Thirteen-moment solution of the steady-state Fokker-Planck equation for brownian motion in a homogeneous medium occupying the region bounded internally by an absorbing sphere

1984 ◽  
Vol 98 (1) ◽  
pp. 103-111
Author(s):  
K MORK ◽  
K NAQVI ◽  
S WALDENSTROM
Keyword(s):  
Brownian Motion ◽  
Steady State ◽  
Homogeneous Medium ◽  
Planck Equation ◽  
Fokker Planck Equation ◽  
Fokker Planck

Brownian Motion on Cantor Sets

2020 ◽  
Vol 21 (3-4) ◽  
pp. 275-281
Author(s):  
Ali Khalili Golmankhaneh ◽  
Saleh Ashrafi ◽  
Dumitru Baleanu ◽  
Arran Fernandez
Keyword(s):  
Brownian Motion ◽  
Classical Method ◽  
Mean Square Displacement ◽  
Planck Equation ◽  
Cantor Sets ◽  
Mean Square ◽  
Fokker Planck Equation ◽  
Fractal Time ◽  
The Mean ◽  
Fokker Planck

AbstractIn this paper, we have investigated the Langevin and Brownian equations on fractal time sets using Fα-calculus and shown that the mean square displacement is not varied linearly with time. We have also generalized the classical method of deriving the Fokker–Planck equation in order to obtain the Fokker–Planck equation on fractal time sets.

Brownian Motion of Rotating Particles

1968 ◽  
Vol 23 (4) ◽  
pp. 597-609 ◽  
Author(s):  
Siegfried Hess
Keyword(s):  
Brownian Motion ◽  
Angular Velocity ◽  
Brownian Particle ◽  
Planck Equation ◽  
Transverse Force ◽  
Particle Collision ◽  
Fokker Planck Equation ◽  
Rotational Motions ◽  
Transport Relaxation ◽  
Fokker Planck

A kinetic theory for the Brownian motion of spherical rotating particles is given starting from a generalized Fokker-Planck equation. The generalized Fokker-Planck collision operator is a sum of two ordinary Fokker-Planck differential operators in velocity and angular velocity space respectively plus a third term which provides a coupling of translational and rotational motions. This term stems from a transverse force proportional to the cross product of velocity and angular velocity of a Brownian particle. Collision brackets pertaining to the generalized Fokker-Planck operator are defined and their general properties are discussed. Application of WALDMANN'S moment method to the Fokker-Planck equation yields a set of coupled linear differential equations (transport-relaxation equations) for certain local mean values. The constitutive laws for diffusion, heat conduction by Brownian particles and spin diffusion are deduced from the transport-relaxation equations. The transport-relaxations coefficients appearing in them are given in terms of the two friction coefficients for the damping of translational and rotational motions and a third coefficient which is a measure of the transverse force. By the coupling of translational and rotational motions a diffusion flow gives rise to a correlation of linear and angular velocities.

Richards Growth Model Driven by Multiplicative and Additive Colored Noises: Steady-State Analysis

2020 ◽  
Vol 19 (04) ◽  
pp. 2050032
Author(s):  
Chaoqun Xu ◽  
Sanling Yuan
Keyword(s):  
Steady State ◽  
Stochastic Model ◽  
Growth Model ◽  
Planck Equation ◽  
Steady State Analysis ◽  
Model Driven ◽  
Fokker Planck Equation ◽  
Richards Growth Model ◽  
Fokker Planck ◽  
State Analysis

We consider a Richards growth model (modified logistic model) driven by correlated multiplicative and additive colored noises, and investigate the effects of noises on the eventual distribution of population size with the help of steady-state analysis. An approximative Fokker–Planck equation is first derived for the stochastic model. By performing detailed theoretical analysis and numerical simulation for the steady-state solution of the Fokker–Planck equation, i.e., stationary probability distribution (SPD) of the stochastic model, we find that the correlated noises have complex effects on the statistical property of the stochastic model. Specifically, the phenomenological bifurcation may be caused by the noises. The position of extrema of the SPD depends on the model parameter and the characters of noises in different ways.

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