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In the mean-field theory of magnetic fields, turbulent transport, i.e. the turbulent electromotive force, is described by a combination of the alpha effect and turbulent magnetic diffusion, which are usually assumed to be proportional…

天体物理学 · 物理学 2009-11-13 Alexander Hubbard , Axel Brandenburg

The developing of (non-Markovian) memory effects strongly depends on the underlying system-environment dynamics. Here we study this problem in multipartite arrangements where all subsystems are coupled to each other by non-diagonal…

量子物理 · 物理学 2023-01-05 Adrián A. Budini

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

We study the ratchet effect of a damped relativistic particle driven by both asymmetric temporal bi-harmonic and time-periodic piecewise constant forces. This system can be formally solved for any external force, providing the ratchet…

斑图形成与孤子 · 物理学 2025-11-11 Niurka R. Quintero , Renato Alvarez-Nodarse , José A. Cuesta

The relaxation towards equilibrium of systems with long range interactions is not yet fully understood. As a step towards such a comprehension, we propose the study of the dynamical equilibrium fluctuations in a model system with long range…

统计力学 · 物理学 2009-11-10 Freddy Bouchet

The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N coupled stochastic variables with the Dirichlet distribution as its asymptotic solution. To ensure a bounded…

数学物理 · 物理学 2013-03-05 J. Bakosi , J. R. Ristorcelli

We derive the Boltzmann equation for the rotranslational dynamics of an arbitrary convex rigid body in a rarefied gas. It yields as a limiting case the Fokker-Planck equation accounting for friction, diffusion, and nonconservative drift…

统计力学 · 物理学 2018-05-29 Lukas Martinetz , Klaus Hornberger , Benjamin A. Stickler

The focus of our study in this paper is on the active dynamics and a fractional generalized Langevin equation with a memory kernel K(t). The Fokker-Planck equation is obtained by deriving it from a second-order differential equation. The…

统计力学 · 物理学 2024-12-17 Yun Jeong Kang , Kyungsik Kim

Studies of noise-induced motions are showing that coherent energy can be extracted from some kinds of noise in a periodic ratchet. Recently, energetics of Langevin dynamics is formulated by Sekimoto [J.Phys.Soc.Jpn, 66 1234 (1997)], which…

软凝聚态物质 · 物理学 2009-10-31 Tsuyoshi Hondou

In this paper the author presents the results of the preliminary investigation of fractional dynamical systems based on the results of numerical simulations of fractional maps. Fractional maps are equivalent to fractional differential…

混沌动力学 · 物理学 2018-07-06 Mark Edelman

In this paper we focus on strong solutions of some heat-like problems with a non-local derivative in time induced by a Bernstein function and an elliptic operator given by the generator or the Fokker-Planck operator of a Pearson diffusion.…

概率论 · 数学 2021-06-30 Giacomo Ascione , Nikolai Leonenko , Enrica Pirozzi

We propose an energetic interpretation ofstochastic processes described by Langevin equations with non-uniform temperature. In order to avoid It\^{o}-Stratonovich dilemma, we start with a Kramers equation, and derive a Fokker-Plank equation…

统计力学 · 物理学 2007-05-23 Miki Matsuo , Shin-ichi Sasa

We analyse a continuous-time random walk model with stochastic reversals of direction. There is no external potential but the reorientation mechanism generates a non-zero current from asymmetry in the forward and backward waiting-time…

统计力学 · 物理学 2026-02-27 Venkata D. Pamulaparthy , Rosemary J. Harris

Non-equilibrium stochastic dynamics of several active Brownian systems are modeled in terms of non-linear velocity dependent force. In general, this force may consist of both even and odd functions of velocity. We derive the expression for…

统计力学 · 物理学 2016-09-14 Debasish Chaudhuri

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

The classical dynamics in stationary potentials that are random both in space and time is studied. It can be intuitively understood with the help of Chirikov resonances that are central in the theory of Chaos, and explored quantitatively in…

统计力学 · 物理学 2013-08-30 Yevgeny Krivolapov , Shmuel Fishman

A generalized Fokker-Planck equation is derived to describe particle kinetics in specific situations when the probability transition function (PTF) has a long tail in momentum space. The equation is valid for an arbitrary value of the…

统计力学 · 物理学 2011-08-15 A. A. Dubinova , S. A. Trigger

We obtain equilibration rates for a one-dimensional nonlocal Fokker-Planck equation with time-dependent diffusion coefficient and drift, modeling the relaxation of a large swarm of robots, feeling each other in terms of their distance,…

偏微分方程分析 · 数学 2023-06-06 Ferdinando Auricchio , Giuseppe Toscani , Mattia Zanella

We study the diffusion of a tracer particle driven out-of-equilibrium by an external force and traveling in a dense environment of arbitrary density. The system evolves on a discrete lattice and its stochastic dynamics is described by a…

We show that the huge Seebeck coefficients observed recently for ionic conductors, arise from a ratchet effect where activated jumps between neighbor sites are rectified by a temperature gradient, thus driving mobile ions towards the cold.…

软凝聚态物质 · 物理学 2021-02-17 Alois Würger