We analyze the stochastic dynamics of a large population of noninteracting particles driven by a common environmental input in the form of an Ornstein-Uhlenbeck (OU) process. The density of particles evolves according to a stochastic Fokker-Planck (FP) equation with respect to different realizations of the OU process. We then exploit the connection with previous work on diffusion in randomly sw...

In this article we derive Fokker Planck equation for incompressible fluid and investigate its properties

In this paper we statistically analyze the Fokker-Planck (FP) equation of Schramm-Loewner evolution (SLE) and its variant SLE(κ,ρc). 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 ...

Several previous results valid for one-dimensional nonlinear Fokker-Planck equations are generalized to N-dimensions. A general nonlinear N-dimensional FokkerPlanck equation is derived directly from a master equation, by considering nonlinearities in the transition rates. Using nonlinear Fokker-Planck equations, the H-theorem is proved; for that, an important relation involving these equations ...

Recently, several authors have tried to extend the usual concepts of thermodynamics and kinetic theory in order to deal with distributions that can be non-Boltzmannian. For dissipative systems described by the canonical ensemble, this leads to the notion of nonlinear Fokker-Planck equation (T.D. Frank, Non Linear Fokker-Planck Equations, Springer, Berlin, 2005). In this paper, we review general...

We develop a kinetic theory for point vortices in two-dimensional hydrodynamics. Using standard projection operator techniques, we derive a Fokker-Planck equation describing the relaxation of a "test" vortex in a bath of "field" vortices at statistical equilibrium. The relaxation is due to the combined effect of a diffusion and a drift. The drift is shown to be responsible for the organization ...

Two-frequency Wigner distribution is introduced to capture the asymptotic behaviour of the space–frequency correlation of paraxial waves in the radiative transfer limits. The scaling limits give rises to deterministic transport-like equations. Depending on the ratio of the wavelength to the correlation length the limiting equation is either a Boltzmann-like integral equation or a Fokker–Planck-...

Stochastic delay systems with additive noise are examined from the perspective of Fokker-Planck equations. For a linear system, the exact stationary probability density is derived by means of a delay Fokker-Planck equation. We show how to determine the delay equation of the linear system from experimental data, and corroborate a fundamental result previously obtained by Küchler and Mensch. We a...

We examine a heterogeneous alternating-direction method for the approximate solution of the FENE Fokker–Planck equation from polymer fluid dynamics and we use this method to solve a coupled (macro-micro) Navier–Stokes–Fokker–Planck system for dilute polymeric fluids. In this context the Fokker–Planck equation is posed on a high-dimensional domain and is therefore challenging from a computationa...