Related papers: Well posedness and Maximum Entropy Approximation f…
We derive the exact evolution equation for the probability density function of particle displacements generated by arbitrary Gaussian velocity processes, when neither Markovianity and nor stationarity are assumed. Starting from the…
We propose fractional Fokker-Planck equation for the kinetic description of relaxation and superdiffusion processes in constant magnetic and random electric fields. We assume that the random electric field acting on a test charged particle…
We present a general framework in which we can accurately describe the non-equilibrium dynamics of trapped atomic gases. This is achieved by deriving a single Fokker-Planck equation for the gas. In this way we are able to discuss not only…
We study the nonlinear Fokker-Planck equation on graphs, which is the gradient flow in the space of probability measures supported on the nodes with respect to the discrete Wasserstein metric. The energy functional driving the gradient flow…
We have previously shown an analysis of our dimer model in the over-damped regime to show directed transport in equilibrium. Here we analyze the full model with inertial terms present to establish the same result. First we derive the…
We propose a unified method for the large space-time scaling limit of \emph{linear} collisional kinetic equations in the whole space. The limit is of \emph{fractional} diffusion type for heavy tail equilibria with slow enough decay, and of…
We address the issue of the proximity of interacting diffusion models on large graphs with a uniform degree property and a corresponding mean field model, i.e. a model on the complete graph with a suitably renormalized interaction…
This paper is concerned with finding Fokker-Planck equations in $\mathbb{R}^d$ with the fastest exponential decay towards a given equilibrium. For a prescribed, anisotropic Gaussian we determine a non-symmetric Fokker-Planck equation with…
Motivated by modeling transport processes in the growth of neurons, we present results on (nonlinear) Fokker-Planck equations where the total mass is not conserved. This is either due to in- and outflow boundary conditions or to spatially…
We address the numerical solution via Galerkin type methods of the Monge-Amp\`ere equation with transport boundary conditions arising in optimal mass transport, geometric optics and computational mesh or grid movement techniques. This fully…
This article studies a Fokker-Planck type equation of fractional diffusion with conservative drift $\partial$f/$\partial$t = $\Delta$^($\alpha$/2) f + div(Ef), where $\Delta$^($\alpha$/2) denotes the fractional Laplacian and E is a…
We show that even though the Discontinuous Galerkin Spectral Element Method is stable for hyperbolic boundary-value problems, and the overset domain problem is well-posed in an appropriate norm, the energy of the approximation of the latter…
We formulate a compounded random walk that is physically well defined on both finite and infinite domains, and samples space-dependent forces throughout jumps. The governing evolution equation for the walk limits to a space-fractional…
We develop a continuous-time model for the long-term dynamics of adaptive stochastic optimization, focusing on bias-corrected Adam-type methods. Starting from a finite-sum setting, we identify a canonical scaling of learning rates, decay…
We present the quantitative method of the recent work arXiv:2209.09340 in a simple setting, together with a compactness argument that was not included in arXiv:2209.09340 and has interest per se. We are concerned with the exponential…
The Becker-D\"oring equations are an infinite dimensional system of ordinary differntial equations describing coagulation/fragmentation processes of species of integer sizes. Formal Taylor expansions motivate that its solution should be…
We consider a stochastic logistic growth model involving both birth and death rates in the drift and diffusion coefficients for which extinction eventually occurs almost surely. The associated complete Fokker-Planck equation describing the…
In this paper, we study the asymptotic behavior of a class of nonlinear Fokker-Planck type equations in a bounded domain with periodic boundary conditions. The system is motivated by our study of grain boundary dynamics, especially under…
Typically, aggregation-diffusion is modeled by parabolic equations that combine linear or nonlinear diffusion with a Fokker-Planck convection term. Under very general suitable assumptions, we prove that radial solutions of the evolution…
The algorithm for the DPD fluid, the dynamics of which is conceptually a combination of molecular dynamics, Brownian dynamics and lattice gas automata, is designed for simulating rheological properties of complex fluids on hydrodynamic time…