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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

Anomalous transport is usually described either by models of continuous time random walks (CTRW) or, otherwise by fractional Fokker-Planck equations (FFPE). The asymptotic relation between properly scaled CTRW and fractional diffusion…

Statistical Mechanics · Physics 2010-12-09 Bartlomiej Dybiec , Ewa Gudowska-Nowak

In a previous paper (Lathouwers and Perk\'o, 2019) we have developed an efficient angular multigrid preconditioner for the Boltzmann transport equation with forward-peaked scatter modeled by the Fokker-Planck approximation. The…

Numerical Analysis · Mathematics 2020-10-12 Danny Lathouwers , Zoltan Perko

A {\em propagation-dispersion equation} is derived for the first passage distribution function of a particle moving on a substrate with time delays. The equation is obtained as the continuous limit of the {\em first visit equation}, an…

Statistical Mechanics · Physics 2007-05-23 Jean Pierre Boon , Patrick Grosfils , James F. Lutsko

Conventional approaches for simulating steady-state distributions of particles under diffusive and advective transport at high P\'eclet numbers involve solving the diffusion and advection equations in at least two dimensions. Here, we…

We derive a grey linear diffusion equation for photons with respect to inertial (or lab-frame) space and time, using asymptotic analysis in 1D planar geometry. The solution of the equation is the comoving radiation energy density. Our…

High Energy Astrophysical Phenomena · Physics 2026-02-12 Ryan T. Wollaeger , Jim E. Morel , Kendra P. Long , Mathew A. Cleveland , Robert B. Lowrie

Asymptotic expansion of the Fokker-Planck equation in terms of the strength of the fluctuation has been carried out. The mean and the variance of the total kinetic energies of the fission fragments have been calculated and compared with the…

We propose a gate-based quantum algorithm for the prediction step of Bayesian state estimation based on the Fokker-Planck equation on a discretized position-velocity state space. The probability density is encoded in the amplitudes of a…

Quantum Physics · Physics 2026-04-28 Felix Govaers

We present a numerical simulation study of advective-diffusive scalar transport in three-dimensional high-contrast discontinuous permeability fields, generated with a truncated pluri-Gaussian geostatistical approach. A range of permeability…

Geophysics · Physics 2022-06-16 Eugenio Pescimoro , Matteo Icardi , Giovanni Porta , Marco Bianchi

A kinetic-fluid model describing the evolutions of disperse two-phase flows is considered. The model consists of the Vlasov-Fokker-Planck equation for the particles (disperse phase) coupled with the compressible Navier-Stokes equations for…

Analysis of PDEs · Mathematics 2017-04-06 Fucai Li , Yanmin Mu , Dehua Wang

Instabilities driven by strong gradients appear in a wide variety of physical systems, including plasmas, neutral fluids, and self-gravitating systems. This work develops an analytic formulation to describe the transport structure and…

Plasma Physics · Physics 2025-10-13 Emma G. Devin , Vinícius N. Duarte

Describing particle transport at the macroscopic or mesoscopic level in non-ideal environments poses fundamental theoretical challenges in domains ranging from inter and intra-cellular transport in biology to diffusion in porous media. Yet,…

Statistical Mechanics · Physics 2013-09-11 Marta Galanti , Duccio Fanelli , Francesco Piazza

The advection of a passive scalar by a quenched (frozen) incompressible velocity field is studied by extensive high precision numerical simulation and various approximation schemes. We show that second order self consistent perturbation…

Disordered Systems and Neural Networks · Physics 2009-10-31 D. S. Dean , I. T. Drummond , R. R. Horgan

The focus of our study in this paper is on the active dynamics and a fractional generalized Langevin equation with a memory kernel K(t). The Fokker-Planck equation is obtained by deriving it from a second-order differential equation. The…

Statistical Mechanics · Physics 2024-12-17 Yun Jeong Kang , Kyungsik Kim

Biased diffusive transport of Brownian particles through irregularly shaped, narrow confining quasi-one-dimensional structures is investigated. The complexity of the higher dimensional diffusive dynamics is reduced by means of the so-called…

Statistical Mechanics · Physics 2009-09-22 P. Sekhar Burada , Gerhard Schmid , Peter Hänggi

Fractional Fokker-Planck equation plays an important role in describing anomalous dynamics. To the best of our knowledge, the existing discussions mainly focus on this kind of equation involving one diffusion operator. In this paper, we…

Numerical Analysis · Mathematics 2021-09-08 Jing Sun , Weihua Deng , Daxin Nie

Starting from classical transport theory, we derive a set of covariant equations describing the dynamics of mean fields and their statistical fluctuations in a non-Abelian plasma in or out of equilibrium. A general procedure is detailed for…

High Energy Physics - Phenomenology · Physics 2009-10-31 Daniel F. Litim , Cristina Manuel

We present the results of a numerical investigation of charged-particle transport across a synthesized magnetic configuration composed of a constant homogeneous background field and a multiscale perturbation component simulating an effect…

Statistical Mechanics · Physics 2007-05-23 Francesco Chiaravalloti , Alexander V. Milovanov , Gaetano Zimbardo

A mixture of light-gas particles and Brownian heavy particles is analyzed within the framework of a post-Newtonian Boltzmann equation to determine the Fokker-Planck equation for the Brownian motion. For each species, the equilibrium…

General Relativity and Quantum Cosmology · Physics 2025-07-16 Gilberto M. Kremer

We study the connection between the parameters of the fractional Fokker-Planck equation, which is associated with the overdamped Langevin equation driven by noise with heavy-tailed increments, and the transition probability density of the…

Statistical Mechanics · Physics 2009-03-09 S. I. Denisov , Peter Hänggi , Holger Kantz