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Einstein's kinetic theory of the Brownian motion, based upon light water molecules continuously bombarding a heavy pollen, provided an explanation of diffusion from the Newtonian mechanics. Since the discovery of quantum mechanics it has…

Mathematical Physics · Physics 2010-09-07 Laszlo Erdos

We propose a gradient flow perspective to the spatially homogeneous Landau equation for soft potentials. We construct a tailored metric on the space of probability measures based on the entropy dissipation of the Landau equation. Under this…

Analysis of PDEs · Mathematics 2024-05-22 José A. Carrillo , Matias G. Delgadino , Laurent Desvillettes , Jeremy S. H. Wu

This article is devoted to Feller's diffusion equation which arises naturally in probabilities and physics (e.g. wave turbulence theory). If discretized naively, this equation may represent serious numerical difficulties since the diffusion…

Analysis of PDEs · Mathematics 2020-05-26 Denys Dutykh

In this paper we study a stochastic differential equation driven by a fractional Brownian motion with a discontinuous coefficient. We also give an approximation to the solution of the equation. This is a first step to define a fractional…

Probability · Mathematics 2016-07-25 Johanna Garzón , Jorge A. León , Soledad Torres

We consider bifurcation of solutions from a given trivial branch for a class of strongly indefinite elliptic systems via the spectral flow. Our main results establish bifurcation invariants that can be obtained from the coefficients of the…

Analysis of PDEs · Mathematics 2015-12-15 Nils Waterstraat

We develop a systematic method to obtain the solution of the collisionless Boltzmann equation which describes the growth of large-scale structures as a perturbative series over the initial density perturbations. We give an explicit…

Astrophysics · Physics 2009-11-06 P. Valageas

We propose a seamless multiscale method which approximates the macroscopic behavior of the passive advection-diffusion equations with steady incompressible velocity fields with multi-spatial scales. The method uses decompositions of the…

Numerical Analysis · Mathematics 2016-06-22 Yoonsang Lee , Bjorn Engquist

Various results for higher-order perturbative calculations in the gradient-flow formalism are reviewed, including the gradient-flow beta function and the small-flow-time expansion of the hadronic vacuum polarization and the energy-momentum…

High Energy Physics - Lattice · Physics 2024-11-21 Robert Harlander

By using the Malliavin calculus and solving a control problem, Bismut type derivative formulae are established for a class of degenerate diffusion semigroups with non-linear drifts. As applications, explicit gradient estimates and Harnack…

Probability · Mathematics 2012-03-13 Feng-Yu Wang , Xi-Cheng Zhang

We discuss the Carleman linearization approach to the quantum simulation of classical fluids based on Grad's generalized hydrodynamics and compare it to previous investigations based on lattice Boltzmann and Navier-Stokes formulations. We…

Quantum Physics · Physics 2024-06-04 Claudio Sanavio , Enea Mauri , Sauro Succi

We show that degenerate nonlinear diffusion equations can be asymptotically obtained as a limit from a class of nonlocal partial differential equations. The nonlocal equations are obtained as gradient flows of interaction-like energies…

Analysis of PDEs · Mathematics 2023-10-12 José Antonio Carrillo , Antonio Esposito , Jeremy Sheung-Him Wu

We will revisit the classical questions of understanding the statistics of various deterministic dynamics of $N$ hard spheres of diameter $\varepsilon$ with random initial data in the Boltzmann-Grad scaling as $\varepsilon$ tends to zero…

Analysis of PDEs · Mathematics 2024-05-08 Karsten Matthies , Theodora Syntaka

In this paper we study a gradient flow approach to the problem of quantization of measures in one dimension. By embedding our problem in $L^2$, we find a continuous version of it that corresponds to the limit as the number of particles…

Analysis of PDEs · Mathematics 2016-01-26 Emanuele Caglioti , François Golse , Mikaela Iacobelli

In this paper we develop a class of Implicit-Explicit Runge-Kutta schemes for solving the multi-scale semiconductor Boltzmann equation. The relevant scale which characterizes this kind of problems is the diffusive scaling. This means that,…

Numerical Analysis · Mathematics 2016-08-24 G. Dimarco , L. Pareschi , V. Rispoli

We generalize the method of obtaining the fundamental linear partial differential equations such as the diffusion and Schrodinger equation, Dirac and telegrapher's equation from a simple stochastic consideration to arrive at certain…

Mathematical Physics · Physics 2008-11-26 Karmadeva Maharana

We present a robust scheme for solving the electrokinetic equations. This goal is achieved by combining the lattice-Boltzmann method (LB) with a discrete solution of the convection-diffusion equation for the different charged and neutral…

Statistical Mechanics · Physics 2009-11-10 Fabrizio Capuani , Ignacio Pagonabarraga , Daan Frenkel

Diffusion phenomena in a multiple component lattice Boltzmann Equation (LBE) model are discussed in detail. The mass fluxes associated with different mechanical driving forces are obtained using a Chapman-Enskog analysis. This model is…

comp-gas · Physics 2009-10-28 Xiaowen Shan , Gary Doolen

High-dimensional fractional reaction-diffusion equations have numerous applications in the fields of biology, chemistry, and physics, and exhibit a range of rich phenomena. While classical algorithms have an exponential complexity in the…

Quantum Physics · Physics 2026-01-21 Dong An , Konstantina Trivisa

A non-linear differential equation arising from a stochastic process known as branching Brownian motion is considered. We find an explicit solution and show the uniqueness of the solution under some boundedness conditions using…

Probability · Mathematics 2022-10-27 Erfan Salavati

We derive the hydrodynamic limit of a kinetic equation where the interactions in velocity are modelled by a linear operator (Fokker-Planck or Linear Boltzmann) and the force in the Vlasov term is a stochastic process with high amplitude and…

Analysis of PDEs · Mathematics 2020-03-23 Arnaud Debussche , Julien Vovelle