General Fokker-Planck Research Articles

Stationary distribution and density function analysis of SVIS epidemic model with saturated incidence and vaccination under stochastic environments

In this article, we study the dynamical properties of susceptible-vaccinated-infected-susceptible (SVIS) epidemic system with saturated incidence rate and vaccination strategies. By constructing the suitable Lyapunov function, we examine the existence and uniqueness of the stochastic system. With the help of Khas'minskii theory, we set up a critical value [Formula: see text] with respect to the basic reproduction number [Formula: see text] of the deterministic system. A unique ergodic stationary distribution is investigated under the condition of [Formula: see text]. In the epidemiological study, the ergodic stationary distribution represents that the disease will persist for long-term behavior. We focus for developing the general three-dimensional Fokker-Planck equation using appropriate solving theories. Around the quasi-endemic equilibrium, the probability density function of the stochastic system is analyzed which is the main theme of our study. Under [Formula: see text], both the existence of ergodic stationary distribution and density function can elicit all the dynamical behavior of the disease persistence. The condition of disease extinction of the system is derived. For supporting theoretical study, we discuss the numerical results and the sensitivities of the biological parameters. Results and conclusions are highlighted.

Stationary distribution and probability density function analysis of a stochastic Microcystins degradation model with distributed delay.

A stochastic Microcystins degradation model with distributed delay is studied in this paper. We first demonstrate the existence and uniqueness of a global positive solution to the stochastic system. Second, we derive a stochastic critical value $ R_0^s $ related to the basic reproduction number $ R_0 $. By constructing suitable Lyapunov function types, we obtain the existence of an ergodic stationary distribution of the stochastic system if $ R_0^s > 1. $ Next, by means of the method developed to solve the general four-dimensional Fokker-Planck equation, the exact expression of the probability density function of the stochastic model around the quasi-endemic equilibrium is derived, which is the key aim of the present paper. In the analysis of statistical significance, the explicit density function can reflect all dynamical properties of a chemostat model. To validate our theoretical conclusions, we present examples and numerical simulations.

Brownian motion theory of the two-dimensional quantum vortex gas.

A theory of Brownian motion is presented for an assembly of vortices. The attempt is motivated by a realization of Dyson's Coulomb gas in the context of quantum condensates. By starting with the time-dependent Landau-Ginzburg (LG) theory, the dynamics of the vortex gas is constructed, which is governed by the canonical equationof motion. The dynamics of point vortices is converted to the Langevin equation, which results in the generalized Fokker-Planck (GFP) (or Smolkovski) equationusing the functional integral on the ansatz of the Gaussian white noise. The GFP, which possesses a non-Hermitian property, is characterized by two regimes called the overdamping and the underdamping regimes. In the overdamping regime, where the dissipation is much larger that the vortex strength, the GFP becomes the standard Fokker-Planck equation, which is transformed into the two-dimensional many-particle system. Several specific applications are given of the Fokker-Planck equation. An asymptotic limit of small diffusion is also discussed for the two-vortices system. The underdamping limit, for which the vortex charge is much larger than the dissipation, is briefly discussed.

Stationary distribution and probability density function of a stochastic SVIS epidemic model with standard incidence and vaccination strategies.

Considering the great effect of vaccination and the unpredictability of environmental variations in nature, a stochastic Susceptible-Vaccinated-Infected-Susceptible (SVIS) epidemic model with standard incidence and vaccination strategies is the focus of the present study. By constructing a series of appropriate Lyapunov functions, the sufficient criterion is obtained for the existence and uniqueness of the ergodic stationary distribution of the model. In epidemiology, the existence of a stationary distribution indicates that the disease will be persistent in a long term. By taking the stochasticity into account, a quasi-endemic equilibrium related to the endemic equilibrium of the deterministic system is defined. By means of the method developed in solving the general three-dimensional Fokker-Planck equation, the exact expression of the probability density function of the stochastic model around the quasi-endemic equilibrium is derived, which is the key aim of the present paper. In statistical significance, the explicit density function can reflect all dynamical properties of an epidemic system. Next, a simple result of disease extinction is obtained. In addition, several numerical simulations and parameter analyses are performed to illustrate the theoretical results. Finally, the corresponding results and conclusions are discussed at the end of the paper.

General nonlinear Fokker-Planck equations with multiple potentials: H-theorem and constraints

In one of the most general possible forms of nonlinear Fokker-Planck equations in one-dimensional space, we consider systems under multiple external potentials with a single diffusion term. We prove the associated H-theorem: that is, the free-energy functional decreases in time under a suitable condition, which relates the entropic form and the two nonlinear functionals in the equations. We consider the constraint on the entropic form and provide a constraint on the functional contained in the diffusion term. Moreover, we see that the gauge field associated with this type of general nonlinear Fokker-Planck equations represents an indicator for fluctuations of the probability flux velocity.

Classical integrability for beta-ensembles and general Fokker-Planck equations

Beta-ensembles of random matrices are naturally considered as quantum integrable systems, in particular, due to their relation with conformal field theory, and more recently appeared connection with quantized Painlevé Hamiltonians. Here, we demonstrate that, at least for even integer beta, these systems are classically integrable, e.g., there are Lax pairs associated with them, which we explicitly construct. To come to the result, we show that a solution of every Fokker-Planck equation in one space (and one time) dimensions can be considered as a component of an eigenvector of a Lax pair. The explicit finding of the Lax pair depends on finding a solution of a governing system–a closed system of two nonlinear partial differential equations (PDEs) of hydrodynamic type. This result suggests that there must be a solution for all values of beta. We find the solution of this system for even integer beta in the particular case of quantum Painlevé II related to the soft edge of the spectrum for beta-ensembles. The solution is given in terms of Calogero system of β/2 particles in an additional time-dependent potential. Thus, we find another situation where quantum integrability is reduced to classical integrability.

Effects of Non-Gaussian Noise on the Upper Bound of the Time Derivative of Entropy in a Stochastic Dissipative Dynamical System

A stochastic dissipative dynamical system driven by non-Gaussian noise is investigated. A general approximate Fokker-Planck equation of the system is derived through a path-integral approach. Based on the definition of Shannon's information entropy and the Schwartz inequality principle, the upper bound for the rate of entropy change of the system is calculated in the presence of a non-equilibrium constraint. The present calculation can be used to interpret the interplay of the dissipative constant γ, parameter q, and noise correlation time τ on the upper bound for the rate of entropy change.

Quasilinear theory of general electromagnetic fluctuations in unmagnetized plasmas

The general quasilinear Fokker-Planck kinetic equation for the plasma particle distribution functions in unmagnetized plasmas is derived, making no restrictions on the frequency of the electromagnetic fluctuations. The derived kinetic particle equation complements our earlier study of the general fluctuation's kinetic equation. For collective plasma eigenmodes and gyrotropic particle distribution functions, the two coupled kinetic equations describe the self-consistent dynamical evolution of the plasma. The limit of weakly damped collective modes correctly reproduces the well-known textbook kinetic particle equation with longitudinal Langmuir and ion-acoustic fluctuations, demonstrating, in particular, the resonant nature of parallel momentum diffusion of particles. In the limit of aperiodic modes, the Fokker-Planck equation contains the nonresonant diffusion of particles in momentum and the parallel and perpendicular momentum drag coefficients. As an application these drag and diffusion coefficients are calculated for extragalactic cosmic ray particles propagating in the unmagnetized intergalactic medium. Whereas for all cosmic rays, the perpendicular momentum diffusion in intergalactic aperiodic fluctuations is negligibly small; cosmic ray protons with energies below 105 GeV are affected by the plasma drag.

Potential and flux field landscape theory. I. Global stability and dynamics of spatially dependent non-equilibrium systems

We established a potential and flux field landscape theory to quantify the global stability and dynamics of general spatially dependent non-equilibrium deterministic and stochastic systems. We extended our potential and flux landscape theory for spatially independent non-equilibrium stochastic systems described by Fokker-Planck equations to spatially dependent stochastic systems governed by general functional Fokker-Planck equations as well as functional Kramers-Moyal equations derived from master equations. Our general theory is applied to reaction-diffusion systems. For equilibrium spatially dependent systems with detailed balance, the potential field landscape alone, defined in terms of the steady state probability distribution functional, determines the global stability and dynamics of the system. The global stability of the system is closely related to the topography of the potential field landscape in terms of the basins of attraction and barrier heights in the field configuration state space. The effective driving force of the system is generated by the functional gradient of the potential field alone. For non-equilibrium spatially dependent systems, the curl probability flux field is indispensable in breaking detailed balance and creating non-equilibrium condition for the system. A complete characterization of the non-equilibrium dynamics of the spatially dependent system requires both the potential field and the curl probability flux field. While the non-equilibrium potential field landscape attracts the system down along the functional gradient similar to an electron moving in an electric field, the non-equilibrium flux field drives the system in a curly way similar to an electron moving in a magnetic field. In the small fluctuation limit, the intrinsic potential field as the small fluctuation limit of the potential field for spatially dependent non-equilibrium systems, which is closely related to the steady state probability distribution functional, is found to be a Lyapunov functional of the deterministic spatially dependent system. Therefore, the intrinsic potential landscape can characterize the global stability of the deterministic system. The relative entropy functional of the stochastic spatially dependent non-equilibrium system is found to be the Lyapunov functional of the stochastic dynamics of the system. Therefore, the relative entropy functional quantifies the global stability of the stochastic system with finite fluctuations. Our theory offers an alternative general approach to other field-theoretic techniques, to study the global stability and dynamics of spatially dependent non-equilibrium field systems. It can be applied to many physical, chemical, and biological spatially dependent non-equilibrium systems.

Fluctuation of gauge field for general nonlinear Fokker-Planck equation and covariant version of Fisher information matrix

AbstractWe clarify a strong link between general nonlinear Fokker-Planck equations with gauge fields associated with nonequilibrium dynamics and the Fisher information of the system. The notion of Abelian gauge theory for the non-equilibrium Fokker-Planck equation has proposed in the literature, in which the associated curvature represents internal geometry. We present the fluctuation of the gauge field can be decomposed into three parts. We further show that if we define the Fisher information matrix by using a covariant derivative then it gives correlation of the flux components but it is not gauge invariant.

Classes of N-Dimensional Nonlinear Fokker-Planck Equations Associated to Tsallis Entropy

Several previous results valid for one-dimensional nonlinear Fokker-Planck equations are generalized to N-dimensions. A general nonlinear N-dimensional Fokker-Planck equation is derived directly from a master equation, by considering nonlinearitiesin the transition rates. Using nonlinear Fokker-Planck equations, the H-theorem is proved;for that, an important relation involving these equations and general entropic forms is introduced. It is shown that due to this relation, classes of nonlinear N-dimensional Fokker-Planck equations are connected to a single entropic form. A particular emphasis is given to the class of equations associated to Tsallis entropy, in both cases of the standard, and generalized definitions for the internal energy.

Stochastic treatment of finite-Neffects in mean-field systems and its application to the lifetimes of coherent structures

A stochastic treatment yielding to the derivation of a general Fokker-Planck equation is presented to model the slow convergence toward equilibrium of mean-field systems due to finite-N effects. The thermalization process involves notably the disintegration of coherent structures that may sustain out-of-equilibrium quasistationary states. The time evolution of the fraction of particles remaining close to a mean-field potential trough is analytically computed. This indicator enables to estimate the lifetime of coherent structures and thermalization time scale in mean-field systems.

A stochastic approach to galactic propagation

We present a newly developed numerical code solving general Fokker-Planck type transport equations by means of stochastic differential equations in four (space and momentum) dimensions and time. Besides propagation the code is capable of describing the full diffusion tensor as well as particle sources and sinks. The approach was to design the code very general and flexible, so that it can be applied to a large variety of physical problems. Adaption to graphics cards within the CUDA framework significantly improves the performance. Here, we apply our code to the propagation of cosmic ray protons in the Galaxy. Special account is devoted to the spiral arm structure and the consequence for turbulence and, thus, for the diffusion process, leading to different diffusion tensors within and outside of the spiral arms.

Generalized Fokker–Planck Theory for Electron and Photon Transport in Biological Tissues: Application to Radiotherapy

In this paper, we study a deterministic method for particle transport in biological tissues. The method is specifically developed for dose calculations in cancer therapy and for radiological imaging. Generalized Fokker-Planck (GFP) theory [Leakeas and Larsen, Nucl. Sci. Eng. 137 (2001), pp. 236-250] has been developed to improve the Fokker-Planck (FP) equation in cases where scattering is forward-peaked and where there is a sufficient amount of large-angle scattering. We compare grid-based numerical solutions to FP and GFP in realistic medical applications. First, electron dose calculations in heterogeneous parts of the human body are performed. Therefore, accurate electron scattering cross sections are included and their incorporation into our model is extensively described. Second, we solve GFP approximations of the radiative transport equation to investigate reflectance and transmittance of light in biological tissues. All results are compared with either Monte Carlo or discrete-ordinates transport solutions.

A general nonlinear Fokker-Planck equation and its associated entropy

A recently introduced nonlinear Fokker-Planck equation, derived directly from a master equation, comes out as a very general tool to describe phenomenologically systems presenting complex behavior, like anomalous diffusion, in the presence of external forces. Such an equation is characterized by a nonlinear diffusion term that may present, in general, two distinct powers of the probability distribution. Herein, we calculate the stationary-state distributions of this equation in some special cases, and introduce associated classes of generalized entropies in order to satisfy the H-theorem. Within this approach, the parameters associated with the transition rates of the original master-equation are related to such generalized entropies, and are shown to obey some restrictions. Some particular cases are discussed.

Spin-torque switching: Fokker-Planck rate calculation

We describe a general Fokker-Planck approach to understanding and calculating magnetization switching rates and noise in the recently observed phenomenon of spin-torque switching. In this phenomenon, which has possible applications to information storage, a large current passing from a pinned ferromagnetic (FM) layer to a free FM layer switches the free layer. Beginning with Brown [Phys. Rev. 130, 1677 (1963)], switching rates in magnetic systems have been calculated using the Fokker-Planck equation. In the small-oscillation limit, the equations have been solved analytically, giving a first-principles justification for phenomenological effective temperature theories: the spin-torque effect increases the Arrhenius factor $\mathrm{exp}(\ensuremath{-}E∕kT)$ in the switching rate by raising the effective spin temperature $T$. In the present Rapid Communication we generalize the nonlinear Fokker-Planck equation to the case of a Slonczewski spin torque. As an example, we use a linear approximation to calculate telegraph noise rates, leading to good qualitative agreement with recent experiments. However, our nonlinear formulation is also valid for large precessional oscillations. The method also allows the calculation of current-induced magnetic noise in current perpendicular to plane spin valve read heads.

Dilatation symmetry of the Fokker-Planck equation and anomalous diffusion.

Based on the canonical formalism, the dilatation symmetry is implemented to the Fokker-Planck equation for the Wigner distribution that describes atomic motion in an optical lattice. This reveals the symmetry principle underlying the recent result obtained by Lutz [Phys. Rev. A 67, 051402(R) (2003)] on the connection between anomalous transport in the optical lattice and Tsallis statistics in the high-energy regime. A condition is derived for the general linear Fokker-Planck equation to admit a nonstationary solution distribution that decays as a power law.

Lie algebraic approach for Fokker-Planck dynamics with space-dependent diffusion and mean-reverting drift

Using the Lie algebraic approach we have derived the exact diffusion propagator of the Fokker-Planck equation with a time-dependent variable diffusion coefficient and a time-dependent mean-reverting force between two absorbing boundaries. The exact diffusion propagator not only enables us to study the time evolution of the corresponding stochastic system, but the knowledge of the propagator can also provide a benchmark for testing approximate numerical or analytical procedures. Furthermore, the Lie algebraic method is very simple and could be easily extended to the more general Fokker-Planck equations with well-defined algebraic structures.

Solutions of a class of non-Markovian Fokker-Planck equations.

We show that a formal solution of a rather general non-Markovian Fokker-Planck equation can be represented in a form of an integral decomposition and thus can be expressed through the solution of the Markovian equation with the same Fokker-Planck operator. This allows us to classify memory kernels into safe ones, for which the solution is always a probability density, and dangerous ones, when this is not guaranteed. The first situation describes random processes subordinated to a Wiener process, while the second one typically corresponds to random processes showing a strong ballistic component. In this case the non-Markovian Fokker-Planck equation is only valid in a restricted range of parameters, initial and boundary conditions.

Orientational dynamics of ferrofluids with finite magnetic anisotropy of the particles: relaxation of magneto-birefringence in crossed fields.

Dynamic birefringence in a ferrofluid subjected to crossed bias (constant) and probing (pulse or ac) fields is considered, assuming that the nanoparticles have finite magnetic anisotropy. This is done on the basis of the general Fokker-Planck equation that takes into account both internal magnetic and external mechanical degrees of freedom of the particle. We describe the orientation dynamics in terms of the integral relaxation time of the macroscopic orientation order parameter. To account for an arbitrary relation between the bias (external) and anisotropy (internal) fields, an interpolation expression for the integral relaxation time is proposed and justified. A developed description is used to interpret the measurements of birefringence relaxation in magnetic fluids with nanoparticles of high (cobalt ferrite) and low (maghemite) anisotropy. The proposed theory appears to be in full qualitative agreement with all the experimental data available.