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We derive a Fokker-Planck equation for joint probability density for an active particle coupled two heat reservoirs with harmonic, viscous, random forces. The approximate solution for the joint distribution density of all-to-all and three…

Statistical Mechanics · Physics 2024-10-15 Jae-Won Jung , Sung Kyu Seo , Kyungsik Kim

We solve the time-dependent Fokker-Planck equation for a two-dimensional active Brownian particle exploring a rectangular domain with absorbing boundary and in the presence of a parabolic barrier along one direction. By taking those of a…

Statistical Mechanics · Physics 2026-02-09 Michele Caraglio

This contribution presents a derivation of the steady-state distribution of velocities and distances of vehicles in freeway traffic which has been suggested for the evaluation of interaction potentials among vehicles (see preprint…

Statistical Mechanics · Physics 2007-05-23 Dirk Helbing , Martin Treiber

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 study many interacting Brownian particles under a tilted periodic potential. We numerically measure the linear response coefficient of the density field by applying a slowly varying potential transversal to the tilted direction. In…

Statistical Mechanics · Physics 2009-03-02 Takenobu Nakamura , Shin-ichi Sasa

The diffusion of chiral active Brownian particles in three-dimensional space is studied analytically, by consideration of the corresponding Fokker-Planck equation for the probability density of finding a particle at position…

Statistical Mechanics · Physics 2016-12-21 Francisco J. Sevilla

Using the scheme of mesoscopic nonequilibrium thermodynamics, we construct the one- and two- particle Fokker-Planck equations for a system of interacting Brownian particles. By means of these equations we derive the corresponding balance…

Soft Condensed Matter · Physics 2009-11-07 M. Mayorga , L. Romero-Salazar , J. M. Rubi

We study the formation and the evolution of velocity distribution tails for systems with long-range interactions. In the thermal bath approximation, the evolution of the distribution function of a test particle is governed by a…

Statistical Mechanics · Physics 2009-11-11 Pierre-Henri Chavanis , Mohammed Lemou

We consider the motion of an active Brownian particle with speed fluctuations in d-dimensions in the presence of both translational and orientational diffusion. We use an Ornstein-Uhlenbeck process for active speed generation. Using a…

Statistical Mechanics · Physics 2022-05-02 Amir Shee , Debasish Chaudhuri

Mathematical models based on probability density functions (PDF) have been extensively used in hydrology and subsurface flow problems, to describe the uncertainty in porous media properties (e.g., permeability modelled as random field).…

Fluid Dynamics · Physics 2020-06-01 Matteo Icardi , Marco Dentz

We provide an analytic solution to the first-passage time (FPT) problem of a piecewise-smooth stochastic model, namely Brownian motion with dry friction, using two different but closely related approaches which are based on eigenfunction…

Statistical Mechanics · Physics 2014-03-19 Yaming Chen , Wolfram Just

In this paper we present a direct perturbative method to solving certain Fokker-Planck equations, which have constant diffusion coefficients and some small parameters in the drift coefficients. The method makes use of the connection between…

Mathematical Physics · Physics 2009-11-13 Choon-Lin Ho , Yan-Min Dai

We present a general phase-space kinetic model for charged particle transport through combined localised and delocalised states, capable of describing scattering collisions, trapping, detrapping and losses. The model is described by a…

Statistical Mechanics · Physics 2016-09-14 Peter W. Stokes , Bronson Philippa , Daniel Cocks , Ronald D. White

In this work, we study the formal connections between the non-linear Fokker-Planck Equation associated with the non-additive entropy and the Boltzmann Equation with the non-additive correlation functional. The collisional term following the…

Statistical Mechanics · Physics 2023-02-23 Airton Deppman , Alireza K. Golmankhaneh , Eugenio Megias , Roman Pasechnik

We study the classical motion of a particle subject to a stochastic force. We then present a perturbative schema for the associated Fokker-Planck equation where, in the limit of a vanishingly small noise source, a consistent dynamical model…

Quantum Physics · Physics 2007-05-23 M. S. Torres , J. M. A. Figueiredo

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…

Statistical Mechanics · Physics 2009-11-11 P. H. Chavanis

In this work, we consider the solvability of the Fokker-Planck equation with both time-dependent drift and diffusion coefficients by means of the similarity method. By the introduction of the similarity variable, the Fokker-Planck equation…

Mathematical Physics · Physics 2015-05-28 Wen-Tsan Lin , Choon-Lin Ho

We study the time behavior of the Fokker-Planck equation in Zwanzig rule (the backward-Ito rule) based on the Langevin equation of Brownian motion with an anomalous diffusion in a complex medium. The diffusion coefficient is a function in…

Statistical Mechanics · Physics 2015-05-19 Ran Guo , Jiulin Du

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…

Analysis of PDEs · Mathematics 2015-08-11 Manh Hong Duong , Julian Tugaut

We consider the effect of non-reciprocity in a binary mixture of self-propelled particles with anti-aligning interactions, where a particle of type A reacts differently to a particle of type B than vice versa. Starting from a well-known…

Statistical Mechanics · Physics 2025-10-03 Jakob Mihatsch , Thomas Ihle