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We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…

Statistical Mechanics · Physics 2011-10-11 P. L. Krapivsky , J. M. Luck , K. Mallick

Model calculations that include the effects of irreversible, environmental couplings on top of a coupled-channels dynamical description of the collision of two complex nuclei are presented. The Liouville-von Neumann equation for the…

Nuclear Theory · Physics 2009-11-13 Alexis Diaz-Torres , David Hinde , Mahananda Dasgupta , Gerard Milburn , Jeff Tostevin

In this paper we will study some interesting properties of modifications of the Euler-Poincar\'e equations when we add a special type of dissipative force, so that the equations of motion can be described using the metriplectic formalism.…

Mathematical Physics · Physics 2024-01-11 Anthony Bloch , Marta Farré Puiggalí , David Martín de Diego

This paper is devoted to the construction of structure preserving stochastic Galerkin schemes for Fokker-Planck type equations with uncertainties and interacting with an external distribution, that we refer to as a background distribution.…

Numerical Analysis · Mathematics 2019-07-30 Mattia Zanella

The fundamental insight into Brownian motion by Einstein is that all substances exhibit continual fluctuations due to thermal agitation balancing with the frictional resistance. However, even at thermal equilibrium, biological activity can…

Soft Condensed Matter · Physics 2014-02-19 Soya Shinkai , Yuichi Togashi

At finite concentrations of reacting molecules, kinetics of diffusion-controlled reactions is affected by intra-reactant interactions. As a result, multi-particle reaction statistics cannot be deduced from single-particle results. Here we…

Statistical Mechanics · Physics 2019-08-23 Tal Agranov , Baruch Meerson

This work presents new parallelizable numerical schemes for the integration of Dissipative Particle Dynamics with Energy conservation (DPDE). So far, no numerical scheme introduced in the literature is able to correctly preserve the energy…

Computational Physics · Physics 2016-02-17 A. -A. Homman , J. -B. Maillet , J. Roussel , G. Stoltz

Learning the underlying potential energy of stochastic gradient systems from partial and noisy observations is a fundamental problem arising in physics, chemistry, and data-driven modeling. Classical approaches often rely on direct…

Machine Learning · Computer Science 2026-04-23 Yubin Lu , Xiaofan Li , Chun Liu , Qi Tang , Yiwei Wang

We present a Fokker-Planck description of supercooled colloidal systems exhibiting slow relaxation dynamics. By assuming the existence of a local quasi-equilibrium state during the relaxation of the system, we derive a non-Markovian…

Condensed Matter · Physics 2015-06-24 J. M. Rubi , I. Santamaria-Holek , A. Perez-Madrid

We analyze the long time behavior of transport equations for a class of dissipative quantum systems with Fokker-planck type scattering operator, subject to confining potentials of harmonic oscillator type. We establish the conditions under…

Mathematical Physics · Physics 2007-05-23 C. Sparber , J. A. Carrillo , J. Dolbeault , P. A. Markowich

The dynamics of thermally fluctuating conserved order parameters are described by stochastic conservation laws. Thermal equilibrium in such systems requires the dissipative and stochastic components of the flux to be related by detailed…

Statistical Mechanics · Physics 2017-10-25 Mahan Raj Banerjee , Sauro Succi , Santosh Ansumali , R. Adhikari

Diffusion of particles in velocity space undergoing turbulent field was extensively studied in the problem of warm beam relaxation. Under low field intensities the diffusion is described by the Fokker-Planck equation with the diffusion…

Plasma Physics · Physics 2007-05-23 Anatoly Zagorodny , Volodymyr Zasenko , Jan Weiland

We complete the kinetic theory of inhomogeneous systems with long-range interactions initiated in previous works. We use a simpler and more physical formalism. We consider a system of particles submitted to a small external stochastic…

Statistical Mechanics · Physics 2023-08-23 Pierre-Henri Chavanis

Understanding the statistical behavior of the heat in stochastic systems gives us insight about the thermodynamics of such systems. Using the recently proposed Relativistic Stochastic Thermodynamics, we investigate the statistics of the…

Statistical Mechanics · Physics 2021-10-11 Pedro V. Paraguassú , Welles A. M. Morgado

Heat fluctuations over a time \tau in a non-equilibrium stationary state and in a transient state are studied for a simple system with deterministic and stochastic components: a Brownian particle dragged through a fluid by a harmonic…

Statistical Mechanics · Physics 2007-05-23 R. van Zon , E. G. D. Cohen

Deriving evolution equations accounting for both anomalous diffusion and reactions is notoriously difficult, even in the simplest cases. In contrast to normal diffusion, reaction kinetics cannot be incorporated into evolution equations…

Statistical Mechanics · Physics 2020-10-23 Sean D Lawley

Fluctuation theorems play a central role in nonequilibrium physics and stochastic thermodynamics. Here we derive an integral fluctuation theorem for the dissipated heat in systems governed by an underdamped Langevin dynamics. We show that…

Statistical Mechanics · Physics 2016-02-17 M. L. Rosinberg , G. Tarjus , T. Munakata

We investigate the behavior of energy fluctuations in several models of granular gases maintained in a non-equilibrium steady state. In the case of a gas heated from a boundary, the inhomogeneities of the system play a predominant role.…

Statistical Mechanics · Physics 2007-05-23 P. Visco , A. Puglisi , A. Barrat , F. van Wijland , E. Trizac

In this work, we introduce semi-implicit or implicit finite difference schemes for the continuity equation with a gradient flow structure. Examples of such equations include the linear Fokker-Planck equation and the Keller-Segel equations.…

Numerical Analysis · Mathematics 2022-03-25 Jingwei Hu , Xiangxiong Zhang

We consider a stochastic logistic growth model involving both birth and death rates in the drift and diffusion coefficients for which extinction eventually occurs almost surely. The associated complete Fokker-Planck equation describing the…

Statistics Theory · Mathematics 2013-07-09 Fabien Campillo , Marc Joannides , Irène Larramendy-Valverde