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We consider a particle living in $\mathbb{R}_+$, whose velocity is a positive recurrent diffusion with heavy-tailed invariant distribution when the particle lives in $(0,\infty)$. When it hits the boundary $x=0$, the particle restarts with…

Probability · Mathematics 2023-10-24 Loïc Béthencourt

We explain the ubiquity and extremely slow evolution of non gaussian out-of-equilibrium distributions for the Hamiltonian Mean-Field model, by means of traditional kinetic theory. Deriving the Fokker-Planck equation for a test particle, one…

Statistical Mechanics · Physics 2009-11-10 Freddy Bouchet , Thierry Dauxois

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…

General Relativity and Quantum Cosmology · Physics 2015-06-25 A. Anastasiadis , K. Kleidis , H. Varvoglis

We give a geometric formulation of the Fokker-Planck-Kramer equations for a particle moving on a Lie algebra under the influence of a dissipative and a random force. Special cases of interest are fluid mechanics, the Stochastic Loewner…

Mathematical Physics · Physics 2009-07-17 S. G. Rajeev

We propose a method to analyze the dynamics of systems exhibiting slow relaxation which is based on mesoscopic non-equilibrium thermodynamics. The method allows us to obtain kinetic equations of the Fokker-Planck type for the probability…

Statistical Mechanics · Physics 2009-11-07 A. Perez-Madrid , D. Reguera , J. M. Rubi

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…

Statistical Mechanics · Physics 2015-03-13 Vasily E. Tarasov

The effect of long range dipole-dipole interactions on the thermal fluctuations of the magnetization of an assembly of single-domain ferromagnetic particles is considered. If orientational correlations between the particles are neglected,…

Statistical Mechanics · Physics 2019-02-05 Pierre-Michel Déjardin

A Langevin equation with a special type of additive random source is considered. This random force presents a fractional order derivative of white noise, and leads to a power-law time behavior of the mean square displacement of a particle,…

chao-dyn · Physics 2009-10-31 V. Kobelev , E. Romanov

The micromagnetic Fokker-Planck equation is solved for a uniaxial particle in the low-temperature limit. Asymptotic series in the parameter that is the inverse barrier height-to-temperature ratio are derived. With the aid of these series,…

Statistical Mechanics · Physics 2009-11-07 Yuriy L. Raikher , Victor I. Stepanov

We consider different generalizations of the Fokker-Planck-equation devised to describe Levy processes in potential force fields. We show that such generalizations can proceed along different lines. On one hand, Levy statistics can emerge…

Statistical Mechanics · Physics 2016-08-31 Dirk Brockmann , Igor Sokolov

High-energy, multi-component plasmas in which pair creation and annihilation, lepton-lepton scattering, lepton-proton scattering, and Comptonization all contribute to establishing the particle and photon distributions, are present in a…

Astrophysics · Physics 2014-10-13 Sergei Nayakshin , Fulvio Melia

We introduce a fractional Kramers equation for a particle interacting with a thermal heat bath and external non-linear force field. For the force free case the velocity damping follows the Mittag-Leffler relaxation and the diffusion is…

Statistical Mechanics · Physics 2007-05-23 E. Barkai , R. Silbey

We consider the Kinetic Fokker-Planck (FKP) equation in a domain with Maxwell reflection condition on the boundary. We establish the ultracontractivity of the associated semigroup and the hypocoercivity of the associated operator. We deduce…

Analysis of PDEs · Mathematics 2025-06-25 Kleber Carrapatoso , Stéphane Mischler

We show that hydrodynamic collision processes of graphene at the neutrality point can be described in terms of a Fokker-Planck equation with fractional derivative, corresponding to a L\'evy flight in momentum space. Thus, electron-electron…

Strongly Correlated Electrons · Physics 2019-11-18 Egor I. Kiselev , Jörg Schmalian

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

Energetic electrons are of interest in many types of plasmas, however previous modeling of their properties has been restricted to the use of linear Fokker-Planck collision operators or non-relativistic formulations. Here, we describe a…

Plasma Physics · Physics 2016-11-28 A. Stahl , M. Landreman , O. Embréus , T. Fülöp

The unified description of diffusion processes that cross over from a ballistic behavior at short times to normal or anomalous diffusion (sub- or superdiffusion) at longer times is constructed on the basis of a non-Markovian generalization…

Statistical Mechanics · Physics 2013-03-26 Valery Ilyin , Itamar Procaccia , Anatoly Zagorodny

We consider Levy flights subject to external force fields. This anomalous transport process is described by two approaches, a Langevin equation with Levy noise and the corresponding generalized Fokker-Planck equation containing a fractional…

Statistical Mechanics · Physics 2009-10-31 Sune Jespersen , Ralf Metzler , Hans C. Fogedby

The nonlinear response is investigated for a space-fractional quantum mechanical system subject to a static electric field. Expressions for the polarizability and hyperpolarizability are derived from the fractional Schr\"{o}dinger equation…

Quantum Physics · Physics 2016-09-29 Nathan J. Dawson

We study the deterministic and stochastic rotational dynamics of ferromagnetic nanoparticles in a precessing magnetic field. Our approach is based on the system of effective Langevin equations and on the corresponding Fokker-Planck…

Mesoscale and Nanoscale Physics · Physics 2015-10-21 T. V. Lyutyy , S. I. Denisov , V. V. Reva , Yu. S. Bystrik