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We study time averages for the norm of solutions to kinetic Fokker--Planck equations associated with general Hamiltonians. We provide fully explicit and constructive decay estimates for systems subject to a confining potential, allowing…

Analysis of PDEs · Mathematics 2025-11-06 Giovanni Brigati , Gabriel Stoltz

The Kolmogorov-Zakharov stationary states for weak wave turbulence involve solving a leading-order kinetic equation. Recent calculations of higher-order corrections to this kinetic equation using the Martin-Siggia-Rose path integral are…

Statistical Mechanics · Physics 2025-07-15 Daniel Schubring

This paper focuses on the time-changed Q-Wiener process, a Hilbert space-valued sub-diffusion. It is a martingale with respect to an appropriate filtration, hence a stochastic integral with respect to it is definable. For the resulting…

Probability · Mathematics 2016-10-04 Lise Chlebak , Patricia Garmirian , Qiong Wu

In this paper, we describe the general framework to describe the diffusion operators associated to a positive matrix. We define the equations associated to diffusion operators and present some general properties of their state vectors. We…

Numerical Analysis · Mathematics 2012-06-19 Dohy Hong , Gérard Burnside

We present a field theoretic approach to capture the motion of a particle with dry friction for one- and two-dimensional diffusive particles, and further expand the framework for two-dimensional active Brownian particles. Starting with the…

Statistical Mechanics · Physics 2024-09-18 Ziluo Zhang , Shurui Yuan , Shigeyuki Komura

In this paper we introduce a new hierarchical model reduction framework for the Fokker-Planck equation. We reduce the dimension of the equation by a truncated basis expansion in the velocity variable, obtaining a hyperbolic system of…

Numerical Analysis · Mathematics 2016-02-02 Julia Brunken , Tobias Leibner , Mario Ohlberger , Kathrin Smetana

Fokker-Planck equation with the velocity-dependent coefficients is considered for various isotropic systems on the basis of probability transition (PT) approach. This method provides the self-consistent and universal description of friction…

Plasma Physics · Physics 2009-11-07 S. A. Trigger

The mathematical model of surfactant adsorption under mixed barrier-diffusion control is analyzed using techniques from fractional calculus. The kinetic models of Henry, Langmuir, Frumkin, Volmer and van der Waals are considered. First,…

Analysis of PDEs · Mathematics 2025-12-11 Ivan Bazhlekov , Emilia Bazhlekova

This paper is devoted to the grazing collision limit of the inelastic Kac model introduced in [A. Pulvirenti and G. Toscani. J. Statist. Phys., 114(5-6):1453--1480, 2004], when the equilibrium distribution function is a heavy-tailed…

Analysis of PDEs · Mathematics 2011-05-26 G. Furioli , A. Pulvirenti , E. Terraneo , G. Toscani

We develop and analyze a class of structure-preserving discontinuous Galerkin schemes for the nonlinear Vlasov-Poisson-Fokker-Planck model, reformulated as a hyperbolic system through a Hermite expansion in the velocity variable. We…

Numerical Analysis · Mathematics 2026-03-30 Yi Cai , Alain Blaustein , Tao Xiong , Francis Filbet

In this paper, we develop an operator splitting scheme for the fractional kinetic Fokker-Planck equation (FKFPE). The scheme consists of two phases: a fractional diffusion phase and a kinetic transport phase. The first phase is solved…

Analysis of PDEs · Mathematics 2018-06-19 Manh Hong Duong , Yulong Lu

As a counterpoint to classical stochastic particle methods for linear diffusion equations, we develop a deterministic particle method for the weighted porous medium equation (WPME) and prove its convergence on bounded time intervals. This…

Analysis of PDEs · Mathematics 2023-01-26 Katy Craig , Karthik Elamvazhuthi , Matt Haberland , Olga Turanova

This paper develops a class of robust weak Galerkin methods for the stationary incompressible convective Brinkman-Forchheimer equations. The methods adopt piecewise polynomials of degrees $m\ (m\geq1)$ and $m-1$ respectively for the…

Numerical Analysis · Mathematics 2024-01-30 X. J. Wang , X. P. Xie

Quantifying uncertainty about a policy's long-term performance is important to solve sequential decision-making tasks. We study the problem from a model-based Bayesian reinforcement learning perspective, where the goal is to learn the…

Machine Learning · Computer Science 2024-09-04 Carlos E. Luis , Alessandro G. Bottero , Julia Vinogradska , Felix Berkenkamp , Jan Peters

Usually Fokker-Planck type partial differential equations (PDEs) are well-posed if the initial condition is specified. In this paper, alternatively, we consider the inverse problem which consists in prescribing final data: in particular we…

Analysis of PDEs · Mathematics 2021-09-28 Lucas Izydorczyk , Nadia Oudjane , Francesco Russo , Gianmario Tessitore

We propose a prescription based on the Fokker-Planck equation in the Stratonovich approach, with the diffusion coefficient dependent on temporal and spatial coordinates, for describing heat conduction by phonons in small structures. This…

Soft Condensed Matter · Physics 2007-05-23 Kwok Sau Fa

We propose and study a fully discrete finite volume scheme for the Vlasov-Fokker-Planck equation written as an hyperbolic system using Hermite polynomials in velocity. This approach naturally preserves the stationary solution and the…

Analysis of PDEs · Mathematics 2022-10-06 Alain Blaustein , Francis Filbet

In this paper, we study the Babenko-Bechner-type inequality for the Fourier Weinstein transform associated with the Weinstein operator. We use this inequality to establish a new version of Young's type inequality.

Functional Analysis · Mathematics 2022-07-14 Meniar Haddad , Wafa Djobbi

The diffusion forecasting is a nonparametric approach that provably solves the Fokker-Planck PDE corresponding to It\^o diffusion without knowing the underlying equation. The key idea of this method is to approximate the solution of the…

Numerical Analysis · Mathematics 2018-01-17 John Harlim , Haizhao Yang

It is expected in physics that the homogeneous quantum Boltzmann equation with Fermi-Dirac or Bose-Einstein statistics and with Maxwell-Boltzmann operator (neglecting effect of the statistics) for the weak coupled gases will converge to the…

Analysis of PDEs · Mathematics 2021-07-28 Ling-Bing He , Xuguang Lu , Mario Pulvirenti