Related papers: Spectrum of the Fokker-Planck operator representin…
We study spectral properties of the Fokker-Planck operator that describes particles diffusing in a quenched random velocity field. This random operator is non-Hermitian and has eigenvalues occupying a finite area in the complex plane. We…
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…
We study the two-dimensional overdamped motion of an active particle whose orientational dynamics is subject to fractional Brownian noise, whereas its position is affected by self-propulsion and Brownian fluctuations. From a Langevin-like…
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…
We consider a continuous random walk model for describing normal as well as anomalous diffusion of particles subjected to an external force when these particles diffuse in a uniformly expanding (or contracting) medium. A general equation…
A self-consistent and universal description of friction and diffusion for Brownian particles (grains) in different systems, as a gas with Boltzmann collisions, dusty plasma with ion absorption by grains, and for active particles (e.g.,…
We consider the one-dimensional diffusion of a particle on a semi-infinite line and in a piecewise linear random potential. We first present a new formalism which yields an analytical expression for the Green function of the Fokker-Planck…
The propagation of light in a scattering medium is described as the motion of a special kind of a Brownian particle on which the fluctuating forces act only perpendicular to its velocity. This enforces strictly and dynamically the…
We extend the random walk framework to include compounded steps, providing first-passage time (FPT) properties for a new class of superdiffusive processes, which are governed by the space-fractional spectral Fokker-Planck equation. This…
The interaction of charged particles, moving in a uniform magnetic field, with a plane-polarized gravitational wave is considered using the Fokker-Planck- Kolmogorov (FPK) approach. By using a stochasticity criterion, we determine the exact…
We investigate the diffusion of particles in an attractive one-dimensional potential that grows logarithmically for large $|x|$ using the Fokker-Planck equation. An eigenfunction expansion shows that the Boltzmann equilibrium density does…
This paper derives the Fokker-Planck (FP) equation for a particle moving in potential by a randomly modulated dipole. The FP equation describes the anomalous diffusion observed in the companion paper [1] and breaks the conservation of the…
Fokker-Planck equation with the velocity-dependent coefficients is considered for various isotropic systems on the basis of probability transition (PT) approach. This method provides the self-consistent and universal description of friction…
We propose fractional Fokker-Planck equation for the kinetic description of relaxation and superdiffusion processes in constant magnetic and random electric fields. We assume that the random electric field acting on a test charged particle…
Starting from a Langevin description of active particles that move with constant speed in infinite two-dimensional space and its corresponding Fokker-Planck equation, we develop a systematic method that allows us to obtain the…
We solve the time-dependent Fokker-Planck equation for a two-dimensional active Brownian particle exploring a circular region with an absorbing boundary. Using the passive Brownian particle as basis states and dealing with the activity as a…
A possible way to calculate particle spectra as a function of position in pulsar wind nebulae is to solve a Fokker-Planck transport equation. This paper presents numerical solutions to the transport equation with the processes of…
A spectral solution method is proposed to solve a previuously developed non-equilibrium statistical model describing partial thermalization of produced charged hadrons in relativistic heavy-ion collisions, thus improving the accuracy of the…
The eigenfunctions and eigenvalues of the Fokker-Planck operator with linear drift and constant diffusion are required for expanding time-dependent solutions and for evaluating our recent perturbation expansion for probability densities…
A generalized Fokker-Planck equation is derived to describe particle kinetics in specific situations when the probability transition function (PTF) has a long tail in momentum space. The equation is valid for an arbitrary value of the…