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In this paper, we analyze the use of the Ornstein-Uhlenbeck process to model dynamical systems subjected to bounded noisy perturbations. In order to discuss the main characteristics of this new approach we consider some basic models in…

Dynamical Systems · Mathematics 2024-01-17 Tomás Caraballo , Renato Colucci , Javier López-de-la-Cruz , Alain Rapaport

The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N stochastic variables with Lochner's generalized Dirichlet distribution (R.H. Lochner, A Generalized…

Mathematical Physics · Physics 2013-10-02 J. Bakosi , J. R. Ristorcelli

We consider a stochastic, continuous state and time opinion model where each agent's opinion locally interacts with other agents' opinions in the system, and there is also exogenous randomness. The interaction tends to create clusters of…

Social and Information Networks · Computer Science 2016-02-29 Josselin Garnier , George Papanicolaou , Tzu-Wei Yang

This work studies a robot-assisted crowd evacuation problem where we control a small group of robots to guide a large human crowd to safe locations. The challenge lies in how to model human-robot interactions and design robot controls to…

Robotics · Computer Science 2022-09-21 Tongjia Zheng , Zhenyuan Yuan , Mollik Nayyar , Alan R. Wagner , Minghui Zhu , Hai Lin

Present data, both from direct Higgs search and from analysis of electroweak data, are starting to become rather restrictive on the possible values for the mass of the standard model Higgs. We discuss a new physics scenario based on a model…

High Energy Physics - Phenomenology · Physics 2009-10-31 R. Casalbuoni , S. De Curtis , D. Dominici , R. Gatto , M. Grazzini

We investigate a convective Brinkman--Forchheimer problem coupled with a heat equation. The investigated model considers thermal diffusion and viscosity depending on the temperature. We prove the existence of a solution without restriction…

Numerical Analysis · Mathematics 2024-11-21 Gilberto Campaña , Pablo Muñoz , Enrique Otarola

We present the newly developed stochastic model of the galactic cosmic ray (GCR) particles transport in the heliosphere. Mathematically Parker transport equation (PTE) describing non-stationary transport of charged particles in the…

Solar and Stellar Astrophysics · Physics 2015-09-23 A. Wawrzynczak , R. Modzelewska , A. Gil

The Fokker--Planck equation is a key ingredient of many models in physics, and related subjects, and arises in a diverse array of settings. Analytical solutions are limited to special cases, and resorting to numerical simulation is often…

Mathematical Physics · Physics 2019-02-20 R. J. Martin , R. V. Craster , A. Pannier , M. J. Kearney

This work is aimed at the derivation of reliable and efficient a posteriori error estimates for convection-dominated diffusion problems motivated by a linear Fokker-Planck problem appearing in computational neuroscience. We obtain…

Numerical Analysis · Computer Science 2018-05-16 Svetlana Matculevich , Monika Wolfmayr

We develop a numerical method for solving a free boundary problem which describes shape relaxation, by surface tension, of a long and thin bubble of an inviscid fluid trapped inside a viscous fluid in a Hele-Shaw cell. The method of…

Computational Physics · Physics 2007-05-23 Arkady Vilenkin , Baruch Meerson

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…

chao-dyn · Physics 2007-05-23 Ch. Renner , B. Reisner , St. Lück , J. Peinke , R. Friedrich

In this paper, we study a generalized Camassa-Holm (gCH) model with both dissipation and dispersion, which has (N + 1)-order nonlinearities and includes the following three integrable equations: the Camassa-Holm, the Degasperis-Procesi, and…

Mathematical Physics · Physics 2015-11-12 Qiaoyi Hu , Zhijun Qiao

We performed an extensive numerical analysis of the Holstein model. Combining variational Lanczos diagonalisation, density matrix renormalisation group, kernel polynomial expansion, and cluster perturbation theory techniques we solved for…

Strongly Correlated Electrons · Physics 2015-06-25 H. Fehske , S. A. Trugman

In recent years modelling crowd and evacuation dynamics has become very important, with increasing huge numbers of people gathering around the world for many reasons and events. The fact that our global population grows dramatically every…

Physics and Society · Physics 2015-01-28 Mohamed H. Dridi

A numerical method for approximating weak solutions of an aggregation equation with degenerate diffusion is introduced. The numerical method consists of a stabilized finite element method together with a mass lumping technique and an extra…

The consensus model of Krause and Hegselmann can be naturally extended to the case in which opinions are integer instead of real numbers. Our algorithm is much faster than the original version and thus more suitable for applications. For…

Statistical Mechanics · Physics 2009-11-10 Santo Fortunato

We perform a numerical approximation of coherent sets in finite-dimensional smooth dynamical systems by computing singular vectors of the transfer operator for a stochastically perturbed flow. This operator is obtained by solution of a…

Dynamical Systems · Mathematics 2016-10-17 Andreas Denner , Oliver Junge , Daniel Matthes

The numerical approximation of an inverse problem subject to the convection--diffusion equation when diffusion dominates is studied. We derive Carleman estimates that are on a form suitable for use in numerical analysis and with explicit…

Numerical Analysis · Mathematics 2020-06-25 Erik Burman , Mihai Nechita , Lauri Oksanen

Inspired by the paper Greenhalgh et al. [5] we investigate a class of two dimensional stochastic differential equations related to susceptible-infected-susceptible epidemic models with demographic stochasticity. While preserving the key…

Probability · Mathematics 2019-07-24 Enrico Bernardi , Vinayak Chuni , Alberto Lanconelli

As an example for complex systems with extreme events we investigate ocean wave states exhibiting rogue waves. We present a statistical method of data analysis based on multi-point statistics which for the first time allows grasping extreme…

Data Analysis, Statistics and Probability · Physics 2016-02-17 Ali Hadjihosseini , Matthias Wächter , Norbert P. Hoffmann , Joachim Peinke
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