相关论文: The precise time-dependent solution of the Fokker-…

We investigate the distribution of work performed on a Brownian particle in a time-dependent asymmetric potential well. The potential has a harmonic component with time-dependent force constant and a time-independent logarithmic barrier at…

In this paper, we study the inverse problem of finding a time-dependent multiplier of the right-hand side of a time-fractional one-dimensional diffusion equation with variables coefficients in the case where the usual Cauchy, homogeneous…

For the concrete model of Brownian particles dynamics in non-uniform environment, the time interval estimation is constructed, on which phenomenological Fick laws for diffusion phenomenon description can be used. The knowledge of these…

We solve the time-dependent Fokker-Planck equation for a two-dimensional active Brownian particle exploring a rectangular domain with absorbing boundary and in the presence of a parabolic barrier along one direction. By taking those of a…

The time-dependent flux over the fission barrier of an excited nucleus under the influence of dissipation is investigated. Characteristic features of the evolution of the amplitude of the probability distribution and the velocity profile at…

We prove continuity properties for the flow map associated to the defocusing energy-subcritical power-like nonlinear Schr{\"o}dinger equation, when the power varies. We show local in time continuity in the energy space for any power, and…

We study generalizations of It\^{o}-Langevin dynamics consistent within nonextensive thermostatistics. The corresponding stochastic differential equations are shown to be connected with a wide class of nonlinear Fokker-Planck equations…

We study the statistical properties of overdamped particles driven by two cross-correlated multiplicative Gaussian white noises in a time-dependent environment. Using the Langevin and Fokker-Planck approaches, we derive the exact…

The propagation of light in a scattering medium is described as the motion of a special kind of a Brownian particle on which the fluctuating forces act only perpendicular to its velocity. This enforces strictly and dynamically the…

The time-fractional Fokker-Planck equation is a key model for characterizing anomalous diffusion, stochastic transport, and non-equilibrium statistical mechanics with applications in finance, chaotic dynamics, optical physics, and…

We investigate the well-posedness of a coupled Navier-Stokes-Fokker-Planck system with a time-fractional derivative. Such systems arise in the kinetic theory of dilute solutions of polymeric liquids, where the motion of noninteracting…

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…

The generalised Boltzmann equation which treats the combined localised and delocalised nature of transport present in certain materials is extended to accommodate time-dependent fields. In particular, AC fields are shown to be a means to…

This article has to do with the derivation and solution of the Fokker--Planck equation associated to the momentum-independent Wigner function, of a particle subjected to a harmonic external field and immersed in a ohmic thermal bath of…

The time-fractional diffusion equation is considered, where the time derivative is either of Caputo or Riemann-Liouville type. The solution of a general initial-boundary value problem with time-dependent boundary conditions over bounded and…

In this paper, we study a linear convection-diffusion equation with time-dependent coefficients on a bounded interval. The problem includes inhomogeneous Dirichlet boundary conditions and is motivated by physical models where the…

We present the Fokker-Planck equation (FPE) for an inhomogeneous medium with a position-dependent mass particle by making use of the Langevin equation, in the context of a generalized deformed derivative for an arbitrary deformation space…

We consider a Markovian jumping process which is defined in terms of the jump-size distribution and the waiting-time distribution with a position-dependent frequency, in the diffusion limit. We assume the power-law form for the frequency.…

We derive backward and forward fractional Schr\"odinger type of equations for the distribution of functionals of the path of a particle undergoing anomalous diffusion. Fractional substantial derivatives introduced by Friedrich and…

We determine the space-dependent source term for a two-parameter fractional diffusion problem subject to nonlocal non-self-adjoint boundary conditions and two local time-distinct datum. A bi-orthogonal pair of bases is used to construct a…