相关论文: Relativistic Langevin Dynamics in Expanding Media
General self-consistent expressions for the coefficients of diffusion and dynamical friction in a stable, bound, multicomponent self-gravitating and inhomogeneous system are derived. They account for the detailed dynamics of the colliding…
We consider classical solutions to the kinetic Fokker-Planck equation on a bounded domain $\mathcal O \subset~\mathbb{R}^d$ in position, and we obtain a probabilistic representation of the solutions using the Langevin diffusion process with…
The propagation of heavy quarks in the quark-gluon plasma (QGP) has been often treated within the framework of the Langevin equation (LV), i.e. assuming the momentum transfer is small or the scatterings are sufficiently forward peaked,…
Employing time-dependent projection formalism, a Fokker-Planck equation with non-Markovian transport coefficients is derived for large amplitude collective motion. Properties of transport coefficients for diffusion processes in a potential…
The friction coefficient of a particle can depend on its position as it does when the particle is near a wall. We formulate the dynamics of particles with such state-dependent friction coefficients in terms of a general Langevin equation…
We discuss transport equations resulting from relativistic diffusions in the proper time. We show that a solution of the transport equation can be obtained from the solution of the diffusion equation by means of an integration over the…
For a system at given temperature, with energy known as a function of a set of variables, we obtain the thermal fluctuation of the evolution of the variables by replacing the phase-space with a lattice and invoking the principle of detailed…
A general method is proposed which allows one to estimate drift and diffusion coefficients of a stochastic process governed by a Langevin equation. It extends a previously devised approach [R. Friedrich et al., Physics Letters A 271, 217…
The dynamical evolution of a Brownian particle in an inhomogeneous medium with spatially varying friction and temperature field is important to understand conceptually. It requires to address the basic problem of relative stability of…
In this note we consider a relativistic heavy quark which moves in the quark-gluon plasmas. By using the holographic methods, we analyze the Langevin diffusion process of this relativistic heavy quark. This heavy quark is described by a…
We show that the general two-variable Langevin equations with inhomogeneous noise and friction can generate many different forms of power-law distributions. By solving the corresponding stationary Fokker-Planck equation, we can obtain a…
Recent experiments on Brownian colloidal particles have been studied theoretically in terms of overdamped Langevin equations with multiplicative white noise using an unconventional stochastic interpretation. Complementary numerical…
A Langevin equation is suggested to describe a system driven by correlated Gaussian white noise as well as with positive and negative damping demarcated by a critical velocity. The equation can be transformed into the Fokker-Planck equation…
The problem of biological motion is a very intriguing and topical issue. Many efforts are being focused on the development of novel modeling approaches for the description of anomalous diffusion in biological systems, such as the very…
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…
The general covariant Fokker-Planck equations associated with the two different versions of covariant Langevin equation in Part I of this series of work are derived, both lead to the same reduced Fokker-Planck equation for the…
We develop a relativistic lattice Boltzmann model capable of describing relativistic fluid dynamics at ultra-high velocities, with Lorentz factors up to $\gamma \sim 10$. To this purpose, we first build a new lattice kinetic scheme by…
The Langevin diffusion process of a relativistic heavy quark in a non-conformal holographic setup is discussed. The bulk geometry is a general, five-dimensional asymptotically AdS black hole. The heavy quark is described by a trailing…
We study the time behavior of the Fokker-Planck equation in Zwanzig rule (the backward-Ito rule) based on the Langevin equation of Brownian motion with an anomalous diffusion in a complex medium. The diffusion coefficient is a function in…
We study the dynamics of Brownian particles in a heterogeneous one-dimensional medium with a spatially-dependent diffusion coefficient of the form $D(x)\sim |x|^c$, at constant temperature. The particle's probability distribution function…