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We develop the WKB expansion to relate Quantum Field Theory variables with those describing macroscopical matter. We find that, up to the first quantum correction, free scalar fields correspond to perfect fluids with pressure. We also find…

高能物理 - 理论 · 物理学 2009-10-31 G. Domenech , M. L. Levinas

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…

统计力学 · 物理学 2011-07-06 O. Yu. Sliusarenko

We revisit the variational characterization of conservative diffusion as entropic gradient flow and provide for it a probabilistic interpretation based on stochastic calculus. It was shown by Jordan, Kinderlehrer, and Otto that, for…

概率论 · 数学 2020-08-24 Ioannis Karatzas , Walter Schachermayer , Bertram Tschiderer

The~numerical solutions to a non-linear Fractional Fokker--Planck (FFP) equation are studied estimating the generalized diffusion coefficients. The~aim is to model anomalous diffusion using an FFP description with fractional velocity…

等离子体物理 · 物理学 2018-10-08 Johan Anderson , Sara Moradi , Tariq Rafiq

We study the short-time dynamics of a mean-field model with non-conserved order parameter (Curie-Weiss with Glauber dynamics) by solving the associated Fokker-Planck equation. We obtain closed-form expressions for the first moments of the…

统计力学 · 物理学 2010-08-10 Celia Anteneodo , Ezequiel E. Ferrero , Sergio A. Cannas

In inhomogeneous environments, the correct expression of the diffusive flux is often not given by the Fick's law $\Gamma = - D \nabla n $. The most general hydrodynamic equation modelling diffusion is indeed the Fokker-Planck Equation…

等离子体物理 · 物理学 2009-03-18 F. Sattin

The leading-order far-field scattered flow produced by a particle in a parallel-wall channel under creeping flow conditions has a form of the parabolic velocity field driven by a 2D dipolar pressure distribution. We show that in a system of…

软凝聚态物质 · 物理学 2009-11-13 J. Blawzdziewicz , E. Wajnryb

We consider a Fokker-Planck equation which is coupled to an externally given time-dependent constraint on its first moment. This constraint introduces a Lagrange-multiplier which renders the equation nonlocal and nonlinear. In this paper we…

偏微分方程分析 · 数学 2018-11-28 Simon Eberle , Barbara Niethammer , André Schlichting

Several classes of physical systems exhibit ultraslow diffusion for which the mean squared displacement at long times grows as a power of the logarithm of time ("strong anomaly") and share the interesting property that the probability…

统计力学 · 物理学 2009-11-10 A. V. Chechkin , J. Klafter , I. M. Sokolov

We describe a new approach for modeling the transport of high energy particles accelerated during flares from the acceleration region in the solar corona until their eventual thermalization in the flare footpoint. Our technique numerically…

太阳与恒星天体物理 · 物理学 2020-10-14 Joel C. Allred , Meriem Alaoui , Adam F. Kowalski , Graham S. Kerr

We study the connection between the parameters of the fractional Fokker-Planck equation, which is associated with the overdamped Langevin equation driven by noise with heavy-tailed increments, and the transition probability density of the…

统计力学 · 物理学 2009-03-09 S. I. Denisov , Peter Hänggi , Holger Kantz

In this paper, we investigate the spectral analysis (from the point of view of semi-groups) of discrete, fractional and classical Fokker-Planck equations. Discrete and fractional Fokker-Planck equations converge in some sense to the…

偏微分方程分析 · 数学 2016-03-04 Stéphane Mischler , Isabelle Tristani

In this work, we study a class of nonlocal-in-time kinetic models of incompressible dilute polymeric fluids. The system couples a macroscopic balance of linear momentum equation with a mezoscopic subdiffusive Fokker-Planck equation…

偏微分方程分析 · 数学 2025-11-11 Marvin Fritz , Endre Süli , Barbara Wohlmuth

We study the relaxation to equilibrium for a class linear one-dimensional Fokker-Planck equations characterized by a particular subcritical confinement potential. An interesting feature of this class of Fokker-Planck equations is that, for…

偏微分方程分析 · 数学 2021-03-23 G. Toscani , M. Zanella

By constructing successful couplings for degenerate diffusion processes, explicit derivative formula and Harnack type inequalities are presented for solutions to a class of degenerate Fokker-Planck equations on $\R^m\times\R^{d}$. The main…

概率论 · 数学 2012-03-13 Arnaud Guillin , Feng-Yu Wang

A microscopic analysis of the viscous energy gain of energetic particles in (gradual) non-relativistic shear flows is presented. We extend previous work and derive the Fokker-Planck coefficients for the average rate of momentum change and…

天体物理学 · 物理学 2008-11-26 Frank M. Rieger , Peter Duffy

We propose a two fluid theory to model a dilute polymer solution assuming that it consists of two phases, polymer and solvent, with two distinct macroscopic velocities. The solvent phase velocity is governed by the macroscopic Navier-Stokes…

数学物理 · 物理学 2014-04-08 Pierre Degond , Alexei Lozinski , Robert G. Owens

Mathematical structure of the reflection coefficients for the one-dimensional Fokker-Planck equation is studied. A new formalism using differential operators is introduced and applied to the analysis in high- and low-energy regions.…

数学物理 · 物理学 2011-12-30 Toru Miyazawa

A self-consistent and universal description of friction and diffusion for Brownian particles (grains) in different systems, as a gas with Boltzmann collisions, dusty plasma with ion absorption by grains, and for active particles (e.g.,…

统计力学 · 物理学 2009-11-10 S. A. Trigger , G. J. F. van Heijst , P. P. J. M. Schram

We study the dynamics of spatially homogeneous and isotropic spacetimes containing a fluid undergoing microscopic velocity diffusion in a cosmological scalar field. After deriving a few exact solutions of the equations, we continue by…

广义相对论与量子宇宙学 · 物理学 2015-06-22 Artur Alho , Simone Calogero , Maria P. Machado Ramos , Ana J. Soares