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We consider a stochastic differential equation for a charged particle in a stochastic magnetic field, known as A-Langevin equation. The solution of the equation is found, and the Lagrange velocity correlation function is calculated in…

Chaotic Dynamics · Physics 2007-05-23 D. Lesnik , S. Gordienko , M. Neuer , K. -H. Spatschek

As a main example for the superstatistics approach, we study a Brownian particle moving in a d-dimensional inhomogeneous environment with macroscopic temperature fluctuations. We discuss the average occupation time of the particle in…

Statistical Mechanics · Physics 2009-11-11 Christian Beck

We discuss the dynamics of a Brownian particle under the influence of a spatially periodic noise strength in one dimension using analytical theory and computer simulations. In the absence of a deterministic force, the Langevin equation can…

Statistical Mechanics · Physics 2022-01-28 Davide Breoni , Ralf Blossey , Hartmut Löwen

A Smoluchowski type model of coagulation in a turbulent fluid is given, first expressed by means of a stochastic model, then in a suitable scaling limit as a deterministic model with enhanced diffusion in the velocity component. A precise…

Fluid Dynamics · Physics 2023-03-15 Franco Flandoli , Ruojun Huang , Andrea Papini

When a Hamiltonian system undergoes a stochastic, time-dependent anharmonic perturbation, the values of its adiabatic invariants as a function of time follow a distribution whose shape obeys a Fokker-Planck equation. The effective dynamics…

Classical Physics · Physics 2023-02-07 N. Boulanger , F. Buisseret , V. Dehouck , F. Dierick , O. White

We have treated numerous illustrative examples of spin relaxation problems using Wigner's phase-space formulation of quantum mechanics of particles and spins. The merit of the phase space formalism as applied to spin relaxation problems is…

Statistical Mechanics · Physics 2017-03-07 Yu. P. Kalmykov , W. T. Coffey , S. V. Titov

We study the diffusive dynamics of a Brownian particle in proximity of a flat surface under non-equilibrium conditions, which are created by an anisotropic thermal environment with different temperatures being active along distinct spatial…

Statistical Mechanics · Physics 2017-09-13 Stefano Bo , Ralf Eichhorn

The growth of the average kinetic energy of classical particles is studied for potentials that are random both in space and time. Such potentials are relevant for recent experiments in optics and in atom optics. It is found that for small…

Statistical Mechanics · Physics 2013-08-30 Yevgeny Krivolapov , Shmuel Fishman

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…

Statistical Mechanics · Physics 2007-05-23 S. Eule , R. Friedrich , F. Jenko

Non-thermal electron populations are observed throughout the heliosphere. The relaxation of an electron beam is known to produce Langmuir waves which, in turn, may substantially modify the electron distribution function. As the Langmuir…

Solar and Stellar Astrophysics · Physics 2015-06-12 Heather Ratcliffe , Nicolas H. Bian , Eduard P. Kontar

We study the asymptotic behavior of Fokker-Planck equations with spatially inhomogeneous nonlinear diffusion, based on the energy dissipation law. First, we consider the Fokker-Planck equation with porous-medium-type nonlinear diffusion…

Analysis of PDEs · Mathematics 2025-12-16 Kouta Araki , Masashi Mizuno

A stochastic differential equation that describes the dynamics of single-domain magnetic particles at any temperature is derived using a classical formalism. The deterministic terms recover existing theory and the stochastic process takes…

Mesoscale and Nanoscale Physics · Physics 2015-10-28 Michail Tzoufras , Gregory J. Parker , Michael K. Grobis

We introduce a description of the collective transverse dynamics of charged (proton) beams in the stability regime by suitable classical stochastic fluctuations. In this scheme, the collective beam dynamics is described by time--reversal…

Statistical Mechanics · Physics 2009-11-10 Nicola Cufaro Petroni , Salvatore De Martino , Silvio De Siena , Fabrizio Illuminati

For a plasma in a stationary homogeneous turbulence, the Fokker-Planck equation is derived from the nonlinear Vlasov equation by introducing the entropy principle. The ensemble average in evaluating the kinetic diffusion tensor, whose…

Plasma Physics · Physics 2016-03-23 Shaojie Wang

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

A study of a stable front propagating in a turbulent medium is presented. The front is generated through a reaction-diffusion equation, and the turbulent medium is statistically modeled using a Langevin equation. Numerical simulations…

chao-dyn · Physics 2009-10-30 A. C. Marti , F. Sagues , J. M. Sancho

Transport and acceleration of charged particles in turbulent media is a topic of great interest in space physics and interstellar astrophysics. These processes are dominated by the scattering of particles off magnetic irregularities. The…

Space Physics · Physics 2016-12-28 A. Ivascenko , S. Lange , F. Spanier , R. Vainio

We study the diffusion of a Brownian particle quadratically coupled to a thermally fluctuating field. In the weak coupling limit, a path-integral formulation allows to compute the effective diffusion coefficient in the cases of an active…

Statistical Mechanics · Physics 2013-05-08 Vincent Démery

We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…

Statistical Mechanics · Physics 2016-10-05 A. G. Cherstvy , R. Metzler

The covariant form of the multivariable diffusion-drift process is described by the covariant Fokker--Planck equation using the standard toolbox of Riemann geometry. The covariant form of the equivalent Langevin stochastic differential…

Statistical Mechanics · Physics 2024-10-24 Lajos Diósi
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