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We carry out a comprehensive linear stability analysis of active Brownian particle systems around a constant homogeneous state. These scalar models, being important prototypes for the continuous description of active matter, are…

偏微分方程分析 · 数学 2025-12-22 Michele Coti Zelati , Lucas Ertzbischoff , David Gerard-Varet

The Fokker-Planck equation with diffusion coefficient quadratic in space variable, linear drift coefficient, and nonlocal nonlinearity term is considered in the framework of a model of analysis of asset returns at financial markets. For…

计算金融 · 定量金融 2008-12-10 Alexander Shapovalov , Andrey Trifonov , Elena Masalova

Using the density matrix formalism, we prove an existence theorem of the periodic steady-state for an arbitrary periodically-driven system. This state has the same period as the modulated external influence, and it is realized as an…

原子物理 · 物理学 2016-02-17 V. I. Yudin , A. V. Taichenachev , M. Yu. Basalaev , D. Kovalenko

The bichromatic driving of a solid state cavity quantum electrodynamics system is used to probe cavity dressed state transitions and observe coherent interaction between the system and the light field. We theoretically demonstrate the…

量子物理 · 物理学 2015-05-27 Alexander Papageorge , Arka Majumdar , Erik D. Kim , Jelena Vuckovic

Understanding the behaviour of a quantum system coupled to its environment is of fundamental interest in the general field of quantum technologies. It also has important repercussions on foundational problems in physics, such as the process…

量子物理 · 物理学 2021-11-01 Sapphire Lally , Nicholas Werren , Jim Al-Khalili , Andrea Rocco

A stochastic treatment yielding to the derivation of a general Fokker-Planck equation is presented to model the slow convergence towards equilibrium of mean-field systems due to finite-N effects. The thermalization process involves notably…

数学物理 · 物理学 2011-09-28 W. Ettoumi , M. -C. Firpo

This paper is concerned with a modified entropy method to establish the large-time convergence towards the (unique) steady state, for kinetic Fokker-Planck equations with non-quadratic confinement potentials in whole space. We extend…

偏微分方程分析 · 数学 2024-01-23 Anton Arnold , Gayrat Toshpulatov

A Fokker-Planck equation for the Wigner function evolution in a noisy Kerr medium ($\chi^{(3)}$ non-linearity) is presented. We numerically solved this equation taking a coherent state as an initial condition. The dissipation effects are…

量子物理 · 物理学 2010-05-04 Magdalena Stobińska , G. J. Milburn , Krzysztof Wódkiewicz

We show how the steady-state solution of the Smoluchowski (Fokker-Planck) equation for a color reaction-counterdiffusion problem, together with equilibrium trajectory information (e.g., from molecular simulations or confocal microscopy…

化学物理 · 物理学 2014-07-30 James Carmer , Frank van Swol , Thomas M. Truskett

Kinetics of systems specified by anharmonic, nonconservative and nonlocally coupled model Hamiltonians is reproduced in the Fokker-Planck and imaginary time Schrodinger equation techniques with subsequent symplectic integration. Test…

材料科学 · 物理学 2007-05-23 E. Klotins

Simulating electron-nucleus coupled dynamics poses a non-trivial challenge and an important problem in the investigation of ultrafast processes involving coupled electronic and vibrational dynamics. Because irreversibility of the system…

化学物理 · 物理学 2019-04-11 Tatsushi Ikeda , Yoshitaka Tanimura

The forward enstrophy cascade in two-dimensional quantum turbulence in a superfluid film connected to a thermal bath is investigated using a Fokker-Planck equation based on Kosterlitz-Thouless renormalization. The steady-state cascade is…

量子气体 · 物理学 2020-09-08 Andrew Forrester , Han-ching Chu , Gary A. Williams

The Finitely Extensible Nonlinear Elastic (FENE) dumbbell model is a widely used mathematical model for complex fluids. Direct simulation of the FENE Fokker--Planck equation is computationally challenging due to high dimensionality and…

数值分析 · 数学 2026-02-10 Runkai Feng , Jie Shen , Haijun Yu

We discuss the approach to equilibrium of systems governed by the Fokker-Planck equation. In particular, we focus on problems involving barrier penetration and the associated Kramers' time. We also describe the connection between stochastic…

统计力学 · 物理学 2007-05-23 Himadri S. Samanta , J. K. Bhattacharjee

The well-posedness of a class of optimal control problems is analysed, where the state equation couples a nonlinear degenerate Fokker-Planck equation with a system of Ordinary Differential Equations (ODEs). Such problems naturally arise as…

最优化与控制 · 数学 2024-11-01 Francesca Anceschi , Giacomo Ascione , Daniele Castorina , Francesco Solombrino

It is well-known that for a one dimensional stochastic differential equation driven by Brownian noise, with coefficient functions satisfying the assumptions of the Yamada-Watanabe theorem \cite{yamada1,yamada2} and the Feller test for…

概率论 · 数学 2016-08-25 Duc Hoang Luu , Tat Dat Tran , Jürgen Jost

We consider a class of Fokker--Planck equations with linear diffusion and superlinear drift enjoying a formal Wasserstein-like gradient flow structure with convex mobility function. In the drift-dominant regime, the equations have a finite…

偏微分方程分析 · 数学 2020-06-09 José A. Carrillo , Katharina Hopf , José L. Rodrigo

We propose a scheme for circuit quantum electrodynamics with a superconducting flux-qubit coupled to a high-Q coplanar resonator. Assuming realistic circuit parameters we predict that it is possible to reach the strong coupling regime.…

We propose and rigorously analyze a finite element method for the approximation of stationary Fokker--Planck--Kolmogorov (FPK) equations subject to periodic boundary conditions in two settings: one with weakly differentiable coefficients,…

数值分析 · 数学 2025-06-19 Timo Sprekeler , Endre Süli , Zhiwen Zhang

A procedure is presented for solving the Fokker-Planck equation with constant diffusion but non-stationary drift. It is based on the correspondence between the Fokker-Planck equation and the non-stationary Schr\"odinger equation. The…

数学物理 · 物理学 2024-03-15 Choon-Lin Ho