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Register a new userFractional Fokker-Planck Equation and Oscillatory Behavior of Cumulant Moments
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The Fokker-Planck equation is considered, which is connected to the birth and death process with immigration by the Poisson transform. The fractional derivative in time variable is introduced into the Fokker-Planck equation. From its solution (the probability density function), the generating function (GF) for the corresponding probability distribution is derived. We consider the case when the GF reduces to that of the negative binomial distribution (NBD), if the fractional derivative is replaced to the ordinary one. Formulas of the factorial moment and the $H_j$ moment are derived from the GF. The $H_j$ moment derived from the GF of the NBD decreases monotonously as the rank j increases. However, the $H_j$ moment derived in our approach oscillates, which is contrasted with the case of the NBD. Calculated $H_j$ moments are compared with those given from the data in $pbar{p}$ collisions and in $e^+e^-$ collisions.
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Fractional derivative in time variable is introduced into the Fokker-Planck equation of a population growth model. Its solution, the KNO scaling function, is transformed into the generating function for the multiplicity distribution. Formulas of the factorial moment and the $H_j$ moment are derived from the generating function, which reduces to that of the negative binomial distribution (NBD), if the fractional derivative is replaced to the ordinary one. In our approach, oscillation of $H_j$ moment appears contrary to the case of the NBD. Calculated $H_j$ moments are compared with those given from the data in $pbar{p}$ collisions and in $e^+e^-$ collisions.
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 develop an operator splitting scheme for the fractional kinetic Fokker-Planck equation (FKFPE). The scheme consists of two phases: a fractional diffusion phase and a kinetic transport phase. The first phase is solved exactly using the convolution operator while the second one is solved approximately using a variational scheme that minimizes an energy functional with respect to a certain Kantorovich optimal transport cost functional. We prove the convergence of the scheme to a weak solution to FKFPE. As a by-product of our analysis, we also establish a variational formulation for a kinetic transport equation that is relevant in the second phase. Finally, we discuss some extensions of our analysis to more complex systems.
This papers deals with overall phase transformation kinetics. The Fokker-Planck type equation is derived from the generalized nucleation theory proposed by Binder and Stauffer. Existence of the steady state solution is shown by a method based on the mean value theorem of differential calculus. From the analysis of asymptotic behavior of the Fokker-Planck type equation it is known that the number of clusters having the critical size increases with time in the case of constant driving force. On the basis of the present study on overall phase transformation kinetics a simple method for analyzing experimental phase transformation curves was proposed.
We derive the stochastic description of a massless, interacting scalar field in de Sitter space directly from the quantum theory. This is done by showing that the density matrix for the effective theory of the long wavelength fluctuations of the field obeys a quantum version of the Fokker-Planck equation. This equation has a simple connection with the standard Fokker-Planck equation of the classical stochastic theory, which can be generalised to any order in perturbation theory. We illustrate this formalism in detail for the theory of a massless scalar field with a quartic interaction.
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