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Diffusion in nonhomogeneous media is described by a dynamical process driven by a general Levy noise and subordinated to a random time; the subordinator depends on the position. This problem is approximated by a multiplicative process…

统计力学 · 物理学 2015-06-18 Tomasz Srokowski

A generalized Langevin equation is suggested to describe a system with memory($u(t,t') = \frac{1}{\Gamma (\nu )}(t - t')^\nu $) as well as with positive and negative damping. The equation can be transformed into the Fokker-Planck equation…

物理与社会 · 物理学 2019-09-11 Peng Wang , Feng-Chun Pan , Jie Huo , Xu-Ming Wang

The two-variable Langevin equations, modeling the Brownian motion of a particle moving in a potential and leading to the Maxwell-Boltzmann distribution of the corresponding Fokker-Planck equation, are shown to give rise to types of…

统计力学 · 物理学 2015-08-10 Jiulin Du

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…

统计力学 · 物理学 2015-08-10 Jiulin Du

The unified description of diffusion processes that cross over from a ballistic behavior at short times to normal or anomalous diffusion (sub- or superdiffusion) at longer times is constructed on the basis of a non-Markovian generalization…

统计力学 · 物理学 2013-03-26 Valery Ilyin , Itamar Procaccia , Anatoly Zagorodny

A Langevin equation with a special type of additive random source is considered. This random force presents a fractional order derivative of white noise, and leads to a power-law time behavior of the mean square displacement of a particle,…

chao-dyn · 物理学 2009-10-31 V. Kobelev , E. Romanov

A possible approach to description of the non equilibrium system has been proposed. Based on the Fokker-Plank equation in term of energy for non equilibrium distribution function of macroscopical system was obtained the stationary solution…

统计力学 · 物理学 2008-08-08 Bohdan Lev

We investigate the effects of relatively rapid variations of the boundaries of an overmoded cavity on the stochastic properties of its interior acoustic or electromagnetic field. For quasi-static variations, this field can be represented as…

经典物理 · 物理学 2009-11-13 L. R. Arnaut

We study the generalized Langevin equation approach to anomalous diffusion for a harmonic oscillator and a free particle driven by different forms of internal noises, such as power-law-correlated and distributed-order noises that fulfil…

统计力学 · 物理学 2023-09-01 Z. Tomovski , K. Gorska , T. Pietrzak , R. Metzler , T. Sandev

Inspired by one--dimensional light--particle systems, the dynamics of a non-Hamiltonian system with long--range forces is investigated. While the molecular dynamics does not reach an equilibrium state, it may be approximated in the…

统计力学 · 物理学 2019-01-23 Romain Bachelard , Nicola Piovella , Shamik Gupta

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…

无序系统与神经网络 · 物理学 2009-10-31 S. Anantha Ramakrishna , N. Kumar

A theoretical framework is developed for the phenomenon of non-Gaussian normal diffusion that has experimentally been observed in several heterogeneous systems. From the Fokker-Planck equation with the dynamical structure with largely…

统计力学 · 物理学 2020-11-04 Sumiyoshi Abe

We analyze the diffusion of a Brownian particle in a fluid under stationary flow. By using the scheme of non-equilibrium thermodynamics in phase space, we obtain the Fokker-Planck equation which is compared with others derived from kinetic…

统计力学 · 物理学 2016-08-16 I. Santamaría-Holek , D. Reguera , J. M. Rubí

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

The phenomena of subdiffusion are widely observed in physical and biological systems. To investigate the effects of external potentials, say, harmonic potential, linear potential, and time dependent force, we study the subdiffusion…

统计力学 · 物理学 2019-04-24 Yao Chen , Xudong Wang , Weihua Deng

A recently introduced nonlinear Fokker-Planck equation, derived directly from a master equation, comes out as a very general tool to describe phenomenologically systems presenting complex behavior, like anomalous diffusion, in the presence…

统计力学 · 物理学 2009-11-13 Veit Schwammle , Evaldo M. F. Curado , Fernando D. Nobre

We consider a simple quantum system subjected to a classical random force. Under certain conditions it is shown that the noise-averaged Wigner function of the system follows an integro-differential stochastic Liouville equation. In the…

高能物理 - 理论 · 物理学 2008-02-03 Salman Habib

Diffusion of small particles is omnipresent in a plentiful number of processes occurring in Nature. As such, it is widely studied and exerted in almost all branches of sciences. It constitutes such a broad and often rather complex subject…

统计力学 · 物理学 2023-01-11 Jakub Spiechowicz , Ivan G. Marchenko , Peter Hänggi , Jerzy Łuczka

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…

核理论 · 物理学 2007-05-23 Noboru Takigawa , Sakir Ayik , Sachie Kimura

We consider a Vlasov-Fokker-Planck equation governing the evolution of the density of interacting and diffusive matter in the space of positions and velocities. We use a probabilistic interpretation to obtain convergence towards equilibrium…

概率论 · 数学 2013-09-19 Francois Bolley , Arnaud Guillin , Florent Malrieu
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