Related papers: Accurate Spectral Numerical Schemes for Kinetic Eq…
Langevin dynamics has become a popular tool to simulate the Boltzmann equilibrium distribution. When the repartition of the Langevin equation involves the exact realization of the Ornstein-Uhlenbeck noise, in addition to the conventional…
Solutions to most nonlinear ordinary differential equations (ODEs) rely on numerical solvers, but this gives little insight into the nature of the trajectories and is relatively expensive to compute. In this paper, we derive analytic…
We present a parametric family of semi-implicit second order accurate numerical methods for non-conservative and conservative advection equation for which the numerical solutions can be obtained in a fixed number of forward and backward…
We report a direct scheme calculation of kinetic energy functional derivative using Machine Learning. Support Vector Regression and Kernel Ridge Regression techniques were independently employed to estimate the kinetic energy functional and…
The porous medium equation (PME) is a typical nonlinear degenerate parabolic equation. An energetic variational approach has been studied in a recent work [6], in which the trajectory equation is obtained, and a few first order accurate…
We analyze the method for calculation of properties of non-relativistic quantum systems based on exact diagonalization of space-discretized short-time evolution operators. In this paper we present a detailed analysis of the errors…
The differential equations of chemical kinetics are systems of nonlinear (polynomial) differential equations, therefore their solutions cannot usually be found in symbolic form. Here we offer a method to solve classes of kinetic…
We introduce a family of fourth order two-step methods that preserve the energy function of canonical polynomial Hamiltonian systems. Each method in the family may be viewed as a correction of a linear two-step method, where the correction…
A Lagrangian numerical scheme for solving nonlinear degenerate Fokker-Planck equations in space dimensions $d\ge2$ is presented. It applies to a large class of nonlinear diffusion equations, whose dynamics are driven by internal energies…
We present a spectral Petrov-Galerkin method for the Boltzmann collision operator. We expand the density distribution $f$ to high order orthogonal polynomials multiplied by a Maxwellian. By that choice, we can approximate on the whole…
The one-dimensional kinetic equation with integral of collisions type BGK (Bhatnagar, Gross and Krook) and frequency of collisions affine depending on the module of molecular velocity is constructed. Laws of preservation of number of…
Equation for anomalous diffusion in momentum space, recently obtained in the recent paper (S.A. Trigger, ArXiv 0907.2793 v1, [cond-matt. stat.-mech.], 16 July 2009) is solved for the stationary and non-stationary cases on basis of the…
Controllability and observability energy functions play a fundamental role in model order reduction and are inherently connected to optimal control problems. For linear dynamical systems the energy functions are known to be quadratic…
We consider semiclassical orthogonal polynomials on the unit circle associated with a weight function that satisfy a Pearson-type differential equation involving two polynomials of degree at most three. Structure relations and difference…
The study gives a brief overview of existing modifications of the method of functional separation of variables for nonlinear PDEs. It proposes a more general approach to the construction of exact solutions to nonlinear equations of applied…
The accuracy of the numerical solution of a fractional differential equation depends on the differentiability class of the solution. The derivatives of the solutions of fractional differential equations often have a singularity at the…
A framework of finite-velocity model based Boltzmann equation has been developed for convection-diffusion equations. These velocities are kept flexible and adjusted to control numerical diffusion. A flux difference splitting based kinetic…
Solving the Fokker-Planck equation for high-dimensional complex turbulent dynamical systems is an important and practical issue. However, most traditional methods suffer from the curse of dimensionality and have difficulties in capturing…
A large class of physically important nonlinear and nonhomogeneous evolution problems, characterized by advection-like and diffusion-like processes, can be usefully studied by a time-differential form of Kolmogorov's solution of the…
We propose a numerical solution for the solution of the Fokker-Planck-Kolmogorov (FPK) equations associated with stochastic partial differential equations in Hilbert spaces. The method is based on the spectral decomposition of the…