Time evolution of the expectation values of various dynamical operators of the harmonic oscillator with dissipation is analitically obtained within the framework of the Lindblad theory for open quantum systems. We deduce the density matrix of the damped harmonic oscillator from the solution of the Fokker-Planck equation for the coherent state representation, obtained from the master equation fo...

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 t...

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-...

The interaction of charged particles, moving in a uniform magnetic field, with a plane polarized gravitational wave is considered using the Fokker-Planck-Kolmogorov (FPK) approach. By using a stochas-ticity criterion, we determine the exact locations in phase space, where resonance overlapping occurs. We investigate the diffusion of orbits around each primary resonance of order m by deriving ge...

We extend a recently developed relation between the master equation describing the Parrondo’s games and the formalism of the Fokker–Planck equation to the case in which the games are modified with the introduction of “self–transition probabilities”. This accounts for the possibility that the capital can neither increase nor decrease during a game. Using this exact relation, we obtain expression...

In a recent paper Calogero and Alcántara [Kinet. Relat. Models, 4 (2011), pp. 401-426] derived a Lorentz-invariant Fokker-Planck equation, which corresponds to the evolution of a particle distribution associated with relativistic Brownian Motion. We study the “one and one-half” dimensional version of this problem with nonlinear electromagnetic interactions the relativistic Vlasov-Maxwell-Fokker...

We study the deterministic and stochastic rotational dynamics of ferromagnetic nanoparticles in a precessing magnetic field. Our approach is based on the system of effective Langevin equations and on the corresponding Fokker-Planck equation. Two key characteristics of the rotational dynamics, namely the average angular frequency of precession of nanoparticles and their average magnetization, ar...