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We investigate the well-posedness of a coupled Navier-Stokes-Fokker-Planck system with a time-fractional derivative. Such systems arise in the kinetic theory of dilute solutions of polymeric liquids, where the motion of noninteracting…
We study the Fokker-Planck equation derived in the large system limit of the Markovian process describing the dynamics of quantitative traits. The Fokker-Planck equation is posed on a bounded domain and its transport and diffusion…
We extend a classical relation by Crooks to quantum systems and show that it unifies the Crooks transient fluctuation theorem and the Kawasaki non-linear response relation, which leads to the standard linear response theory. We also show…
The Fokker-Planck (FP) equation governing the evolution of the probability density function (PDF) is applicable to many disciplines but it requires specification of the coefficients for each case, which can be functions of space-time and…
Correlations of an environment are crucial for the dynamics of non-Markovian quantum systems, which may not be known in advance. In this paper, we propose a gradient algorithm for identifying the correlations in terms of time-varying…
Quadratic fluctuations require an evaluation of ratios of functional determinants of second-order differential operators. We relate these ratios to the Green functions of the operators for Dirichlet, periodic and antiperiodic boundary…
Traditionally, the quantum Brownian motion is described by Fokker-Planck or diffusion equations in terms of quasi-probability distribution functions, e.g., Wigner functions. These often become singular or negative in the full quantum…
New kind of differential equations, called local fractional differential equations, has been proposed for the first time. They involve local fractional derivatives introduced recently. Such equations appear to be suitable to deal with…
Aharonov-Kaufherr model of quantum space-time which accounts Reference Frames (RF) quantum effects is considered in Relativistic Quantum Mechanics framework. For RF connected with some macroscopic object its free quantum motion - wave…
In this study, we replace the standard partial derivatives in the Klein-Gordon equation with Dunkl derivatives and obtain exact analytical solutions for the eigenvalues and eigenfunctions of the Dunkl-Klein-Gordon equation in higher…
We establish rigorously the equivalence between classical moment closure and a nonlinear variational approximation of the Fokker-Planck equation for dilute polymeric flow in the linearized Hookean spring chain setting. The variational…
This article is concerned with a system of particles interacting with the quantized electromagnetic field (photons) in the non relativistic Quantum Electrodynamics (QED) framework and governed by the Pauli-Fierz Hamiltonian. We are…
The kinetic equation is crucial for understanding the statistical properties of stochastic processes, yet current equations, such as the classical Fokker-Planck, are limited to local analysis. This paper derives a new kinetic equation for…
We show that a formal solution of a rather general non-Markovian Fokker-Planck equation can be represented in a form of an integral decomposition and thus can be expressed through the solution of the Markovian equation with the same…
We present a computational framework for obtaining multidimensional phase-space solutions of systems of non-linear coupled differential equations, using high-order implicit Runge-Kutta Physics- Informed Neural Networks (IRK-PINNs) schemes.…
In this paper we consider an Ornstein-Uhlenbeck (OU) process $(M(t))_{t\geqslant 0}$ whose parameters are determined by an external Markov process $(X(t))_{t\geqslant 0}$ on a finite state space $\{1,\ldots,d\}$; this process is usually…
This paper focuses on the time-changed Q-Wiener process, a Hilbert space-valued sub-diffusion. It is a martingale with respect to an appropriate filtration, hence a stochastic integral with respect to it is definable. For the resulting…
The interaction with time-dependent external fields, especially the interplay between time-dependent driving and quantum correlations, changes the familiar picture of electron transport through nanoscale systems. Although the exact solution…
Master equations are typically adopted to describe the dynamics of open quantum systems. Such equations are either in integro-differential or in time-local form, with the latter class more frequently adopted due to the simpler numerical…
Delta-function potentials in two- and three-dimensional quantum mechanics are analyzed by the incorporation of the self-adjoint extension method to the path integral formalism. The energy-dependent Green functions for free particle plus…