the symmetry principle underlying…

Statistical Mechanics · Physics 2016-08-31 Sumiyoshi Abe

Recently, analytical solutions of a nonlinear Fokker-Planck equation describing anomalous diffusion with an external linear force were found using a non extensive thermostatistical Ansatz. We have extended these solutions to the case when…

Statistical Mechanics · Physics 2009-02-06 German Drazer , Horacio S. Wio , Constantino Tsallis