相关论文: Investigation of a generalized Obukhov Model for T…

We outline a statistical theory of turbulence based on the Lagrangian formulation of fluid motion. We derive a hierarchy of evolution equations for Lagrangian N-point probability distributions as well as a functional equation for a suitably…

A phenomenological model for the dissipation of scalar fluctuations due to the straining by the fluid motion is proposed in this letter. An explicit equation is obtained for the time evolution of the probability distribution function of a…

We present a method how to estimate from experimental data of a turbulent velocity field the drift and the diffusion coefficient of a Fokker-Planck equation. It is shown that solutions of this Fokker-Planck equation reproduce with high…

The temporal Fokker-Plank equation [{\it J. Stat. Phys.}, {\bf 3/4}, 527 (2003)] or propagation-dispersion equation was derived to describe diffusive processes with temporal dispersion rather than spatial dispersion as in classical…

The paper by A.N. Kolmogorov 1934 "Random Moves", hereinafter ANK34, uses a Fokker-Planck-type equation for a 6-dimensional vector with a total rather than a partial derivative with respect to time, and with a Laplacian in the space of…

In this paper, we study the set of stationary solutions of the Vlasov-Fokker-Planck (VFP) equation. This equation describes the time evolution of the probability distribution of a particle moving under the influence of a double-well…

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…

This paper has been withdrawn from the arXiv. It is now published by Elsevier in Nonlinear Analysis: Hybrid Systems, see http://dx.doi.org/10.1016/j.nahs.2009.07.008 . A general formulation of the Fokker-Planck-Kolmogorov (FPK) equation for…

We study the formation and the evolution of velocity distribution tails for systems with long-range interactions. In the thermal bath approximation, the evolution of the distribution function of a test particle is governed by a…

The problem of diffusion in a time-dependent (and generally inhomogeneous) external field is considered on the basis of a generalized master equation with two times, introduced in [1,2]. We consider the case of the quasi Fokker-Planck…

Turbulence is an ubiquitous phenomenon in natural and industrial flows. Since the celebrated work of Kolmogorov in 1941, understanding the statistical properties of fully developed turbulence has remained a major quest. In particular,…

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…

A general formulation of the Fokker-Planck-Kolmogorov (FPK) equation for stochastic hybrid systems is presented, within the framework of Generalized Stochastic Hybrid Systems (GSHS). The FPK equation describes the time evolution of the…

For a plasma in a stationary homogeneous turbulence, the Fokker-Planck equation is derived from the nonlinear Vlasov equation by introducing the entropy principle. The ensemble average in evaluating the kinetic diffusion tensor, whose…

The numerical experiments of turbulence conducted by Gotoh et al. are analyzed precisely with the help of the formulae for the scaling exponents of velocity structure function and for the probability density function (PDF) of velocity…

The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N stochastic variables with Lochner's generalized Dirichlet distribution (R.H. Lochner, A Generalized…

Continuous time random walks are non-Markovian stochastic processes, which are only partly characterized by single-time probability distributions. We derive a closed evolution equation for joint two-point probability density functions of a…

Using simple kinematical arguments, we derive the Fokker-Planck equation for diffusion processes in curved spacetimes. In the case of Brownian motion, it coincides with Eckart's relativistic heat equation (albeit in a simpler form), and…

We derive a Fokker-Planck equation for joint probability density for an active particle coupled two heat reservoirs with harmonic, viscous, random forces. The approximate solution for the joint distribution density of all-to-all and three…

The recently developed Wigner functional theory is used to formulate an evolution equation for arbitrary multi-photon states, propagating through a turbulent atmosphere under arbitrary conditions. The resulting evolution equation, which is…