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The trend to equilibrium in large time is studied for a large particle system associated to a Vlasov-Fokker-Planck equation in the presence of a convex external potential, without smallness restriction on the interaction. From this are…

概率论 · 数学 2017-09-11 Pierre Monmarché

The acoustic wave-propagation without mean flow and heat flux can be described in terms of velocity and pressure by the compressible nonlinear Navier-Stokes equations, where boundary layers appear at walls due to the viscosity and a…

偏微分方程分析 · 数学 2017-01-10 Anastasia Thoens-Zueva , Kersten Schmidt , Adrien Semin

The over-damped motion of a Brownian particle in an asymmetric, bistable, fluctuating potential shows noise induced stability: For intermediate fluctuation rates the mean occupancy of minima with an energy above the absolute minimum is…

统计力学 · 物理学 2009-10-31 Andreas Mielke

We find for the first time the asymptotic representation of the solution to the space dependent variable order fractional diffusion and Fokker-Planck equations. We identify a new advection term that causes ultra-slow spatial aggregation of…

统计力学 · 物理学 2019-08-14 Sergei Fedotov , Daniel Han

The Fokker-Planck equation for the probability $f(r,t)$ to find a random walker at position $r$ at time $t$ is derived for the case that the the probability to make jumps depends nonlinearly on $f(r,t)$. The result is a generalized form of…

统计力学 · 物理学 2008-08-20 James F. Lutsko , Jean Pierre Boon

Context: Typical space plasmas contain spatially and temporally variable turbulent electromagnetic fields. Understanding the transport of energetic particles and the acceleration mechanisms for charged particles is an important goal of…

高能天体物理现象 · 物理学 2013-06-17 R. C. Tautz , I. Lerche , F. Kruse

A new exactly solvable case in strong-field quantum electrodynamics with a time-dependent external electric field is presented. The corresponding field is given by an analytic function, which is asymmetric (in contrast to Sauter-like…

高能物理 - 理论 · 物理学 2021-10-13 A. I. Breev , S. P. Gavrilov , D. M. Gitman , A. A. Shishmarev

We consider different generalizations of the Fokker-Planck-equation devised to describe Levy processes in potential force fields. We show that such generalizations can proceed along different lines. On one hand, Levy statistics can emerge…

统计力学 · 物理学 2016-08-31 Dirk Brockmann , Igor Sokolov

This is an attempt to address diffusion phenomena from the point of view of information theory. We imagine a regular hamiltonian system under the random perturbation of thermal (molecular) noise and chaotic instability. The irregularity of…

统计力学 · 物理学 2007-05-23 Qiuping A. Wang

We investigate coupled stochastic differential equations governing N non-negative continuous random variables that satisfy a conservation principle. In various fields a conservation law requires that a set of fluctuating variables be…

概率论 · 数学 2014-03-06 J. Bakosi , J. R. Ristorcelli

The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N coupled stochastic variables with the Dirichlet distribution as its asymptotic solution. To ensure a bounded…

数学物理 · 物理学 2013-03-05 J. Bakosi , J. R. Ristorcelli

Recently, the Fokker-Planck dynamics of particles in periodic potentials $\pm V$, have been investigated by using the matrix continued fraction method. It was found that the two periodic potentials, one being bistable and the other…

统计力学 · 物理学 2009-11-11 Mamata Sahoo , Mangal C. Mahato , A. M. Jayannavar

We address the issue of the proximity of interacting diffusion models on large graphs with a uniform degree property and a corresponding mean field model, i.e. a model on the complete graph with a suitably renormalized interaction…

概率论 · 数学 2016-11-23 Sylvain Delattre , Giambattista Giacomin , Eric Luçon

Identification of nonlinear dynamical systems is crucial across various fields, facilitating tasks such as control, prediction, optimization, and fault detection. Many applications require methods capable of handling complex systems while…

机器学习 · 统计学 2024-11-05 Luc Brogat-Motte , Riccardo Bonalli , Alessandro Rudi

Antiferromagnetic (AFM) materials are widely used in spintronic devices as passive elements (for stabilization of ferromangetic layers) and as active elements (for information coding). In both cases switching between the different AFM…

介观与纳米尺度物理 · 物理学 2015-06-05 Helen V. Gomonay , Vadim M. Loktev

We investigate when effective theories of a scalar field on (quasi-)de Sitter background break down through the stochastic formalism. We derive the Fokker-Planck equation leaving the second order time derivative of the scalar field.…

广义相对论与量子宇宙学 · 物理学 2019-05-10 Rio Saitou

It seems that a stochastic system must be a nonlinear one to observe the phenomenon, noise induced transition. But in the present paper, we have demonstrated that the phenomenon may be observed even in a linear stochastic process where both…

统计力学 · 物理学 2022-01-04 Shrabani Mondal , L. R. Rahul Biswas , Mousumi Biswas , Bidhan Chandra Bag

Particle scattering and vacuum instability in a constant inhomogeneous electric field of particular peak configuration that consists of two (exponentially increasing and exponentially decreasing) independent parts are studied. It presents a…

高能物理 - 理论 · 物理学 2017-11-22 S. P. Gavrilov , D. M. Gitman , A. A. Shishmarev

This work is concerned with the stationary Poisson--Nernst--Planck equation with a large parameter which describes a huge number of ions occupying an electrolytic region. Firstly, we focus on the model with a single specie of positive…

偏微分方程分析 · 数学 2023-11-20 Jhih-Hong Lyu , Chiun-Chang Lee , Tai-Chia Lin

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…

统计力学 · 物理学 2026-05-19 Alessandro Taloni , Gianni Pagnini , Aleksei Chechkin