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A kinetic-fluid model describing the evolutions of disperse two-phase flows is considered. The model consists of the Vlasov-Fokker-Planck equation for the particles (disperse phase) coupled with the compressible Navier-Stokes equations for…

Analysis of PDEs · Mathematics 2017-04-06 Fucai Li , Yanmin Mu , Dehua Wang

We present a Fokker-Planck description of supercooled colloidal systems exhibiting slow relaxation dynamics. By assuming the existence of a local quasi-equilibrium state during the relaxation of the system, we derive a non-Markovian…

Condensed Matter · Physics 2015-06-24 J. M. Rubi , I. Santamaria-Holek , A. Perez-Madrid

This article is concerned with the Schauder estimate for linear kinetic Fokker-Planck equations with H\"older continuous coefficients. This equation has an hypoelliptic structure. As an application of this Schauder estimate, we prove the…

Analysis of PDEs · Mathematics 2020-07-22 Cyril Imbert , Clément Mouhot

The smoothing effect of the Cauchy problem for a class of kinetic equations is studied. We firstly consider the spatially homogeneous non linear Landau equation with Maxwellian molecules and inhomogeneous linear Fokker-Planck equation to…

Analysis of PDEs · Mathematics 2009-11-21 Yoshinori Morimoto , Chao-Jiang Xu

Aiming to establish a rigorous link between macroscopic random motion (described e.g. by Langevin-type theories) and microscopic dynamics, we have undertaken a kinetic-theoretical study of the dynamics of a classical test-particle weakly…

Statistical Mechanics · Physics 2009-11-11 I. Kourakis , A. P. Grecos

This paper introduces a nonlinear acceleration technique that accelerates the convergence of solution of transport problems with highly forward-peaked scattering. The technique is similar to a conventional high-order/low-order (HOLO)…

Nuclear Theory · Physics 2020-05-14 J. J. Kuczek , J. K. Patel , R. Vasques

We consider a rather general class of non-local in time Fokker-Planck equations and show by means of the entropy method that as $t\to \infty$ the solution converges in $L^1$ to the unique steady state. Important special cases are the…

Analysis of PDEs · Mathematics 2018-08-03 Jukka Kemppainen , Rico Zacher

We establish a uniform-in-scaling error estimate for the asymptotic preserving scheme proposed in \cite{XW21} for the L\'evy-Fokker-Planck (LFP) equation. The main difficulties stem from not only the interplay between the scaling and…

Numerical Analysis · Mathematics 2024-01-23 Weiran Sun , Li Wang

We prove that linear collisional kinetic equations in the whole space without confinement mechanism display a long-time self-similar behaviour. This drastically improves the recently known results (decay estimates) about the solutions in…

Analysis of PDEs · Mathematics 2026-05-26 José A. Cañizo , Stéphane Mischler , Niccolò Tassi

The aim of this paper is to study the convergence of the solution of the Fokker-Planck equation to the associated stationary state when time goes to infinity. The force field which we consider here is of a general structure, that is it may…

Analysis of PDEs · Mathematics 2016-03-17 Mamadou Ndao

This minicourse contains a description of recent results on the modelling of rarefied gases in weakly non equilibrium regimes, and the numerical methods used to approximate the resulting equations. Therefore this work focuses on BGK type…

Computational Physics · Physics 2019-02-25 Gabriella Puppo

In a recent paper (Abe S 2013 Phys. Rev. E 88 022142), a variational principle has been formulated for spatiotemporally-fractional Fokker-Planck equations and applied to derivations of their approximate analytic solutions based on the…

Statistical Mechanics · Physics 2015-04-21 Sumiyoshi Abe , Akifumi Oohata

We establish existence of finite energy weak solutions to the kinetic Fokker-Planck equation and the linearized Landau equation near Maxwellian, in the presence of specular reflection boundary condition for general domains. Moreover, by…

Analysis of PDEs · Mathematics 2021-11-19 Hongjie Dong , Yan Guo , Timur Yastrzhembskiy

The fractional Fokker-Planck equation, which contains a variable diffusion coefficient, is discussed and solved. It corresponds to the L\'evy flights in a nonhomogeneous medium. For the case with the linear drift, the solution is stationary…

Statistical Mechanics · Physics 2009-06-09 Tomasz Srokowski

We provide new, mild conditions for strict stationarity and ergodicity of a class of BEKK processes. By exploiting that the processes can be represented as multivariate stochastic recurrence equations, we characterize the tail behavior of…

Statistics Theory · Mathematics 2019-02-25 Muneya Matsui , Rasmus Søndergaard Pedersen

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

The Kolmogorov-Zakharov stationary states for weak wave turbulence involve solving a leading-order kinetic equation. Recent calculations of higher-order corrections to this kinetic equation using the Martin-Siggia-Rose path integral are…

Statistical Mechanics · Physics 2025-07-15 Daniel Schubring

This note provides an introduction to molecular dynamics, the computational implementation of the theory of statistical physics. The discussion is focused on the properties of Langevin dynamics, a degenerate stochastic differential equation…

Analysis of PDEs · Mathematics 2021-12-16 Gabriel Stoltz

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

A closure for the effective relaxation time of the Boltzmann-BGK kinetic equation for fluid turbulence is presented, based on a double-averaging procedure over both kinetic and turbulent fluctuations. The resulting effective relaxation time…

Computational Physics · Physics 2020-04-29 Sauro Succi