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This paper is devoted to the construction of structure preserving stochastic Galerkin schemes for Fokker-Planck type equations with uncertainties and interacting with an external distribution, that we refer to as a background distribution.…

Numerical Analysis · Mathematics 2019-07-30 Mattia Zanella

In this work we focus on the construction of numerical schemes for the approximation of stochastic mean--field equations which preserve the nonnegativity of the solution. The method here developed makes use of a mean-field Monte Carlo…

Numerical Analysis · Mathematics 2018-05-10 J. A. Carrillo , L. Pareschi , M. Zanella

In recent years, kinetic equations have been used to model many social phenomena. A key feature of these models is that transition rate kernels involve Dirac delta functions, which capture sudden, discontinuous state changes. Here, we study…

Numerical Analysis · Mathematics 2025-12-12 Yassin Bahid , Eduardo Corona , Nancy Rodriguez

In this note we work on the construction of positive preserving numerical schemes for systems of stochastic differential equations. We use the semi discrete idea that we have proposed before proposing now a numerical scheme that preserves…

Numerical Analysis · Mathematics 2013-10-10 Nikolaos Halidias

In this work we consider an extension of a recently proposed structure preserving numerical scheme for nonlinear Fokker-Planck-type equations to the case of nonconstant full diffusion matrices. While in existing works the schemes are…

Numerical Analysis · Mathematics 2021-04-20 N. Loy , M. Zanella

Empirically derived continuum models of collective behavior among large populations of dynamic agents are a subject of intense study in several fields, including biology, engineering and finance. We formulate and study a mean-field game…

Adaptation and Self-Organizing Systems · Physics 2018-06-22 Piyush Grover , Kaivalya Bakshi , Evangelos A. Theodorou

We introduce a mean-field framework for the study of systems of interacting particles sharing a conserved quantity. The work generalises and unites the existing fields of asset-exchange models, often applied to socio-economic systems, and…

Physics and Society · Physics 2021-06-14 Dominic T Robson , Andreas CW Baas , Alessia Annibale

Rich out of equilibrium collective dynamics of strongly interacting large assemblies emerge in many areas of science. Some intriguing and not fully understood examples are the glassy arrest in atomic, molecular or colloidal systems,…

Statistical Mechanics · Physics 2023-05-03 Leticia F. Cugliandolo

We study a family of structure-preserving deterministic numerical schemes for Lindblad equations. This family of schemes has a simple form and can systemically achieve arbitrary high-order accuracy in theory. Moreover, these schemes can…

Numerical Analysis · Mathematics 2025-08-05 Yu Cao , Jianfeng Lu

We introduce a nonlinear structure preserving high-order scheme for anisotropic advection-diffusion equations. This scheme, based on Hybrid High-Order methods, can handle general meshes. It also has an entropy structure, and preserves the…

Numerical Analysis · Mathematics 2023-10-20 Julien Moatti

The construction of numerical schemes for the Kuramoto model is challenging due to the structural properties of the system which are essential in order to capture the correct physical behavior, like the description of stationary states and…

Numerical Analysis · Mathematics 2018-11-14 José A. Carrillo , Young-Pil Choi , Lorenzo Pareschi

In this paper we derive and analyse mean-field models for the dynamics of groups of individuals undergoing a random walk. The random motion of individuals is only influenced by the perceived densities of the different groups present as well…

This paper aims to construct structure-preserving numerical schemes for multi-dimensional space fractional Klein-Gordon-Schr\"{o}dinger equation, which are based on the newly developed partitioned averaged vector field methods. First, we…

Numerical Analysis · Mathematics 2019-11-27 Yayun Fu Wenjun Cai , Yushun Wang

Mean field theory is a device to analyze the collective behavior of a dynamical system comprising many interacting particles. The theory allows to reduce the behavior of the system to the properties of a handful of parameters. In neural…

Neurons and Cognition · Quantitative Biology 2022-06-10 Giancarlo La Camera

In this work we aim to highlight a close analogy between cooperative behaviors in chemical kinetics and cybernetics; this is realized by using a common language for their description, that is mean-field statistical mechanics. First, we…

Statistical Mechanics · Physics 2013-11-26 Elena Agliari , Adriano Barra , Raffaella Burioni , Aldo Di Biasio , Guido Uguzzoni

A recently proposed statistical theory of the mean fields associated with the ground and excited collective states of a generic many-body system is extended by increasing the dimensions of the P-space. In applying the new framework to…

Nuclear Theory · Physics 2009-11-07 A. De Pace , A. Molinari

Two recently proposed expressions for the computation of the entropy in the microcanonical ensemble are compared, and their equivalence is proved. These expressions are valid for a certain class of statistical mechanics systems, that can be…

Statistical Mechanics · Physics 2007-05-23 Alessandro Campa

In contrast with classical approaches, we present the project based on considering Collective Behaviours as coherent sequences of states adopted by different single systems consisting of the same elements interacting over time in different…

Adaptation and Self-Organizing Systems · Physics 2009-10-12 Gianfranco Minati

This work presents a conforming finite-element scheme for the non-isothermal Allen-Cahn-Navier-Stokes system, incorporating periodic, closed, and thermal boundary conditions. The system comprises the incompressible Navier-Stokes equations…

Numerical Analysis · Mathematics 2026-04-24 Aaron Brunk , Dennis Höhn

In this work, we develop novel structure-preserving numerical schemes for a class of nonlinear Fokker--Planck equations with nonlocal interactions. Such equations can cover many cases of importance, such as porous medium equations with…

Numerical Analysis · Mathematics 2020-08-18 Chenghua Duan , Wenbin Chen , Chun Liu , Xingye Yue , Shenggao Zhou
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