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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

Modern analyses of diffusion processes have proposed nonlinear versions of the Fokker-Planck equation to account for non-classical diffusion. These nonlinear equations are usually constructed on a phenomenological basis. Here we introduce a…

统计力学 · 物理学 2009-11-11 Jean Pierre Boon , James F. Lutsko

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

In this paper we present a study of anomalous diffusion using a Fokker-Planck description with fractional velocity derivatives. The distribution functions are found using numerical means for varying degree of fractionality observing the…

等离子体物理 · 物理学 2014-12-18 Johan Anderson , Eun-jin Kim , Sara Moradi

It is shown that Tsallis' generalized statistics provides a natural frame for the statistical-thermodynamical description of anomalous diffusion. Within this generalized theory, a maximum-entropy formalism makes it possible to derive a…

统计力学 · 物理学 2015-06-25 Damian H. Zanette

The new scheme of stochastic quantization is proposed. This quantization procedure is equivalent to the deformation of an algebra of observables in the manner of deformation quantization with an imaginary deformation parameter (the Planck…

高能物理 - 理论 · 物理学 2007-06-13 P. O. Kazinski

We explain the ubiquity and extremely slow evolution of non gaussian out-of-equilibrium distributions for the Hamiltonian Mean-Field model, by means of traditional kinetic theory. Deriving the Fokker-Planck equation for a test particle, one…

统计力学 · 物理学 2009-11-10 Freddy Bouchet , Thierry Dauxois

This paper derives the Fokker-Planck (FP) equation for a particle moving in potential by a randomly modulated dipole. The FP equation describes the anomalous diffusion observed in the companion paper [1] and breaks the conservation of the…

数学物理 · 物理学 2022-05-03 S. Katagiri , Y. Matsuo , Y. Matsuoka , A. Sugamoto

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…

统计力学 · 物理学 2022-07-14 Leonardo Santos

Based on the canonical formalism, the dilatation symmetry is implemented to the Fokker-Planck equation for the Wigner distribution function that describes atomic motion in an optical lattice. This reveals the symmetry principle underlying…

统计力学 · 物理学 2016-08-31 Sumiyoshi Abe

The time dependent Tsallis statistical distribution describing anomalous diffusion is usually obtained in the literature as the solution of a non-linear Fokker-Planck (FP) equation [A.R. Plastino and A. Plastino, Physica A, 222, 347…

统计力学 · 物理学 2009-10-31 G. Kaniadakis , G. Lapenta

We analyse a bidimensional nonlinear Fokker-Planck equation by considering an anisotropic case, whose diffusion coefficients are $D_x \propto |x|^{-\theta}$ and $D_y \propto |y|^{-\gamma}$ with $\theta, \gamma \in {\cal{R}}$. In this…

核理论 · 物理学 2009-11-11 E. K. Lenzi , R. S. Mendes , L. C. Malacarne , L. R. da Silva

The goal of this investigation was to derive strictly new properties of chaotic systems and their mutual relations. The generalized Fokker-Planck equation with a non stationary diffusion has been derived and used for chaos analysis. An…

混沌动力学 · 物理学 2014-07-29 Sergey A. Kamenshchikov

We present in this paper a rigorous method to derive the nonlinear Fokker-Planck (FP) equation of anomalous diffusion directly from a generalization of the principle of least action of Maupertuis proposed by Wang for smooth or quasi-smooth…

统计力学 · 物理学 2015-05-20 Wei Li , Alexandre Wang , Alain Le Mehaute

The Fokker-Planck equation for the probability $f(r,t)$ to find a random walker at position $r$ at time $t$ is derived for the case that the the probability to make jumps depends nonlinearly on $f(r,t)$. The result is a generalized form of…

统计力学 · 物理学 2008-08-20 James F. Lutsko , Jean Pierre Boon

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~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

There is experimental and theoretical evidence that the broad rapidity distribution of net proton yield in central heavy-ion collisions at SPS energies could be a signal of non-equilibrium properties of the system. We show that the broad…

高能物理 - 唯象学 · 物理学 2015-06-25 A. Lavagno

The temporal Fokker-Planck equation is analytically integrated in an arbitrary number of spatial dimensions but with the 2D and 3D results highlighted. It is shown that a temporal power-law ansatz for the anisotropic diffusion coefficients…

经典物理 · 物理学 2013-06-27 Billy D. Jones

We consider a continuous random walk model for describing normal as well as anomalous diffusion of particles subjected to an external force when these particles diffuse in a uniformly expanding (or contracting) medium. A general equation…

统计力学 · 物理学 2018-10-17 F. Le Vot , S. B. Yuste
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