Related papers: Fractional Kinetics for Relaxation and Superdiffus…
We consider a Markovian jumping process which is defined in terms of the jump-size distribution and the waiting-time distribution with a position-dependent frequency, in the diffusion limit. We assume the power-law form for the frequency.…
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…
We study the motion of a Brownian particle subjected to Lorentz force due to an external magnetic field. Each spatial degree of freedom of the particle is coupled to a different thermostat. We show that the magnetic field results in…
We show that the general two-variable Langevin equations with inhomogeneous noise and friction can generate many different forms of power-law distributions. By solving the corresponding stationary Fokker-Planck equation, we can obtain a…
We obtain equilibration rates for a one-dimensional nonlocal Fokker-Planck equation with time-dependent diffusion coefficient and drift, modeling the relaxation of a large swarm of robots, feeling each other in terms of their distance,…
In systems with overdamped dynamics, the Lorentz force reduces the diffusivity of a Brownian particle in the plane perpendicular to the magnetic field. The anisotropy in diffusion implies that the Fokker-Planck equation for the probabiliy…
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…
As for the spatially homogeneous Boltzmann equation of Maxwellian molecules with the fractional Fokker-Planck diffusion term, we consider the Cauchy problem for its Fourier-transformed version, which can be viewed as a kinetic model for the…
Systems with long range interactions present generically the formation of quasi-stationary long-lived non-equilibrium states. These states relax to Boltzmann equilibrium following a dynamics which is not well understood. In this paper we…
Diffusion theory establishes a fundamental connection between stochastic differential equations and partial differential equations. The solution of a partial differential equation known as the Fokker-Planck equation describes the…
The analytical theory of diffusive cosmic ray acceleration at parallel stationary shock waves with magnetostatic turbulence is generalized to arbitrary shock speeds $V_s=\beta_1c$, including in particular relativistic speeds. This is…
We study the relaxation of a test particle immersed in a bath of field particles interacting via weak long-range forces. To order 1/N in the $N\to +\infty$ limit, the velocity distribution of the test particle satisfies a Fokker-Planck…
In this paper we analyze fractional Fokker-Planck equation describing subdiffusion in the general infinitely divisible (ID) setting. We show that in the case of space-time-dependent drift and diffusion and time-dependent jump coefficient,…
This paper is devoted to the anomalous diffusion limit of kinetic equations with a fractional Fokker-Planck collision operator in a spatially bounded domain. We consider two boundary conditions at the kinetic scale: absorption and specular…
In this paper, we study the set of stationary solutions of the Vlasov-Fokker-Planck (VFP) equation. This equation describes the time evolution of the probability distribution of a particle moving under the influence of a double-well…
Fractional kinetic theory plays a vital role in describing anomalous diffusion in terms of complex dynamics generating semi-Markovian processes. Recently, the variational principle and associated Levy Ansatz have been proposed in order to…
The fractional Fokker-Planck equation for subdiffusion in time-dependent force fields is derived from the underlying continuous time random walk. Its limitations are discussed and it is then applied to the study of subdiffusion under the…
A new approach to quantum Markov processes is developed and the corresponding Fokker-Planck equation is derived. The latter is examined to reproduce known results from classical and quantum physics. It was also applied to the phase-space…
The dynamics of a degree of freedom associated to an axial vector in contact with a heat bath is decribed by means of a probability distribution function obeying a Fokker-Planck equation. The equation is derived by using mesoscopic…
We consider the overdamped dynamics of a paradigmatic long-range system of particles residing on the sites of a one-dimensional lattice, in the presence of thermal noise. The internal degree of freedom of each particle is a periodic…