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Register a new userSolution of the Fokker-Planck equation with a logarithmic potential
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We investigate the diffusion of particles in an attractive one-dimensional potential that grows logarithmically for large $|x|$ using the Fokker-Planck equation. An eigenfunction expansion shows that the Boltzmann equilibrium density does not fully describe the long time limit of this problem. Instead this limit is characterized by an infinite covariant density. This non-normalizable density yields the mean square displacement of the particles, which for a certain range of parameters exhibits anomalous diffusion. In a symmetric potential with an asymmetric initial condition, the average position decays anomalously slowly. This problem also has applications outside the thermal context, as in the diffusion of the momenta of atoms in optical molasses.
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We study the connection between the parameters of the fractional Fokker-Planck equation, which is associated with the overdamped Langevin equation driven by noise with heavy-tailed increments, and the transition probability density of the noise generating process. Explicit expressions for these parameters are derived both for finite and infinite variance of the rescaled transition probability density.
In this paper we statistically analyze the Fokker-Planck (FP) equation of Schramm-Loewner evolution (SLE) and its variant SLE($kappa,rho_c$). After exploring the derivation and the properties of the Langevin equation of the tip of the SLE trace, we obtain the long and short time behaviors of the chordal SLE traces. We analyze the solutions of the FP and the corresponding Langevin equations and connect it to the conformal field theory (CFT) and present some exact results. We find the perturbative FP equation of the SLE($kappa,rho_c$) traces and show that it is related to the higher order correlation functions. Using the Langevin equation we find the long-time behaviors in this case. The CFT correspondence of this case is established and some exact results are presented.
We derive the generalized Fokker-Planck equation associated with the Langevin equation (in the Ito sense) for an overdamped particle in an external potential driven by multiplicative noise with an arbitrary distribution of the increments of the noise generating process. We explicitly consider this equation for various specific types of noises, including Poisson white noise and L{e}vy stable noise, and show that it reproduces all Fokker-Planck equations that are known for these noises. Exact analytical, time-dependent and stationary solutions of the generalized Fokker-Planck equation are derived and analyzed in detail for the cases of a linear, a quadratic, and a tailored potential.
Microscopic theory of Brownian motion of a particle of mass $M$ in a bath of molecules of mass $mll M$ is considered beyond lowest order in the mass ratio $m/M$. The corresponding Langevin equation contains nonlinear corrections to the dissipative force, and the generalized Fokker-Planck equation involves derivatives of order higher than two. These equations are derived from first principles with coefficients expressed in terms of correlation functions of microscopic force on the particle. The coefficients are evaluated explicitly for a generalized Rayleigh model with a finite time of molecule-particle collisions. In the limit of a low-density bath, we recover the results obtained previously for a model with instantaneous binary collisions. In general case, the equations contain additional corrections, quadratic in bath density, originating from a finite collision time. These corrections survive to order $(m/M)^2$ and are found to make the stationary distribution non-Maxwellian. Some relevant numerical simulations are also presented.
The algorithm for Dissipative Particle Dynamics (DPD), as modified by Espagnol and Warren, is used as a starting point for proving an H-theorem for the free energy and deriving hydrodynamic equations. Equilibrium and transport properties of the DPD fluid are explicitly calculated in terms of the system parameters for the continuous time version of the model.
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