85 citations
- University of AugsburgDE5 papers
- Max Planck Institute for the Physics of Complex SystemsDE4 papers
- Institute of Applied PhysicsMD3 papers
- Southern Methodist UniversityUS2 papers
- Augsburg UniversityUS1 paper
- Institute of MagnetismUA1 paper
- Max Planck SocietyDE1 paper
- National Academy of Sciences of UkraineUA1 paper
- National University of SingaporeSG1 paper
4 papers · 2 filters
Parameters of the fractional Fokker-Planck equation
S. I. Denisov, Peter Hänggi, Holger Kantz
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…
Self-similarity degree of deformed statistical ensembles
A. I. Olemskoi, A. S. Vaylenko, I. A. Shuda
We consider self-similar statistical ensembles with the phase space whose volume is invariant under the deformation that squeezes (expands) the coordinate and expands (squeezes) th…
Generalized Fokker-Planck equation: Derivation and exact solutions
S. I. Denisov, Werner Horsthemke, Peter Hänggi
We derive the generalized Fokker-Planck equation associated with the Langevin equation (in the Ito sense) for an overdamped particle in an external potential driven by multiplicati…
Steady-State Lévy Flights in a Confined Domain
S. I. Denisov, Werner Horsthemke, Peter Hänggi
We derive the generalized Fokker-Planck equation associated with a Langevin equation driven by arbitrary additive white noise. We apply our result to study the distribution of symm…