scholarly journals Stochastic dynamics and Fokker-Planck equation in accelerator physics

1999 ◽  
Vol 112 (5) ◽  
pp. 467-474 ◽  
Author(s):  
H. Mais ◽  
M. P. Zorzano
Keyword(s):  
Stochastic Dynamics ◽  
Planck Equation ◽  
Accelerator Physics ◽  
Fokker Planck Equation ◽  
Fokker Planck

scholarly journals Space-Time Inversion of Stochastic Dynamics

Symmetry ◽  
2020 ◽  
Vol 12 (5) ◽  
pp. 839
Author(s):  
Massimiliano Giona ◽  
Antonio Brasiello ◽  
Alessandra Adrover
Keyword(s):  
Stochastic Dynamics ◽  
Exit Time ◽  
Planck Equation ◽  
Space Time ◽  
Langevin Equations ◽  
Time Inversion ◽  
Stochastic Thermodynamics ◽  
Wiener Processes ◽  
Fokker Planck Equation ◽  
Fokker Planck

This article introduces the concept of space-time inversion of stochastic Langevin equations as a way of transforming the parametrization of the dynamics from time to a monotonically varying spatial coordinate. A typical physical problem in which this approach can be fruitfully used is the analysis of solute dispersion in long straight tubes (Taylor-Aris dispersion), where the time-parametrization of the dynamics is recast in that of the axial coordinate. This allows the connection between the analysis of the forward (in time) evolution of the process and that of its exit-time statistics. The derivation of the Fokker-Planck equation for the inverted dynamics requires attention: it can be deduced using a mollified approach of the Wiener perturbations “a-la Wong-Zakai” by considering a sequence of almost everywhere smooth stochastic processes (in the present case, Poisson-Kac processes), converging to the Wiener processes in some limit (the Kac limit). The mathematical interpretation of the resulting Fokker-Planck equation can be obtained by introducing a new way of considering the stochastic integrals over the increments of a Wiener process, referred to as stochastic Stjelties integrals of mixed order. Several examples ranging from stochastic thermodynamics and fractal-time models are also analyzed.

AN APPLICATION OF FOKKER–PLANCK EQUATION TO JOSEPHSON JUNCTION

1989 ◽  
Vol 9 (1) ◽  
pp. 109-120
Author(s):  
G. Liao ◽  
A.F. Lawrence ◽  
A.T. Abawi
Keyword(s):  
Josephson Junction ◽  
Planck Equation ◽  
Fokker Planck Equation ◽  
Fokker Planck

scholarly journals Time-changed fractional Ornstein-Uhlenbeck process

2020 ◽  
Vol 23 (2) ◽  
pp. 450-483 ◽  
Author(s):  
Giacomo Ascione ◽  
Yuliya Mishura ◽  
Enrica Pirozzi
Keyword(s):  
Planck Equation ◽  
Uhlenbeck Process ◽  
Fokker Planck Equation ◽  
Ornstein Uhlenbeck Process ◽  
Fokker Planck

AbstractWe define a time-changed fractional Ornstein-Uhlenbeck process by composing a fractional Ornstein-Uhlenbeck process with the inverse of a subordinator. Properties of the moments of such process are investigated and the existence of the density is shown. We also provide a generalized Fokker-Planck equation for the density of the process.

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