Related papers: A Remark on the Kramers Problem
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…
This note provides a simple derivation of the overdamped approximation for kinetic (or underdamped) equilibrium Langevin dynamics, in cases where certain coefficients depend on the position variable. The equivalent small-mass limit of these…
We study a class of systems of stochastic differential equations describing diffusive phenomena. The Smoluchowski-Kramers approximation is used to describe their dynamics in the small mass limit. Our systems have arbitrary state-dependent…
We consider Kolmogorov-Fokker-Planck equations with unbounded drift terms which are only measurable in time and locally H\"older continuous in space. In particular, we extend the parametrix method to this setting and we prove existence and…
We show that Wigner-Leggett-Caldeira equation for Wigner phase space distribution function which describes the quantum Brownian motion of a particle in a force field in a high temerature, Ohmic environment can be identified as a…
Recently a new type of Kramers-Fokker-Planck Equation has been proposed [R. Friedrich et al. Phys. Rev. Lett. {\bf 96}, 230601 (2006)] describing anomalous diffusion in external potentials. In the present paper the explicit cases of a…
We study the validity of a Smoluchowski-Kramers approximation for a class of wave equations in a bounded domain of $\mathbb{R}^n$ subject to a state-dependent damping and perturbed by a multiplicative noise. We prove that in the small mass…
We discuss here the validity of the small mass limit (the so-called Smoluchowski-Kramers approximation) on a fixed time interval for a class of semi-linear stochastic wave equations, both in the case of the presence of a constant friction…
In this paper we study some properties of the generalized Fokker-Planck equation induced by the time-changed fractional Ornstein-Uhlenbeck process. First of all, we exploit some sufficient conditions to show that a mild solution of such…
This article is concerned with the existence of solution to the stochastic Degasperis-Procesi equation on $\mathbb{R}$ with an infinite dimensional multiplicative noise and integrable initial data. Writing the equation as a system composed…
We consider a class of stochastic damped semilinear wave equations, in the small-mass limit. It has previously been established that the solution converges to the solution of a stochastic semilinear heat equation. In this work we exhibit…
The classical Kramers problem of the kinetic theory is solved. The Kramers problem about isothermal sliding for quantum Fermi gases is considered. Quantum gases with the velocity - dependent collision frequency are considered. Specular -…
In a recent paper Calogero and Alcantara derived a Lorentz-invariant Fokker-Planck equation, which corresponds to the evolution of a particle distribution associated with relativistic Brownian Motion. We study the "one and one-half"…
This work is devoted to the study of the obstacle problem associated to the Kolmogorov-Fokker-Planck operator with rough coefficients through a variational approach. In particular, after the introduction of a proper anisotropic Sobolev…
A covariant Fokker-Planck type equation for a simple gas and an equation for the Brownian motion are derived from a relativistic kinetic theory based on the Boltzmann equation. For the simple gas the dynamic friction four-vector and the…
The Cauchy problem to the Fokker-Planck-Boltzmann equation under Grad's angular cut-off assumption is investigated. When the initial data is a small perturbation of an equilibrium state, global existence and optimal temporal decay estimates…
We consider the so-called spatially homogenous Kolmogorov-Vicsek model, a non-linear Fokker-Planck equation of self-driven stochastic particles with orientation interaction under the space-homogeneity. We prove the global existence and…
A Wigner-Klein-Kramers equation is proposed, which merges relativistic, quantum and thermo dynamics. The relativistic effect on quantum Brownian motion is studied via the Breit-Fermi Hamiltonian applied into a dissipative Madelung…
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…
A Fokker-Planck equation approach for the treatment of non-Markovian stochastic processes is proposed. The approach is based on the introduction of fictitious trajectories sharing with the real ones their local structure and initial…