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A formalism for quantum many-body systems is proposed through a semiclassical treatment in phase space, allowing us to establish a stochastic thermodynamics incorporating quantum statistics. Specifically, we utilize a stochastic…

统计力学 · 物理学 2024-12-23 Zhaoyu Fei

A relativistic diffusion model with cylindrical symmetry, which propagates an initial state based on quantum chromodynamics in time towards a thermal equilibrium limit, is derived from nonequilibrium-statistical considerations: Adapting an…

高能物理 - 唯象学 · 物理学 2024-03-29 Johannes Hoelck , Georg Wolschin

We consider the problem of making nonparametric inference in a class of multi-dimensional diffusions in divergence form, from low-frequency data. Statistical analysis in this setting is notoriously challenging due to the intractability of…

统计方法学 · 统计学 2025-01-23 Matteo Giordano , Sven Wang

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 propose an extension of the Fokker-Planck model of the Boltzmann equation to get a correct Prandtl number in the Compressible Navier-Stokes asymptotics. This is obtained by replacing the diffusion coefficient (which is the equilibrium…

偏微分方程分析 · 数学 2016-02-17 J Mathiaud , L Mieussens

Seifert derived an exact fluctuation relation for diffusion processes using the concept of "stochastic system entropy". In this note we extend his formalism to entropic transport. We introduce the notion of relative stochastic entropy, or…

统计力学 · 物理学 2012-11-30 Matteo Smerlak

We investigate the Cauchy problem and the diffusion asymptotics for a spatially inhomogeneous kinetic model associated to a nonlinear Fokker-Planck operator. We derive the global well-posedness result with instantaneous smoothness effect,…

偏微分方程分析 · 数学 2024-03-13 Francesca Anceschi , Yuzhe Zhu

We compare two approaches to nonequilibrium thermodynamics, the two-generator bracket formulation of time-evolution equations for averages and the macroscopic fluctuation theory, for an isothermal driven diffusive system under steady state…

统计力学 · 物理学 2010-11-10 Hans Christian Ottinger

The Fokker-Planck equation provides complete statistical description of a particle undergoing random motion in a solvent. In the presence of Lorentz force due to an external magnetic field, the Fokker-Planck equation picks up a tensorial…

For the nonlinear Fokker--Planck equation $$\partial_tu = \Delta\beta(u)-\nabla \Phi \cdot \nabla \beta(u) - div_{\varrho}\big(D(x)b(u)u\big),\quad (t,x) \in (0,\infty)\times \mathbb{R}^d,$$ where $\varrho = \exp(-\Phi)$ is the density of a…

偏微分方程分析 · 数学 2023-08-21 Marco Rehmeier

The inference of thermodynamic quantities from the description of an only partially accessible physical system is a central challenge in stochastic thermodynamics. A common approach is coarse-graining, which maps the dynamics of such a…

统计力学 · 物理学 2022-08-19 Jann van der Meer , Benjamin Ertel , Udo Seifert

We study the main properties of the solution of a Fokker-Planck equation characterized by a variable diffusion coefficient and a polynomial superlinear drift, modeling the formation of consensus in a large interacting system of individuals.…

偏微分方程分析 · 数学 2025-04-18 Giuseppe Toscani , Mattia Zanella

We address the well-posedness of subelliptic Fokker-Planck equations arising from stochastic control problems, as well as the properties of the associated diffusion processes. Here, the main difficulty arises from the possible polynomial…

偏微分方程分析 · 数学 2024-11-06 Lucia Caramellino , Cristian Mendico

We derive the steady state solution of the Fokker-Planck equation that describes the dynamics of the nondegenerate optical parametric oscillator in the truncated Wigner representation of the density operator. We assume that the pump mode is…

量子物理 · 物理学 2011-12-24 K. Dechoum , M. D. Hahn , R. O. Vallejos , A. Z. Khoury

It is a great challenge of nonequilibrium statistical mechanics to calculate entropy production within a microscopic theory. In the framework of linear irreversible thermodynamics, we combine the Mori-Zwanzig-Forster projection operator…

统计力学 · 物理学 2014-01-28 Raphael Wittkowski , Hartmut Löwen , Helmut R. Brand

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 discuss a connection between a generative model, called the diffusion model, and nonequilibrium thermodynamics for the Fokker-Planck equation, called stochastic thermodynamics. Using techniques from stochastic thermodynamics, we derive…

统计力学 · 物理学 2025-08-04 Kotaro Ikeda , Tomoya Uda , Daisuke Okanohara , Sosuke Ito

The stochastic theory of relativistic quantum mechanics presented here is modelled on the one that has been proposed previously and that was claimed to be a promising substitute to the orthodox theory in the non-relativistic domain. So it…

量子物理 · 物理学 2020-06-09 Maurice Godart

A cross-diffusion system for two compoments with a Laplacian structure is analyzed on the multi-dimensional torus. This system, which was recently suggested by P.-L. Lions, is formally derived from a Fokker-Planck equation for the…

偏微分方程分析 · 数学 2017-03-08 Ansgar Jüngel , Nicola Zamponi

We obtain new exact classes of solutions for the nonlinear fractional Fokker-Planck-like equation partial_t rho = partial_x{D(x) partial^{mu -1}_x rho^{nu} - F(x) rho} by considering a diffusion coefficient D = D|x|^{-theta} (theta in R and…

统计力学 · 物理学 2009-11-07 E. K. Lenzi , L. C. Malacarne , R. S. Mendes , I. T. Pedron