English
Related papers

Related papers: Homogenization and hypocoercivity for Fokker-Planc…

200 papers

The effect of strong shear flow on highly fluctuating lamellar systems stabilized by intermembrane collisions via the Helfrich interaction is studied. Advection enters the microscopic equation of motion for a single membrane via a…

Soft Condensed Matter · Physics 2009-11-07 Simon W. Marlow , Peter D. Olmsted

In this paper, we will consider the generalized Forchheimer flows for slightly compressible fluids. Using Muskat's and Ward's general form of Forchheimer equations, we describe the fluid dynamics by a nonlinear degenerate parabolic equation…

Numerical Analysis · Mathematics 2015-12-15 Thinh Kieu

We consider the asymptotic behavior of an evolving weakly coupled Fokker-Planck system of two equations set in a periodic environment. The magnitudes of the diffusion and the coupling are respectively proportional and inversely proportional…

Analysis of PDEs · Mathematics 2014-02-24 Sepideh Mirrahimi , Panagiotis E. Souganidis

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

Transport events in turbulent tokamak plasmas often exhibit non-local or non-diffusive action at a distance features that so far have eluded a conclusive theoretical description. In this paper a theory of non-local transport is investigated…

Plasma Physics · Physics 2015-05-27 S. Moradi , J. Anderson , B. Weyssow

We provide a mathematical analysis of appearance of the concentrations (as Dirac masses) of the solution to a Fokker-Planck system with asymmetric potentials. This problem has been proposed as a model to describe motor proteins moving along…

Analysis of PDEs · Mathematics 2007-05-23 Benoit Perthame , Panagiotis E. Souganidis

We extend the dynamic van der Waals model introduced by A. Onuki [Phys. Rev. Lett. 94, 054501 (2005)] to the description of cohesive granular flows under a plane shear to study their hydrodynamic instabilities. Numerically solving the…

Soft Condensed Matter · Physics 2026-03-26 Kuniyasu Saitoh , Satoshi Takada , Hisao Hayakawa

In {\em{Holm}, Proc. Roy. Soc. A 471 (2015)} stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics…

Analysis of PDEs · Mathematics 2017-10-25 Colin J Cotter , Georg A Gottwald , Darryl D Holm

Motivated by recent work on approximation of diffusion equations by deterministic interacting particle systems, we develop a nonlocal approximation for a range of linear and nonlinear diffusion equations and prove convergence of the method…

Analysis of PDEs · Mathematics 2024-04-05 Katy Craig , Matt Jacobs , Olga Turanova

We investigate diffusion-driven flows in a parallel-plate channel domain with linear density stratification, which arise from the combined influence of gravity and diffusion in density-stratified fluids. We compute the time-dependent…

Fluid Dynamics · Physics 2023-04-13 Lingyun Ding , Richard M. McLaughlin

We investigate numerically the influence of an homogeneous shear flow on the spinodal decomposition of a binary mixture by solving the Cahn-Hilliard equation in a two-dimensional geometry. Several aspects of this much studied problem are…

Statistical Mechanics · Physics 2009-10-31 Ludovic Berthier

We consider an abstract second order linear equation with a strong dissipation, namely a friction term which depends on a power of the "elastic" operator. In the homogeneous case, we investigate the phase spaces in which the initial value…

Analysis of PDEs · Mathematics 2014-02-27 Marina Ghisi , Massimo Gobbino , Alain Haraux

In this paper, we investigate the existence of solution for systems of Fokker-Planck equations coupled through a common nonlinear congestion. Two different kinds of congestion are considered: a porous media congestion or \textit{soft}…

Analysis of PDEs · Mathematics 2019-03-05 Maxime Laborde

Motivated by empirical data, we develop a statistical description of the queue dynamics for large tick assets based on a two-dimensional Fokker-Planck (diffusion) equation, that explicitly includes state dependence, i.e. the fact that the…

Trading and Market Microstructure · Quantitative Finance 2013-09-25 A. Gareche , G. Disdier , J. Kockelkoren , J. -P. Bouchaud

We study dispersive decay for non-autonomous Hamiltonian systems. While the general theory for dispersion in such non-autonomous systems is largely open, it was shown \cite{kraisler2025time} that there exists a time-periodically forced…

Analysis of PDEs · Mathematics 2026-03-31 Anthony Bloch , Amir Sagiv , Stefan Steinerberger

We develop a new method to solve the Fokker-Planck or Kolmogorov's forward equation that governs the time evolution of the joint probability density function of a continuous-time stochastic nonlinear system. Numerical solution of this…

Optimization and Control · Mathematics 2018-11-16 Kenneth F. Caluya , Abhishek Halder

A new model for the "rapid" part of the velocity/pressure-gradient correlation in the Reynolds averaged Navier-Stokes equations is suggested. It is shown that in an inhomogeneous incompressible turbulent flow, the model that is linear in…

Fluid Dynamics · Physics 2007-05-23 Svetlana V. Poroseva

We propose an alternative method for one-dimensional continuum diffusion models with spatially variable (heterogeneous) diffusivity. Our method, which extends recent work on stochastic diffusion, assumes the constant-coefficient homogenized…

Computational Physics · Physics 2019-12-18 Elliot J. Carr

We develop a new method for proving hypocoercivity for a large class of linear kinetic equations with only one conservation law. Local mass conservation is assumed at the level of the collision kernel, while transport involves a confining…

Analysis of PDEs · Mathematics 2010-05-11 Jean Dolbeault , Clément Mouhot , Christian Schmeiser

We introduce a fractional Fokker-Planck equation with a temporal power-law dependence on the drift force fields. For this case, the moments of the tracer from the force-force correlation in terms of the time-dependent drift force fields are…

Statistical Mechanics · Physics 2007-05-23 Kyungsik Kim , Y. S. Kong
‹ Prev 1 8 9 10 Next ›