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We get fractional symmetric Fokker - Planck and Einstein - Smoluchowski kinetic equations, which describe evolution of the systems influenced by stochastic forces distributed with stable probability laws. These equations generalize known…

统计力学 · 物理学 2009-10-31 A. V. Chechkin , V. Yu. Gonchar

We propose an approach to directly estimate the moments or marginals for a high-dimensional equilibrium distribution in statistical mechanics, via solving the high-dimensional Fokker-Planck equation in terms of low-order cluster moments or…

数值分析 · 数学 2023-12-05 Yian Chen , Yuehaw Khoo , Lek-Heng Lim

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…

统计力学 · 物理学 2024-03-26 Andrea Auconi

We present a new stability and convergence analysis for the spatial discretization of a time-fractional Fokker--Planck equation in a convex polyhedral domain, using continuous, piecewise-linear, finite elements. The forcing may depend on…

数值分析 · 数学 2019-02-11 Kim Ngan Le , William McLean , Kassem Mustapha

We have derived a fractional Fokker-Planck equation for subdiffusion in a general space-and- time-dependent force field from power law waiting time continuous time random walks biased by Boltzmann weights. The governing equation is derived…

统计力学 · 物理学 2010-10-27 B. I. Henry , T. A. M Langlands , P. Straka

An improved method for driving a system into a desired distribution, for example, the Gibbs-Boltzmann distribution, is proposed, which makes use of an artificial relaxation process. The standard techniques for achieving the Gibbs-Boltzmann…

统计力学 · 物理学 2015-06-18 Masayuki Ohzeki , Akihisa Ichiki

The relaxation to equilibrium in many systems which show strange kinetics is described by fractional Fokker-Planck equations (FFPEs). These can be considered as phenomenological equations of linear nonequilibrium theory. We show that the…

统计力学 · 物理学 2009-11-07 I. M. Sokolov

We propose fractional Fokker-Planck equation for the kinetic description of relaxation and superdiffusion processes in constant magnetic and random electric fields. We assume that the random electric field acting on a test charged particle…

等离子体物理 · 物理学 2009-11-07 A. Chechkin , V. Gonchar , M. Szydlowski

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…

等离子体物理 · 物理学 2007-05-23 Anatoly Zagorodny , Volodymyr Zasenko , Jan Weiland

In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…

统计力学 · 物理学 2023-10-03 K. S. Fa , C. -L. Ho , Y. B. Matos , M. G. E da Luz

Using a time quantified Monte Carlo scheme we performed simulations of the switching time distribution of single mono-domain particles in the Stoner-Wohlfarth approximation. We considered uniaxial anisotropy and different conditions for the…

统计力学 · 物理学 2008-10-17 Orlando V. Billoni , Daniel A. Stariolo

We introduce a fractional Fokker-Planck equation with a temporal power-law dependence on the drift force fields. For this case, the moments of the tracer from the force-force correlation in terms of the time-dependent drift force fields are…

统计力学 · 物理学 2007-05-23 Kyungsik Kim , Y. S. Kong

An efficient method is presented as a means of an approximate, analytic time-dependent solution of the Fokker-Planck equation (FPE) for the Langevin model subjected to additive and multiplicative noise. We have assumed that the dynamical…

统计力学 · 物理学 2008-10-19 Hideo Hasegawa

This paper focuses on finding an approximate solution of a kind of Fokker-Planck equation with time-dependent perturbations. A formulation of the approximate solution of the equation is constructed, and then the existence of the formulation…

概率论 · 数学 2025-09-12 Yan Luo , Kaicheng Sheng

We explore how non-equilibrium noise affects spin-torque switching elements and oscillators. To do so we first discuss the deterministic dynamics of magnetic tunnel junctions, introducing a convenient set of slow and fast degrees of…

介观与纳米尺度物理 · 物理学 2011-10-18 T. Dunn , A. L. Chudnovskiy , A. Kamenev

Complex Langevin dynamics can solve the sign problem appearing in numerical simulations of theories with a complex action. In order to justify the procedure, it is important to understand the properties of the real and positive…

高能物理 - 格点 · 物理学 2015-06-16 Gert Aarts , Pietro Giudice , Erhard Seiler

The statistics of the condensed polaritons is described in terms of the Wigner function. In the framework of the truncated Wigner method, the Wigner function obeys a Fokker- Planck equation, which is solved analytically. The second order…

介观与纳米尺度物理 · 物理学 2015-05-18 Paolo Schwendimann , Antonio Quattropani , Davide Sarchi

The fractional Fokker-Planck equation for subdiffusion in time-dependent force fields is derived from the underlying continuous time random walk. Its limitations are discussed and it is then applied to the study of subdiffusion under the…

统计力学 · 物理学 2009-06-02 E. Heinsalu , M. Patriarca , I. Goychuk , P. Hanggi

We consider the Langevin equation with multiplicative noise term which depends on time and space. The corresponding Fokker-Planck equation in Stratonovich approach is investigated. Its formal solution is obtained for an arbitrary…

软凝聚态物质 · 物理学 2013-05-29 Kwok Sau Fa

After a general overview of some features of the relaxation dynamics of the Hamiltonian Mean Field model, its equilibrium thermodynamic properties are used to rephrase the out-of-equilibrium regime for energies below the critical point…

统计力学 · 物理学 2009-10-16 L. Velazquez , F. Guzman
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