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We propose a discrete lattice version of the Fokker-Planck kinetic equation along lines similar to the Lattice-Boltzmann scheme. Our work extends an earlier one-dimensional formulation to arbitrary spatial dimension $D$. A generalized…

Statistical Mechanics · Physics 2009-11-11 Daniele Moroni , Benjamin Rotenberg , Jean-Pierre Hansen , Sauro Succi , Simone Melchionna

In this paper, we present a robust and fully discretized method for solving the time fractional diffusion equation with high-contrast multiscale coefficients. We establish the homogenized equation using a multicontinuum approach and employ…

Numerical Analysis · Mathematics 2025-07-30 Yifei Gao , Yating Wang , Wing Tat Leung , Zhengya Yang

We study time averages for the norm of solutions to kinetic Fokker--Planck equations associated with general Hamiltonians. We provide fully explicit and constructive decay estimates for systems subject to a confining potential, allowing…

Analysis of PDEs · Mathematics 2025-11-06 Giovanni Brigati , Gabriel Stoltz

In this article we investigate hypocoercivity of Langevin-type dynamics in nonlinear smooth geometries. The main result stating exponential decay to an equilibrium state with explicitly computable rate of convergence is rooted in an…

Probability · Mathematics 2020-06-23 Martin Grothaus , Maximilian Mertin

This paper focuses on finding an approximate solution of a kind of Fokker-Planck equation with time-dependent perturbations. A formulation of the approximate solution of the equation is constructed, and then the existence of the formulation…

Probability · Mathematics 2025-09-12 Yan Luo , Kaicheng Sheng

We address the well-posedness of subelliptic Fokker-Planck equations arising from stochastic control problems, as well as the properties of the associated diffusion processes. Here, the main difficulty arises from the possible polynomial…

Analysis of PDEs · Mathematics 2024-11-06 Lucia Caramellino , Cristian Mendico

We propose to analyse the discretization of the Stokes problem with nonconforming finite elements in light of the T-coercivity (cf. [1] for Helmholtz-like problems, see [2], [3] and [4] for the neutron diffusion equation). We propose…

Analysis of PDEs · Mathematics 2022-11-03 Erell Jamelot

In this paper we study the dynamics of a fast-slow Fokker-Planck partial differential equation (PDE) viewed as the evolution equation for the density of a multiscale planar stochastic differential equation (SDE). Our key focus is on the…

Analysis of PDEs · Mathematics 2025-02-03 Christian Kuehn , Jan-Eric Sulzbach

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…

Statistical Mechanics · Physics 2011-08-16 A. Bhattacharyay

We propose an approach to obtaining explicit estimates on the resolvent of hypocoercive operators by using Schur complements, rather than from an exponential decay of the evolution semigroup combined with a time integral. We present…

Analysis of PDEs · Mathematics 2021-09-13 E. Bernard , M. Fathi , A. Levitt , G. Stoltz

We show existence and uniqueness of a stationary state for a kinetic Fokker-Planck equation modelling the fibre lay-down process in the production of non-woven textiles. Following a micro-macro decomposition, we use hypocoercivity…

Analysis of PDEs · Mathematics 2017-04-17 Emeric Bouin , Franca Hoffmann , Clément Mouhot

The discrete ordinates method can model forward-peaked transport problems accurately. However, convergence of discrete ordinates solution can become arbitrarily slow upon use of standard iterative procedures like source iteration and GMRES.…

Computational Physics · Physics 2019-07-31 Japan K. Patel , James S. Warsa , Anil K. Prinja

We develop a recursive method for perturbative solutions of the Fokker-Planck equation with nonlinear drift. The series expansion of the time-dependent probability density in terms of powers of the coupling constant is obtained by solving a…

Statistical Mechanics · Physics 2009-12-06 Jens Dreger , Axel Pelster , Bodo Hamprecht

We prove the convergence of certain second-order numerical methods to weak solutions of the Navier-Stokes equations satisfying in addition the local energy inequality, and therefore suitable in the sense of Scheffer and…

Numerical Analysis · Mathematics 2022-03-02 Luigi C. Berselli , Stefano Spirito

This paper develops a class of robust weak Galerkin methods for the stationary incompressible convective Brinkman-Forchheimer equations. The methods adopt piecewise polynomials of degrees $m\ (m\geq1)$ and $m-1$ respectively for the…

Numerical Analysis · Mathematics 2024-01-30 X. J. Wang , X. P. Xie

This paper studies convergence to equilibrium for the spatially inhomogeneous linear relaxation Boltzmann equation in Boltzmann entropy and related entropy functionals the $p$-entropies. Villani proved in \cite{V09} entropic hypocoercivity…

Analysis of PDEs · Mathematics 2019-07-30 Josephine Evans

We discuss diffusion of particles in a spatially inhomogeneous medium. From the microscopic viewpoint we consider independent particles randomly evolving on a lattice. We show that the reversibility condition has a discrete geometric…

Statistical Mechanics · Physics 2018-11-14 Daniele Andreucci , Emilio N. M. Cirillo , Matteo Colangeli , Davide Gabrielli

We develop a general technique to prove uniqueness of solutions for Fokker--Planck equations on infinite dimensional spaces. We illustrate this method by implementing it for Fokker--Planck equations in Hilbert spaces with Kolmogorov…

Probability · Mathematics 2018-06-18 Vladimir Bogachev , Giuseppe Da Prato , Michael Röckner

This work aims to construct an efficient and highly accurate numerical method to address the time singularity at $t=0$ involved in a class of time-fractional parabolic integro-partial differential equations in one and two dimensions. The…

Numerical Analysis · Mathematics 2024-09-27 Sudarshan Santra , Ratikanta Behera

This paper presents a new numerical method for the compressible Navier-Stokes equations governing the flow of an ideal isentropic gas. To approximate the continuity equation, the method utilizes a discontinuous Galerkin discretization on…

Numerical Analysis · Mathematics 2012-06-21 Trygve K. Karper
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