相关论文: A General Nonlinear Fokker-Planck Equation and its…
An integral relation is derived from the Fokker-Planck equation which connects the steady-state probability currents with the dynamics of relaxation on short timescales in the limit of small perturbation fields. As a consequence of this…
We derive the exact evolution equation for the probability density function of particle displacements generated by arbitrary Gaussian velocity processes, when neither Markovianity and nor stationarity are assumed. Starting from the…
The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. However, there are both theoretical and empirical reasons to consider similar equations driven by…
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 compare two approaches to nonequilibrium thermodynamics, the two-generator bracket formulation of time-evolution equations for averages and the macroscopic fluctuation theory, for an isothermal driven diffusive system under steady state…
Fokker-Planck equation with the velocity-dependent coefficients is considered for various isotropic systems on the basis of probability transition (PT) approach. This method provides the self-consistent and universal description of friction…
We present an argument which intends to explore a potential geometric origin of a class of non-linear Fokker-Planck equations related to the mesoscopic behavior of systems conjecturally described by the $q$-entropy. We argue that the…
Statistical invariance of Wiener increments under SO(n) rotations provides a notion of gauge transformation of state-dependent Brownian motion. We show that the stochastic dynamics of non gauge-invariant systems is not unambiguously…
We derive general properties of anomalous diffusion and nonexponential relaxation from the theory of tempered \alpha-stable processes. Its most important application is to overcome the infinite-moment difficulty for the \alpha-stable random…
The Fokker-Planck equation needs to be modified when the diffusion parameters are not constant, in order to match it with the backward equation. It even becomes simpler, and the integration of the underlying stochastic differential equation…
The Fokker-Planck equation is considered, which is connected to the birth and death process with immigration by the Poisson transform. The fractional derivative in time variable is introduced into the Fokker-Planck equation. From its…
Gaussian white noise is frequently used to model fluctuations in physical systems. In Fokker-Planck theory, this leads to a vanishing probability density near the absorbing boundary of threshold models. Here we derive the boundary condition…
A Fokker Planck equation on fractal curves is obtained, starting from Chapmann-Kolmogorov equation on fractal curves. This is done using the recently developed calculus on fractals, which allows one to write differential equations on…
We obtain and study new $\Phi$-entropy inequalities for diffusion semigroups, with Poincar\'e or logarithmic Sobolev inequalities as particular cases. From this study we derive the asymptotic behaviour of a large class of linear…
In this contribution we show that a suitably defined nonequilibrium entropy of an N-body isolated system is not a constant of the motion in general and its variation is bounded, the bounds determined by the thermodynamic entropy, i.e., the…
Systems are studied in which transport is possible due to large extension with open boundaries in certain directions but the particles responsible for transport can disappear from it by leaving it in other directions, by chemical reaction…
We exactly solve a Fokker-Planck equation by determining its eigenvalues and eigenfunctions: we construct nonlinear second-order differential operators which act as raising and lowering operators, generating ladder spectra for the odd and…
Diffusion of particles in velocity space undergoing turbulent field was extensively studied in the problem of warm beam relaxation. Under low field intensities the diffusion is described by the Fokker-Planck equation with the diffusion…
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…
We propose a new Neural Galerkin Normalizing Flow framework to approximate the transition probability density function of a diffusion process by solving the corresponding Fokker-Planck equation with an atomic initial distribution,…