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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

Starting from a Langevin description of active particles that move with constant speed in infinite two-dimensional space and its corresponding Fokker-Planck equation, we develop a systematic method that allows us to obtain the…

Statistical Mechanics · Physics 2014-05-06 Francisco J. Sevilla , Luis A. Gomez Nava

We investigate the statistical properties, based on numerical simulations and analytical calculations, of a recently proposed stochastic model for the velocity field of an incompressible, homogeneous, isotropic and fully developed turbulent…

Fluid Dynamics · Physics 2016-04-28 Rodrigo M. Pereira , Christophe Garban , Laurent Chevillard

This paper develops solutions of fractional Fokker-Planck equations describing subdiffusion of probability densities of stochastic dynamical systems driven by non-Gaussian L\'evy processes, with space-time-dependent drift, diffusion and…

Probability · Mathematics 2016-11-29 Erkan Nane , Yinan NI

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

We present a Fokker-Planck description of supercooled colloidal systems exhibiting slow relaxation dynamics. By assuming the existence of a local quasi-equilibrium state during the relaxation of the system, we derive a non-Markovian…

Condensed Matter · Physics 2015-06-24 J. M. Rubi , I. Santamaria-Holek , A. Perez-Madrid

The dynamics of the open or closed state region of an ion channel may be described by a probability density $p(x,t)$ which satisfies a Fokker-Planck equation. The closed state dwell-time distribution $f_c(t)$ derived from the Fokker-Planck…

Mesoscale and Nanoscale Physics · Physics 2015-06-22 Samuel R. Vaccaro

We derive diffusive macroscopic equations for the particle and energy density of a system whose time evolution is described by a kinetic equation for the one particle position and velocity function f(r,v,t) that consists of a part that…

Statistical Mechanics · Physics 2018-11-14 Pedro L. Garrido , Joel L. Lebowitz

We investigate single-particle diffusion in a two-state Langevin model where the friction coefficient randomly switches between low-friction (liquid-like) and high-friction (glassy-like) states. The dynamics are governed by the ratio…

Chemical Physics · Physics 2025-12-03 Fivos Perakis , Takeshi Kawasaki , Shinji Saito

In this study, we generalize the Fokker-Planck equation to two-dimensional cases, including potential functions with periodic boundary conditions and piecewise-defined structures, to analyze the probability distribution in multi-field…

General Relativity and Quantum Cosmology · Physics 2024-04-17 Deog Ki Hong , Jie Jiang , Dong-han Yeom

The empirical velocity of a reaction-diffusion front, propagating into an unstable state, fluctuates because of the shot noises of the reactions and diffusion. Under certain conditions these fluctuations can be described as a diffusion…

Statistical Mechanics · Physics 2020-08-26 Evgeniy Khain , Baruch Meerson , Pavel Sasorov

The problem of accelerating cosmic rays is one of fundamental importance, particularly given the uncertainty in the conditions inside the acceleration sites. Here we examine Diffusive Shock Acceleration in arbitrary turbulent magnetic…

High Energy Astrophysical Phenomena · Physics 2019-03-06 John Daniel Riordan , Asaf Pe'er

We present a stochastic model for amplifying, diffusive media like, for instance, random lasers. Starting from a simple random-walk model, we derive a stochastic partial differential equation for the energy field with contains a…

Statistical Mechanics · Physics 2013-06-11 Stefano Lepri

We derive a relativistically covariant (although not manifestly so) equation for the distribution function of particles accelerated at shocks, which applies also to extremely relativistic shocks, and arbitrarily anisotropic particle…

Astrophysics · Physics 2009-11-07 Mario Vietri

We study the main properties of the solution of a Fokker-Planck equation characterized by a variable diffusion coefficient and a polynomial superlinear drift, modeling the formation of consensus in a large interacting system of individuals.…

Analysis of PDEs · Mathematics 2025-04-18 Giuseppe Toscani , Mattia Zanella

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.…

Statistical Mechanics · Physics 2015-07-20 T. Srokowski , A. Kaminska

We discuss diffusion of particles in a spatially inhomogeneous medium. From the microscopic viewpoint we consider independent particles randomly evolving on a lattice. We show that the reversibility condition has a discrete geometric…

Statistical Mechanics · Physics 2018-11-14 Daniele Andreucci , Emilio N. M. Cirillo , Matteo Colangeli , Davide Gabrielli

A relativistic diffusion model with cylindrical symmetry, which propagates an initial state based on quantum chromodynamics in time towards a thermal equilibrium limit, is derived from nonequilibrium-statistical considerations: Adapting an…

High Energy Physics - Phenomenology · Physics 2024-03-29 Johannes Hoelck , Georg Wolschin

One key issue in the probability density function (PDF) approach for disperse two-phase turbulent flows is to close the diffusion term in the phase space. This study aimed to derive a kinetic equation for particle dispersion in turbulent…

Statistical Mechanics · Physics 2020-07-15 De-yu Zhong , Guang-qian Wang , Tie-jian Li , Ming-xi Zhang , You Xia

We investigate stochastic particle acceleration in accretion flows. It is believed that the magnetorotational instability (MRI) generates turbulence inside accretion flows and that cosmic rays (CRs) are accelerated by the turbulence. We…

High Energy Astrophysical Phenomena · Physics 2016-05-25 Shigeo S. Kimura , Kenji Toma , Takeru K. Suzuki , Shu-ichiro Inutsuka
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