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Related papers: Structure-Preserving Numerical Methods for Nonline…

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In this paper we focus on the construction of numerical schemes for nonlinear Fokker-Planck equations that preserve the structural properties, like non negativity of the solution, entropy dissipation and large time behavior. The methods…

Numerical Analysis · Mathematics 2017-11-13 Lorenzo Pareschi , Mattia Zanella

In this work we consider an extension of a recently proposed structure preserving numerical scheme for nonlinear Fokker-Planck-type equations to the case of nonconstant full diffusion matrices. While in existing works the schemes are…

Numerical Analysis · Mathematics 2021-04-20 N. Loy , M. Zanella

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

In this work, we are concerned with the Fokker-Planck equations associated with the Nonlinear Noisy Leaky Integrate-and-Fire model for neuron networks. Due to the jump mechanism at the microscopic level, such Fokker-Planck equations are…

Numerical Analysis · Mathematics 2020-10-12 Jingwei Hu , Jian-Guo Liu , Yantong Xie , Zhennan Zhou

We propose fully discrete, implicit-in-time finite-volume schemes for a general family of non-linear and non-local Fokker-Planck equations with a gradient-flow structure, usually known as aggregation-diffusion equations, in any dimension.…

Numerical Analysis · Mathematics 2020-09-29 Rafael Bailo , Jose A. Carrillo , Jingwei Hu

This paper is concerned with structure-preserving numerical approximations for a class of nonlinear nonlocal Fokker-Planck equations, which admit a gradient flow structure and find application in diverse contexts. The solutions,…

Numerical Analysis · Mathematics 2024-03-26 José A. Carrillo , Hailiang Liu , Hui Yu

We consider numerical methods for the Poisson-Nernst-Planck-Cahn-Hilliard (PNPCH) equations with steric interactions. We propose a novel energy stable numerical scheme that respects mass conservation and positivity at the discrete level.…

Numerical Analysis · Mathematics 2021-02-03 Yiran Qian , Cheng Wang , Shenggao Zhou

We study numerical methods for porous media equation (PME). There are two important characteristics: the finite speed propagation of the free boundary and the potential waiting time, which make the problem not easy to handle. Based on…

Numerical Analysis · Mathematics 2019-03-27 Chenghua Duan , Chun Liu , Cheng Wang , Xingye Yue

We propose a numerical method for the Vlasov-Poisson-Fokker-Planck model written as an hyperbolic system thanks to a spectral decomposition in the basis of Hermite functions with respect to the velocity variable and a structure preserving…

Numerical Analysis · Mathematics 2026-04-08 Alain Blaustein , Francis Filbet

In this work, we aim at constructing numerical schemes, that are as efficient as possible in terms of cost and conservation of invariants, for the Vlasov--Fokker--Planck system coupled with Poisson or Amp\`ere equation. Splitting methods…

Numerical Analysis · Mathematics 2023-06-13 Ibrahim Almuslimani , Nicolas Crouseilles

In this paper, we introduce and analyze a class of numerical schemes that demonstrate remarkable superiority in terms of efficiency, the preservation of positivity, energy stability, and high-order precision to solve the time-dependent…

Numerical Analysis · Mathematics 2025-07-01 Waixiang Cao , Yuzhe Qin , Minqiang Xu

In this paper, we introduce second order and fourth order space discretization via finite difference implementation of the finite element method for solving Fokker-Planck equations associated with irreversible processes. The proposed…

Numerical Analysis · Mathematics 2023-10-12 Chen Liu , Yuan Gao , Xiangxiong Zhang

This paper is devoted to the construction of structure preserving stochastic Galerkin schemes for Fokker-Planck type equations with uncertainties and interacting with an external distribution, that we refer to as a background distribution.…

Numerical Analysis · Mathematics 2019-07-30 Mattia Zanella

We introduce a novel spatio-temporal discretization for nonlinear Fokker-Planck equations on the multi-dimensional unit cube. This discretization is based on two structural properties of these equations: the first is the representation as a…

Numerical Analysis · Mathematics 2016-01-11 Oliver Junge , Daniel Matthes , Horst Osberger

In this work, we introduce semi-implicit or implicit finite difference schemes for the continuity equation with a gradient flow structure. Examples of such equations include the linear Fokker-Planck equation and the Keller-Segel equations.…

Numerical Analysis · Mathematics 2022-03-25 Jingwei Hu , Xiangxiong Zhang

In this work, we present a second-order numerical scheme to address the solution of optimal control problems constrained by the evolution of nonlinear Fokker-Planck equations arising from socio-economic dynamics. In order to design an…

Numerical Analysis · Mathematics 2025-10-20 Giacomo Albi , Elisa Calzola

The Fokker-Planck equations for stochastic dynamical systems, with non-Gaussian $\alpha-$stable symmetric L\'evy motions, have a nonlocal or fractional Laplacian term. This nonlocality is the manifestation of the effect of non-Gaussian…

Numerical Analysis · Mathematics 2013-10-30 Ting Gao , Jinqiao Duan , Xiaofan Li

The porous medium equation (PME) is a typical nonlinear degenerate parabolic equation. We have studied numerical methods for PME by an energetic variational approach in [C. Duan et al, J. Comput. Phys., 385 (2019) 13-32], where the…

Numerical Analysis · Mathematics 2019-10-11 Chenghua Duan , Chun Liu , Cheng Wang , Xingye Yue

The analysis of structure-preserving numerical methods for the Poisson--Nernst--Planck (PNP) system has attracted growing interests in recent years. In this work, we provide an optimal rate convergence analysis and error estimate for finite…

Numerical Analysis · Mathematics 2022-02-23 Jie Ding , Cheng Wang , Shenggao Zhou

In this paper we propose and analyze a finite difference numerical scheme for the Poisson-Nernst-Planck equation (PNP) system. To understand the energy structure of the PNP model, we make use of the Energetic Variational Approach (EnVarA),…

Numerical Analysis · Mathematics 2020-09-18 Chun Liu , Cheng Wang , Steven M. Wise , Xingye Yue , Shenggao Zhou
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