Related papers: One-dimensional diffusion in a semi-infinite Poiss…
The properties of a one space-dimension, one particle dynamical system under the influence of a purely dissipative force are investigated. Assuming this force depends only on the velocity, it is demonstrated, in contrast to the case of…
Typically, aggregation-diffusion is modeled by parabolic equations that combine linear or nonlinear diffusion with a Fokker-Planck convection term. Under very general suitable assumptions, we prove that radial solutions of the evolution…
A recently introduced nonlinear Fokker-Planck equation, derived directly from a master equation, comes out as a very general tool to describe phenomenologically systems presenting complex behavior, like anomalous diffusion, in the presence…
We study the relaxation of a Brownian particle with long range memory under confinement in one dimension. The particle diffuses in an arbitrary confining potential and resets at random times to previously visited positions, chosen with a…
The optimization of the usual entropy $S_1[p]=-\int du p(u) ln p(u)$ under appropriate constraints is closely related to the Gaussian form of the exact time-dependent solution of the Fokker-Planck equation describing an important class of…
We present a stochastic model for amplifying, diffusive media like, for instance, random lasers. Starting from a simple random-walk model, we derive a stochastic partial differential equation for the energy field with contains a…
In this paper we consider a nonlinear Fokker-Planck equation with asymptotically small parameters. It describes the diffusion of finite-size particles in the presence of a fixed distribution of obstacles in the limit of low-volume fraction.…
We consider a simple quantum system subjected to a classical random force. Under certain conditions it is shown that the noise-averaged Wigner function of the system follows an integro-differential stochastic Liouville equation. In the…
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…
We study stochastic dynamics of an inverted pendulum subject to a random force in the horizontal direction (Whitney's problem). Considered on the entire time axis, the problem admits a unique solution that always remains in the upper half…
The two-component approach to the one-dimensional Dirac equation is applied to the Woods-Saxon potential. The scattering and bound state solutions are derived and the conditions for a transmission resonance (when the transmission…
In this work, we explore a time-fractional diffusion equation of order $\alpha \in (0,1)$ with a stochastic diffusivity parameter. We focus on efficient estimation of the expected values (considered as an infinite dimensional integral on…
This work explores different particle-based approaches to the simulation of one-dimensional fractional subdiffusion equations in unbounded domains. We rely on smooth particle approximations, and consider four methods for estimating the…
Several classes of physical systems exhibit ultraslow diffusion for which the mean squared displacement at long times grows as a power of the logarithm of time ("strong anomaly") and share the interesting property that the probability…
We solve the Fokker-Planck equation for Brownian motion in a logarithmic potential. When the diffusion constant is below a critical value the solution approaches a non-normalizable scaling state, reminiscent of an infinite invariant…
We study a one-dimensional gas of $n$ charged particles confined by a potential and interacting through the Riesz potential or a more general potential. In equilibrium, and for symmetric potential the particles arrange themselves…
We investigate a system of Brownian particles weakly bound by attractive parity-symmetric potentials that grow at large distances as $V(x) \sim |x|^\alpha$, with $0 < \alpha < 1$. The probability density function $P(x,t)$ at long times…
An exact description of the statistical motion of active particles in three dimension is presented in the framework of a generalized diffusion equation. Such a generalization contemplates a non-local, in time and space, connecting (memory)…
We analyze a quasi-continuous linear chain with self-similar distribution of harmonic interparticle springs as recently introduced for one dimension (Michelitsch et al., Phys. Rev. E 80, 011135 (2009)). We define a continuum limit for one…
We study the asymptotic behavior of Fokker-Planck equations with spatially inhomogeneous nonlinear diffusion, based on the energy dissipation law. First, we consider the Fokker-Planck equation with porous-medium-type nonlinear diffusion…