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We study the discrete Fokker-Planck equation associated with the mean-field dynamics of a particle system called the dispersion process. For different regimes of the average number of particles per site (denoted by $\mu > 0$), we establish…

Probability · Mathematics 2025-08-25 Fei Cao , Jincheng Yang

An implicit and conservative numerical scheme is proposed for the isotropic quantum Fokker-Planck equation describing the evolution of degenerate electrons subject to elastic collisions with other electrons and ions. The electron-ion and…

Plasma Physics · Physics 2021-03-17 H. P. Le

This paper explains how to obtain the distribution function of minority ions in tokamak plasmas using the Monte Carlo method. Since the emphasis is on energetic ions, the guiding-center transformation is outlined, including also the…

The classical Johnson-Mehl-Avrami-Kolmogorov approach for nucleation and growth models of diffusive phase transitions is revisited and applied to model the growth of ferrite in multiphase steels. For the prediction of mechanical properties…

Materials Science · Physics 2017-06-09 D. Hömberg , F. S. Patacchini , K. Sakamoto , J. Zimmer

A novel algorithm for the direct numerical simulation of the variable-density, low-Mach Navier-Stokes equations extending the method of Kim, Moin, and Moser (1987) for incompressible flow is presented here. A Fourier representation is…

Fluid Dynamics · Physics 2022-06-22 Bryan W. Reuter , Todd A. Oliver , Robert D. Moser

Distributed order fractional operators offer a rigorous tool for mathematical modelling of multi-physics phenomena, where the differential orders are distributed over a range of values rather than being just a fixed integer/fraction as it…

Numerical Analysis · Mathematics 2016-05-02 Ehsan Kharazmi , Mohsen Zayernouri , George Em Karniadakis

We design a consistent Galerkin scheme for the approximation of the vectorial modified Korteweg-de Vries equation. We demonstrate that the scheme conserves energy up to machine precision. In this sense the method is consistent with the…

Numerical Analysis · Mathematics 2017-10-11 James Jackaman , Georgios Papamikos , Tristan Pryer

We present a stochastic method for efficiently computing the solution of time-fractional partial differential equations (fPDEs) that model anomalous diffusion problems of the subdiffusive type. After discretizing the fPDE in space, the…

Numerical Analysis · Mathematics 2024-02-27 Nicolas L. Guidotti , Juan Acebrón , José Monteiro

We propose a novel method to solve a chemical diffusion master equation of birth and death type. This is an infinite system of Fokker-Planck equations where the different components are coupled by reaction dynamics similar in form to a…

Probability · Mathematics 2022-03-29 Alberto Lanconelli

Explicit numerical finite difference schemes for partial differential equations are well known to be easy to implement but they are particularly problematic for solving equations whose solutions admit shocks, blowups and discontinuities.…

Numerical Analysis · Mathematics 2016-10-19 Christopher. N. Angstmann , Bruce I. Henry , Byron A. Jacobs , Anna V. McGann

Non-Gaussian tails dominate collision probability estimates in conjunction assessment, yet capturing them without Monte Carlo sampling is challenging, especially when process noise is included. We present a closed-form, grid-free solution…

Space Physics · Physics 2026-04-01 Jose Antonio Rebollo , Rafael Vazquez , Claudio Bombardelli

We formulate a smoothed-particle hydrodynamics numerical method, traditionally used for the Euler equations for fluid dynamics in the context of astrophysical simulations, to solve the non-linear Schrodinger equation in the Madelung…

Computational Physics · Physics 2016-11-09 Philip Mocz , Sauro Succi

We develop a Fokker-Planck approach to describe the dynamics of staggered magnetization and thermal fluctuations in a two-dimensional antiferromagnetic system with uniaxial anisotropy. Beginning with a classical model for the…

Mesoscale and Nanoscale Physics · Physics 2026-03-11 E. Martello , G. A. Falci , E. Paladino , F. M. D. Pellegrino

We present a framework, which, from the trajectories detailing the spatiotemporal dynamics of a population, simultaneously reconstructs a transport map as well as the Fokker-Planck equation governing the coarse-grained probability…

Dynamical Systems · Mathematics 2026-01-21 Saem Han , Krishna Garikipati

In this paper we introduce and discuss numerical schemes for the approximation of kinetic equations for flocking behavior with phase transitions that incorporate uncertain quantities. This class of schemes here considered make use of a…

Numerical Analysis · Mathematics 2019-10-31 Jose Antonio Carrillo , Mattia Zanella

A common issue in simulating geometric evolution of surfaces is unexpected clustering of points that may cause numerical instability. We propose a novel artificial tangential velocity method for this matter. The artificial tangential…

Numerical Analysis · Mathematics 2025-08-06 Jiangong Pan , Guozhi Dong , Hailong Guo , Zuoqiang Shi

Anomalous transport in a tilted periodic potential is investigated numerically within the framework of the fractional Fokker-Planck dynamics via the underlying CTRW. An efficient numerical algorithm is developed which is applicable for an…

Statistical Mechanics · Physics 2009-11-11 E. Heinsalu , M. Patriarca , I. Goychuk , G. Schmid , P. Hänggi

This paper presents a new method to approximate the time-dependent convection-diffusion equations using conforming finite element methods, ensuring that the discrete solution respects the physical bounds imposed by the differential…

Numerical Analysis · Mathematics 2025-03-06 Abdolreza Amiri , Gabriel R. Barrenechea , Tristan Pryer

In this article, we propose and study several discrete versions of homogeneous and inhomogeneous one-dimensional Fokker-Planck equations. In particular, for these discretizations of velocity and space, we prove the exponential convergence…

Numerical Analysis · Mathematics 2018-02-08 Guillaume Dujardin , Frédéric Hérau , Pauline Lafitte

This paper is Part II of a two-part series on coexistence states study in stochastic generalized Kolmogorov systems under small diffusion. Part I provided a complete characterization for approximating invariant probability measures and…

Dynamical Systems · Mathematics 2024-07-16 Baoquan Zhou , Hao Wang , Tianxu Wang , Daqing Jiang