Related papers: Computing Coherent Sets using the Fokker-Planck Eq…
The Fokker-Planck equation can be reformulated as a continuity equation, which naturally suggests using the associated velocity field in particle flow methods. While the resulting probability flow ODE offers appealing properties - such as…
In a previous work, a perturbative approach to a class of Fokker-Planck equations, which have constant diffusion coefficients and small time-dependent drift coefficients, was developed by exploiting the close connection between the…
Equilibrium measures are special invariant measures of chaotic dynamical systems and iterated function systems, commonly studied as salient examples of fractal measures. While useful analytic expressions are rare, computational exploration…
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…
The aim of the present paper is twofold:(1) We carry on with developing an abstract method for deriving decay estimates on the semigroup associated to non-symmetric operators in Banach spaces as introduced in [10]. We extend the method so…
In this work we explore the fidelity of numerical approximations to the analytic spectra of hyperbolic partial differential equation systems with variable coefficients. We are particularly interested in the ability of discrete methods to…
We propose a fixed-point-based numerical framework for computing stationary states of nonlocal Fokker-Planck-type equations. Instead of discretising the differential operators directly, we reformulate the stationary problem as a nonlinear…
The joint state of a continuously monitored quantum system and the classical filtered measurement record has recently been shown to be described by a quantum Fokker-Planck master equation [Phys. Rev. Lett. 129, 050401 (2022)]. We present a…
The concern of the present paper is the design of efficient numerical schemes for a specific Fokker-Planck equation describing the dynamics of energetic particles occurring in thermonuclear fusion plasmas (runaway electrons for example). In…
From the underlying Master equations we derive one-dimensional stochastic processes that describe generalized ensemble simulations as well as tempering (simulated and parallel) simulations. The representations obtained are either in the…
Error estimates are rigorously derived for a semi-discrete version of a conservative spectral method for approximating the space-homogeneous Fokker-Planck-Landau (FPL) equation associated to hard potentials. The analysis included shows that…
Efficient and accurate integration of stochastic (partial) differential equations with multiplicative noise can be obtained through a split-step scheme, which separates the integration of the deterministic part from that of the stochastic…
We present a method how to estimate from experimental data of a turbulent velocity field the drift and the diffusion coefficient of a Fokker-Planck equation. It is shown that solutions of this Fokker-Planck equation reproduce with high…
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…
We develop numerical schemes for solving the isothermal compressible and incompressible equations of fluctuating hydrodynamics on a grid with staggered momenta. We develop a second-order accurate spatial discretization of the diffusive,…
How to accurately solve time-dependent Schr\"odinger equation is an interesting and important problem. Here, we propose a novel method to obtain the exact Floquet solutions of the Schr\"odinger equation for periodically driven systems by…
We study perturbations of random dynamical systems whose associated transfer operators admit a uniform spectral gap. We provide a $k^{\text{th}}$-order approximation for the invariant density of the associated random dynamical system. We…
A Fokker Planck equation on fractal curves is obtained, starting from Chapmann-Kolmogorov equation on fractal curves. This is done using the recently developed calculus on fractals, which allows one to write differential equations on…
We report in this paper the analysis for the linear and nonlinear version of the flux corrected transport (FEM-FCT) scheme in combination with the backward Euler time-stepping scheme applied to time-dependent convection-diffusion-reaction…
The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N coupled stochastic variables with the Dirichlet distribution as its asymptotic solution. To ensure a bounded…