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We study the short-time dynamics of a mean-field model with non-conserved order parameter (Curie-Weiss with Glauber dynamics) by solving the associated Fokker-Planck equation. We obtain closed-form expressions for the first moments of the…

Statistical Mechanics · Physics 2010-08-10 Celia Anteneodo , Ezequiel E. Ferrero , Sergio A. Cannas

The purpose of this paper is to investigate several analytical methods of solving first passage (FP) problem for the Rouse model, a simplest model of a polymer chain. We show that this problem has to be treated as a multi-dimensional…

Soft Condensed Matter · Physics 2015-12-09 Jing Cao , Jian Zhu , Zuowei Wang , Alexei E. Likhtman

We establish rigorously the equivalence between classical moment closure and a nonlinear variational approximation of the Fokker-Planck equation for dilute polymeric flow in the linearized Hookean spring chain setting. The variational…

Spectral Theory · Mathematics 2026-02-05 Caroline Lasser , Stephan B. Lunowa , Barbara Wohlmuth

We study a relaxation behavior of an Ornstein-Uhlenbeck (OU) process with a time-dependent and fluctuating diffusivity. In this process, the dynamics of a position vector is modeled by the Langevin equation with a linear restoring force and…

Statistical Mechanics · Physics 2019-03-27 Takashi Uneyama , Tomoshige Miyaguchi , Takuma Akimoto

In this paper, we develop and analyze numerical methods for high dimensional Fokker-Planck equations by leveraging generative models from deep learning. Our starting point is a formulation of the Fokker-Planck equation as a system of…

Numerical Analysis · Mathematics 2022-06-22 Shu Liu , Wuchen Li , Hongyuan Zha , Haomin Zhou

In this paper we suggest a consistent approach to derivation of generalized Fokker-Planck equation (GFPE) for Gaussian non-Markovian processes with stationary increments. This approach allows us to construct the probability density function…

Statistical Mechanics · Physics 2011-07-06 O. Yu. Sliusarenko

This work studies the three-dimensional flow dynamics around a rotating circular cylinder of finite length, whose axis is positioned perpendicular to the streamwise direction. Direct numerical simulations and global stability analyses are…

Fluid Dynamics · Physics 2023-11-15 Yongliang Yang , Chenglei Wang , Rui Guo , Mengqi Zhang

Wasserstein gradient flows provide a powerful means of understanding and solving many diffusion equations. Specifically, Fokker-Planck equations, which model the diffusion of probability measures, can be understood as gradient descent over…

Machine Learning · Computer Science 2021-10-26 Petr Mokrov , Alexander Korotin , Lingxiao Li , Aude Genevay , Justin Solomon , Evgeny Burnaev

We prove the existence of global-in-time weak solutions to a general class of models that arise from the kinetic theory of dilute solutions of nonhomogeneous polymeric liquids, where the polymer molecules are idealized as bead-spring chains…

Analysis of PDEs · Mathematics 2015-07-21 John W. Barrett , Endre Süli

The Fokker-Planck equation provides complete statistical description of a particle undergoing random motion in a solvent. In the presence of Lorentz force due to an external magnetic field, the Fokker-Planck equation picks up a tensorial…

Statistical Mechanics · Physics 2020-01-22 Iman Abdoli , Hidde Derk Vuijk , Jens-Uwe Sommer , Joseph Michael Brader , Abhinav Sharma

This thesis covers various aspects of open systems in classical and quantum mechanics. In the first part, we deal with classical systems. The bath-of-oscillators formalism is used to describe an open system, and the phenomenological…

Statistical Mechanics · Physics 2010-08-04 Lee Chee Kong

This thesis presents an overview of the flow equations recently introduced by Wegner. The little known mathematical framework of the flow in the manifold of unitarily equivalent matrices, as discovered in the mathematical literature before…

Nuclear Theory · Physics 2009-09-29 Bruce Henry Bartlett

Let $V_* : \mathbb{R}^d \to \mathbb{R}$ be some (possibly non-convex) potential function, and consider the probability measure $\pi \propto e^{-V_*}$. When $\pi$ exhibits multiple modes, it is known that sampling techniques based on…

Optimization and Control · Mathematics 2023-02-24 Carles Domingo-Enrich , Aram-Alexandre Pooladian

We investigate the stretching mechanism of Finitely Extensible Nonlinear Elastic (FENE) model of polymers in a random turbulent flow. The turbulent model includes a dominant space-scale $\ell\sim N^{-1}$, a dominant time-scale $\tau$, and…

Probability · Mathematics 2026-05-18 Federico Butori , Yassine Tahraoui

A pointlike particle of finite mass m, moving in a one-dimensional viscous environment and biased by a spatially dependent force, is considered. We present a rigorous mapping of the Fokker-Planck equation, which determines evolution of the…

Statistical Mechanics · Physics 2012-09-24 Pavol Kalinay , Jerome K. Percus

The weakly nonlinear regime of a viscoelastic Navier--Stokes fluid is investigated. For the purely hydrodynamic case, it is known that large-scale perturbations tend to the minima of a Ginzburg-Landau free-energy functional with a…

Chaotic Dynamics · Physics 2015-06-26 A. Bistagnino , G. Boffetta , A. Celani , A. Mazzino , A. Puliafito , M. Vergassola

We show the existence of global-in-time weak solutions to a general class of coupled Hookean-type bead-spring chain models that arise from the kinetic theory of dilute solutions of polymeric liquids with noninteracting polymer chains. The…

Analysis of PDEs · Mathematics 2012-09-25 John W. Barrett , Endre Süli

Non-linear versions of log-Sobolev inequalities, that link a free energy to its dissipation along the corresponding Wasserstein gradient flow (i.e. corresponds to Polyak-Lojasiewicz inequalities in this context), are known to provide global…

Analysis of PDEs · Mathematics 2025-06-30 Pierre Monmarché , Julien Reygner

We provide a new proof for the global well-posedness of systems coupling fluids and polymers in two space dimensions. Compared to the well-known existing method based on the losing a priori estimates, our method is more direct and much…

Analysis of PDEs · Mathematics 2012-03-14 Zhen Lei , Yun Wang

We study normal diffusive and subdiffusive processes in a harmonic potential (Ornstein-Uhlenbeck process) on a uniformly growing/contracting domain. Our starting point is a recently derived fractional Fokker-Planck equation, which covers…

Statistical Mechanics · Physics 2019-07-31 F. Le Vot , S. B. Yuste , E. Abad
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