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This article studies a direct numerical approach for fractional advection-diffusion equations (ADEs). Using a set of cubic trigonometric B-splines as test functions, a differential quadrature (DQ) method is firstly proposed for the 1D and…

Numerical Analysis · Mathematics 2017-10-19 X. G. Zhu , Y. F. Nie , W. W. Zhang

A generalized Fokker-Planck equation is derived to describe particle kinetics in specific situations when the probability transition function (PTF) has a long tail in momentum space. The equation is valid for an arbitrary value of the…

Statistical Mechanics · Physics 2011-08-15 A. A. Dubinova , S. A. Trigger

This work studies the parallelization and empirical convergence of two finite difference acoustic wave propagation methods on 2-D rectangular grids, that use the same alternating direction implicit (ADI) time integration. This ADI…

Numerical Analysis · Mathematics 2020-06-16 B. Otero , O. Rojas , F. Moya , J. Castillo

The Fokker-Planck (FP) particle method accelerates rarefied-gas simulations by replacing the binary collisions of the commonly used Direct Simulation Monte Carlo (DSMC) method with a drift=diffusion process. Like all particle methods, the…

Numerical Analysis · Mathematics 2026-01-22 Lukas Netterdon , Veronica Montanaro , Manuel Torrilhon , Hossein Gorji

The invariant distribution, which is characterized by the stationary Fokker-Planck equation, is an important object in the study of randomly perturbed dynamical systems. Traditional numerical methods for computing the invariant distribution…

Computational Physics · Physics 2021-10-25 Bo Lin , Qianxiao Li , Weiqing Ren

In this manuscript, we present the development of implicit and implicit-explicit ADER and DeC methodologies within the DeC framework using the two-operators formulation, with a focus on their stability analysis both as solvers for ordinary…

Numerical Analysis · Mathematics 2025-05-14 Philipp Öffner , Louis Petri , Davide Torlo

We describe a new approach for modeling the transport of high energy particles accelerated during flares from the acceleration region in the solar corona until their eventual thermalization in the flare footpoint. Our technique numerically…

Solar and Stellar Astrophysics · Physics 2020-10-14 Joel C. Allred , Meriem Alaoui , Adam F. Kowalski , Graham S. Kerr

In this paper, we consider numerical approximation of an electrically conductive ferrofluid model, which consists of Navier-Stokes equations, magnetization equation, and magnetic induction equation. To solve this highly coupled, nonlinear,…

Numerical Analysis · Mathematics 2025-04-02 Jialin Xie , Xiaodi Zhang

This paper proposes a strong second-order two-step explicit/implicit technique with spectral orthogonal basis Galerkin finite element method for solving a two-dimensional Gray-Scott model subject to appropriate initial and boundary…

Numerical Analysis · Mathematics 2026-04-15 Eric Ngondiep

This paper develops a strong computational approach to simulate a three-dimensional nonlinear radiation-conduction model in optically thick media, subject to suitable initial and boundary conditions. The space derivatives are approximated…

Numerical Analysis · Mathematics 2026-01-01 Eric Ngondiep

We use the Fokker Planck equation as a starting point for studying the orientational probability distribution of an Active Brownian Particle (ABP) in $(d+1)$ dimensions. This Fokker Planck equation admits an exact solution in series form…

Statistical Mechanics · Physics 2020-08-26 Supurna Sinha

We consider three classes of linear non-symmetric Fokker-Planck equations having a unique steady state and establish exponential convergence of solutions towards the steady state with explicit (estimates of) decay rates. First,…

Analysis of PDEs · Mathematics 2023-08-21 Franz Achleitner , Anton Arnold , Dominik Stürzer

We establish a new approach to calculating spectral statistics in disordered conductors, by considering how energy levels move in response to changes in the impurity potential. We use this fictitious dynamics to calculate the spectral form…

Condensed Matter · Physics 2009-10-28 J. T. Chalker , Igor V. Lerner , Robert A. Smith

We use the Fokker-Planck equation and its moment equations to study the collective behavior of interacting particles in unsteady one-dimensional flows. Particles interact according to a long-range attractive and a short-range repulsive…

Fluid Dynamics · Physics 2014-08-05 Maryam Abedi , Mir Abbas Jalali

Cosmic ray (CR) protons are an important component in many astrophysical systems. Processes like CR injection, cooling, adiabatic changes as well as active CR transport through the medium strongly modify the CR momentum distribution and…

High Energy Astrophysical Phenomena · Physics 2019-11-20 Philipp Girichidis , Christoph Pfrommer , Michal Hanasz , Thorsten Naab

In this paper we investigate the effectiveness of Alternating Direction Implicit (ADI) time discretization schemes in the numerical solution of the three-dimensional Heston-Hull-White partial differential equation, which is semidiscretized…

Computational Finance · Quantitative Finance 2013-08-27 Tinne Haentjens , Karel J. in 't Hout

The discrete ordinates method can model forward-peaked transport problems accurately. However, convergence of discrete ordinates solution can become arbitrarily slow upon use of standard iterative procedures like source iteration and GMRES.…

Computational Physics · Physics 2019-07-31 Japan K. Patel , James S. Warsa , Anil K. Prinja

We introduce a novel numerical scheme for solving the Fokker-Planck equation of discretized Dean-Kawasaki models with a functional tensor network ansatz. The Dean-Kawasaki model describes density fluctuations of interacting particle…

Numerical Analysis · Mathematics 2026-02-06 Xun Tang , Lexing Ying

Stiff ordinary differential equations (ODEs) are common in many science and engineering fields, but standard neural ODE approaches struggle to accurately learn these stiff systems, posing a significant barrier to widespread adoption of…

Numerical Analysis · Mathematics 2024-12-03 Colby Fronk , Linda Petzold

We present directional operator splitting schemes for the numerical solution of a fourth-order, nonlinear partial differential evolution equation which arises in image processing. This equation constitutes the $H^{-1}$-gradient flow of the…

Numerical Analysis · Mathematics 2015-09-04 Luca Calatroni , Bertram Düring , Carola-Bibiane Schönlieb
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