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We show through a nonlinear Fokker-Planck formalism, and confirm by molecular dynamics simulations, that the overdamped motion of interacting particles at T=0, where T is the temperature of a thermal bath connected to the system, can be…

Statistical Mechanics · Physics 2011-02-08 J. S. Andrade , G. F. T. da Silva , A. A. Moreira , F. D. Nobre , E. M. F. Curado

In this paper, we define random quasi-periodic paths for random dynamical systems and quasi-periodic measures for Markovian semigroups. We give a sufficient condition for the existence and uniqueness of random quasi-periodic paths and…

Probability · Mathematics 2021-03-19 Chunrong Feng , Baoyou Qu , Huaizhong Zhao

We consider a sequence of finite irreducible Markov chains with exponentially small transition rates: the transition graph is a fixed, finite, strongly connected directed graph; the transition rates decay exponentially on a paramenter N…

Probability · Mathematics 2026-01-28 Michele Aleandri , Davide Gabrielli , Giulia Pallotta

We discuss diffusion of particles in a spatially inhomogeneous medium. From the microscopic viewpoint we consider independent particles randomly evolving on a lattice. We show that the reversibility condition has a discrete geometric…

Statistical Mechanics · Physics 2018-11-14 Daniele Andreucci , Emilio N. M. Cirillo , Matteo Colangeli , Davide Gabrielli

We present a dynamical description of slow relaxation processes based on the extension of Onsager's fluctuation theory to systems in local quasi-equilibrium. A non-Markovian Fokker-Planck equation for the conditional probability density is…

Statistical Mechanics · Physics 2009-11-10 I. Santamaria-Holek , A. Perez-Madrid , J. M. Rubi

Using the stochastic thermodynamics, we determine the entropy production and the dynamic heat capacity of systems subject to a sinusoidally time dependent temperature, in which case the systems are permanently out of thermodynamic…

Statistical Mechanics · Physics 2019-06-26 Carlos E. Fiore , Mário J. de Oliveira

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.…

Analysis of PDEs · Mathematics 2018-06-04 Maria Bruna , Martin Burger , Helene Ranetbauer , Marie-Therese Wolfram

The aim of this paper is to obtain estimates for the density of the law of a specific nonlinear diffusion process at any positive bounded time. This process is issued from kinetic theory and is called Landau process, by analogy with the…

Probability · Mathematics 2016-08-16 Hélène Guérin , Sylvie Méléard , Eulalia Nualart

Starting with the average particle distribution function for bosons and fermions for non-extensive thermodynamics , as proposed in \cite{CMP}, we obtain the corresponding density matrix operators and hamiltonians. In particular, for the…

Statistical Mechanics · Physics 2018-09-26 Marcelo R. Ubriaco

In this paper we suggest a consistent approach to derivation of generalized Fokker-Planck equation (GFPE) for Gaussian non-Markovian processes with stationary increments. This approach allows us to construct the probability density function…

Statistical Mechanics · Physics 2011-07-06 O. Yu. Sliusarenko

We derive novel low-temperature asymptotics for the spectrum of the infinitesimal generator of the overdamped Langevin dynamics. The novelty is that this operator is endowed with homogeneous Dirichlet conditions at the boundary of a domain…

Analysis of PDEs · Mathematics 2026-02-12 Noé Blassel , Tony Lelièvre , Gabriel Stoltz

In this paper, we consider the density estimation problem associated with the stationary measure of ergodic It\^o diffusions from a discrete-time series that approximate the solutions of the stochastic differential equations. To take an…

Numerical Analysis · Mathematics 2021-09-10 Yiqi Gu , John Harlim , Senwei Liang , Haizhao Yang

We suggest a certain statistical interpretation for the entropy produced in driven thermodynamic processes. The exponential function of half irreversible entropy re-weights the probability of the standard Ornstein-Uhlenbeck-type…

Chemical Physics · Physics 2007-05-23 Lajos Diosi

This paper uses dynamical invariants to describe the evolution of collisionless systems subject to time-dependent gravitational forces without resorting to maximum-entropy probabilities. We show that collisionless relaxation can be viewed…

Astrophysics of Galaxies · Physics 2015-06-03 Jorge Peñarrubia

Analytical equations were found for interdigitated electrodes, which considered reversible electrode reactions and pure diffusion within confined spaces. A conformal transformation, obtained by the use of Jacobian elliptic functions, was…

Chemical Physics · Physics 2019-03-08 Cristian F. Guajardo Yévenes , Werasak Surareungchai

The postulational basis of classical thermodynamics has been expanded to incorporate equilibrium fluctuations. The main additional elements of the proposed thermodynamic theory are the concept of quasi-equilibrium states, a definition of…

Statistical Mechanics · Physics 2019-06-11 Y. Mishin

The probability of trajectories of weakly diffusive processes to remain in the tubular neighbourhood of a smooth path is given by the Freidlin-Wentzell-Graham theory of large deviations. The most probable path between two states (the…

Statistical Mechanics · Physics 2020-08-12 Lukas Kikuchi , Rajesh Singh , Mike E. Cates , Ronojoy Adhikari

The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N stochastic variables with Lochner's generalized Dirichlet distribution (R.H. Lochner, A Generalized…

Mathematical Physics · Physics 2013-10-02 J. Bakosi , J. R. Ristorcelli

Recent works have associated systems of particles, characterized by short-range repulsive interactions and evolving under overdamped motion, to a nonlinear Fokker-Planck equation within the class of nonextensive statistical mechanics, with…

Statistical Mechanics · Physics 2017-11-22 Andre M. C. Souza , Roberto F. S. Andrade , Fernando D. Nobre , Evaldo M. F. Curado

We derive a stochastic wave equation for an inflaton in an environment of an infinite number of fields. We study solutions of the linearized stochastic evolution equation in an expanding universe. The Fokker-Planck equation for the inflaton…

High Energy Physics - Theory · Physics 2018-07-25 Z. Haba
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