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A Lagrangian numerical scheme for solving nonlinear degenerate Fokker-Planck equations in space dimensions $d\ge2$ is presented. It applies to a large class of nonlinear diffusion equations, whose dynamics are driven by internal energies…

Numerical Analysis · Mathematics 2018-06-18 José A. Carrillo , Bertram Düring , Daniel Matthes , David S. McCormick

The formation and evolution of protoplanetary systems, the breeding grounds of planet formation, is a complex dynamical problem that involves many orders of magnitudes. To serve this purpose, we present a new hybrid algorithm that combines…

Earth and Planetary Astrophysics · Physics 2011-06-01 Patrick Glaschke , Pau Amaro-Seoane , Rainer Spurzem

Using the generalized Kolmogorov-Feller equation with long-range interaction, we obtain kinetic equations with fractional derivatives with respect to coordinates. The method of successive approximations with the averaging with respect to…

Classical Physics · Physics 2015-05-13 Vasily E. Tarasov , George M. Zaslavsky

We study numerical methods for the nonlinear partial differential equation that governs the motion of level sets by affine curvature. We show that standard finite difference schemes are nonlinearly unstable. We build convergent finite…

Numerical Analysis · Mathematics 2016-11-01 Adam M. Oberman , Tiago Salvador

Understanding the realization of thermal equilibrium through the thermalization process in a many-body system is a fundamental and complex scientific question, bridging thermodynamics and classical dynamics and connecting to a host of…

Statistical Mechanics · Physics 2026-04-07 Zhenwei Yao

The Fokker action governing the motion of compact binary systems without spins is derived in harmonic coordinates at the fourth post-Newtonian approximation (4PN) of general relativity. Dimensional regularization is used for treating the…

General Relativity and Quantum Cosmology · Physics 2016-04-26 Laura Bernard , Luc Blanchet , Alejandro Bohé , Guillaume Faye , Sylvain Marsat

We present a new approach to analyze homogeneous nucleation based on non-equilibrium thermodynamics. The starting point is the formulation of a Gibbs equation for the variations of the entropy of the system, whose state is characterized by…

Condensed Matter · Physics 2007-05-23 D. Reguera Lopez , J. M. Rubi , A. Perez-Madrid

In this paper, we introduce and analyse numerical schemes for the homogeneous and the kinetic L\'evy-Fokker-Planck equation. The discretizations are designed to preserve the main features of the continuous model such as conservation of…

Numerical Analysis · Mathematics 2022-07-26 Nathalie Ayi , Maxime Herda , Hélène Hivert , Isabelle Tristani

The issue of the relaxation to equilibrium has been at the core of the kinetic theory of rarefied gas dynamics. In the paper, we introduce the Deep Neural Network (DNN) approximated solutions to the kinetic Fokker-Planck equation in a…

Numerical Analysis · Mathematics 2020-07-15 Hyung Ju Hwang , Jin Woo Jang , Hyeontae Jo , Jae Yong Lee

Identification of nonlinear dynamical systems is crucial across various fields, facilitating tasks such as control, prediction, optimization, and fault detection. Many applications require methods capable of handling complex systems while…

Machine Learning · Statistics 2024-11-05 Luc Brogat-Motte , Riccardo Bonalli , Alessandro Rudi

Structures of quantum Fokker-Planck equations are characterized with respect to the properties of complete positivity, covariance under symmetry transformations and satisfaction of equipartition, referring to recent mathematical work on…

Quantum Physics · Physics 2009-11-07 Bassano Vacchini

There has been recent interest in the relaxational modes of small-scale fully connected systems of aligning self-propelled particles (Spera et al., Phys. Rev. Lett. {\bf 132}: 078301 (2024)). We revisit the classical connection between…

Statistical Mechanics · Physics 2026-03-25 Tara Steinhöfel , Horst-Holger Boltz , Thomas Ihle

This paper proposes a one-dimensional lattice model with long-range interactions which, in the continuum, keeps its nonlocal behaviour. In fact, the long-time evolution of the localized waves is governed by an asymptotic equation of the…

Exactly Solvable and Integrable Systems · Physics 2009-11-07 T. Ioannidou , J. Pouget , E. Aifantis

A particle system with a single locally-conserved field (density) in a bounded interval with different densities maintained at the two endpoints of the interval is under study here. The particles interact in the bulk through a long range…

Probability · Mathematics 2012-10-02 Mustapha Mourragui , Enza Orlandi

In this paper the spatial-temporal dynamics of the members of interacting populations is described by nonlinear partial differential equations. We consider the migration as a diffusion process influenced by the changing values of the birth…

Exactly Solvable and Integrable Systems · Physics 2012-08-28 Ivan jordanov , Nikolay K. Vitanov , Elena Nikolova

Inspired by the modeling of grain growth in polycrystalline materials, we consider a nonlinear Fokker-Plank model, with inhomogeneous diffusion and with variable mobility parameters. We develop large time asymptotic analysis of such…

Analysis of PDEs · Mathematics 2022-06-24 Yekaterina Epshteyn , Chang Liu , Chun Liu , Masashi Mizuno

Diffusion theory establishes a fundamental connection between stochastic differential equations and partial differential equations. The solution of a partial differential equation known as the Fokker-Planck equation describes the…

Probability · Mathematics 2025-10-24 Carlos Escudero , Helder Rojas

Aim of this note is to analyse branching Brownian motion within the class of models introduced in the recent paper [4] and called chemical diffusion master equations. These models provide a description for the probabilistic evolution of…

Probability · Mathematics 2024-01-23 Alberto Lanconelli , Berk Tan Perçin

A structure of generator of a quantum dynamical semigroup for the dynamics of a test particle interacting through collisions with the environment is considered, which has been obtained from a microphysical model. The related master-equation…

Quantum Physics · Physics 2007-05-23 Bassano Vacchini

The stochastic differential equations for a model of dissipative particle dynamics with both total energy and total momentum conservation in the particle-particle interactions are presented. The corresponding Fokker-Planck equation for the…

Statistical Mechanics · Physics 2009-10-30 J. Bonet Avalos , A. D. Mackie
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