English
Related papers

Related papers: Diffusion approximation for Fokker Planck with hea…

200 papers

In this paper, we extend the spectral method developed [Dechicha and Puel, 2023] to any dimension $d\geqslant 1$, in order to construct an eigen-solution for the Fokker-Planck operator with heavy tail equilibria, of the form…

Analysis of PDEs · Mathematics 2024-12-03 Dahmane Dechicha , Marjolaine Puel

This paper is devoted to the study of a kinetic Fokker-Planck equation with general heavy-tailed equilibrium without an explicit formula, such as $C_\beta \langle v \rangle^{-\beta}$, in particular non-symmetric and non-centred. This work…

Probability · Mathematics 2024-12-03 Dahmane Dechicha

This paper is devoted to the construction of an \emph{eigen-solution} for the Fokker-Planck operator with heavy tail equilibrium. We propose an \textit{alternative} method in dimension 1, which will be generalizable in higher dimension. The…

Analysis of PDEs · Mathematics 2023-03-14 Dahmane Dechicha , Marjolaine Puel

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…

Analysis of PDEs · Mathematics 2023-02-22 Emeric Bouin , Clément Mouhot

We investigate the fractional diffusion limit of a Linear Boltzmann equation with heavy-tailed velocity equilibrium in a half-space with Maxwell boundary conditions. We derive a new confined version of the fractional Laplacian and show…

Analysis of PDEs · Mathematics 2022-10-06 Ludovic Cesbron

The problem of diffusion in a time-dependent (and generally inhomogeneous) external field is considered on the basis of a generalized master equation with two times, introduced in [1,2]. We consider the case of the quasi Fokker-Planck…

Statistical Mechanics · Physics 2015-05-18 S. A. Trigger , G. J. F. van Heijst , O. F. Petrov , P. P. J. M. Schram

We derive a diffusion approximation for the kinetic Vlasov-Fokker-Planck equation in bounded spatial domains with specular reflection type boundary conditions. The method of proof involves the construction of a particular class of test…

Analysis of PDEs · Mathematics 2017-01-06 Ludovic Cesbron , Harsha Hutridurga

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…

Analysis of PDEs · Mathematics 2020-01-22 Laurent Lafleche

Diffusion coefficients of energetic charged particles in turbulent magnetic fields are a fundamental aspect of diffusive transport theory but remain incompletely understood. In this work, we use quasi-linear theory to evaluate the spatial…

Solar and Stellar Astrophysics · Physics 2024-03-19 Xiaohang Chen , Joe Giacalone , Fan Guo , Kristopher G. Klein

The generalized master equation with two times, introduced in earlier, applies to the problem of diffusion in an time-dependent (in general inhomogeneous) external field. We consider the case of the quasi Fokker-Planck approximation, when…

Soft Condensed Matter · Physics 2007-05-23 S. A. Trigger

We study the formation and the evolution of velocity distribution tails for systems with long-range interactions. In the thermal bath approximation, the evolution of the distribution function of a test particle is governed by a…

Statistical Mechanics · Physics 2009-11-11 Pierre-Henri Chavanis , Mohammed Lemou

The diffusion approximation to the Fokker-Planck equation is commonly used to model the transport of solar energetic particles in interplanetary space. In this study, we present exact analytical predictions of a higher order telegraph…

Space Physics · Physics 2014-10-07 Frederic Effenberger , Yuri E. Litvinenko

We examine a family of microscopic models of plasmas, with a parameter $\alpha$ comparing the typical distance between collisions to the strength of the grazing collisions. These microscopic models converge in distribution, in the weak…

Mathematical Physics · Physics 2009-05-06 Kay Kirkpatrick

We prove stability estimates for the spatially discrete, Galerkin solution of a fractional Fokker-Planck equation, improving on previous results in several respects. Our main goal is to establish that the stability constants are bounded…

Numerical Analysis · Mathematics 2022-08-09 William McLean , Kassem Mustapha

We consider the modeling of light beams propagating in highly forward-peaked turbulent media by fractional Fokker-Planck equations and their approximations by fractional Fermi pencil-beam models. We obtain an error estimate in a…

Analysis of PDEs · Mathematics 2020-12-04 Guillaume Bal , Benjamin Palacios

We consider a particle living in $\mathbb{R}_+$, whose velocity is a positive recurrent diffusion with heavy-tailed invariant distribution when the particle lives in $(0,\infty)$. When it hits the boundary $x=0$, the particle restarts with…

Probability · Mathematics 2023-10-24 Loïc Béthencourt

A fractional diffusion equation with advection term is rigorously derived from a kinetic transport model with a linear turning operator, featuring a fat-tailed equilibrium distribution and a small directional bias due to a given vector…

Analysis of PDEs · Mathematics 2015-10-19 Pedro Aceves-Sanchez , Christian Schmeiser

This paper presents an improved exponential tail bound for Beta distributions, refining a result in [15]. This improvement is achieved by interpreting their bound as a regular Kullback-Leibler (KL) divergence one, while introducing a…

Probability · Mathematics 2025-08-12 Pierre Perrault

We consider a Langevin equation with variable drift and diffusion coefficients separable in time and space and its corresponding Fokker-Planck equation in the Stratonovich approach. From this Fokker-Planck equation we obtain a class of…

Statistical Mechanics · Physics 2011-07-06 Kwok Sau Fa

We describe conditions on non-gradient drift diffusion Fokker-Planck equations for its solutions to converge to equilibrium with a uniform exponential rate in Wasserstein distance. This asymptotic behaviour is related to a functional…

Probability · Mathematics 2012-09-19 François Bolley , Ivan Gentil , Arnaud Guillin
‹ Prev 1 2 3 10 Next ›