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Related papers: Homogenization and hypocoercivity for Fokker-Planc…

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In this paper, we study the hypocoercivity for a class of linear kinetic equations with both transport and degenerately dissipative terms. As concrete examples, the relaxation operator, Fokker-Planck operator and linearized Boltzmann…

Analysis of PDEs · Mathematics 2009-12-10 Renjun Duan

We consider the so-called spatially homogenous Kolmogorov-Vicsek model, a non-linear Fokker-Planck equation of self-driven stochastic particles with orientation interaction under the space-homogeneity. We prove the global existence and…

Analysis of PDEs · Mathematics 2015-09-10 Alessio Figalli , Moon-Jin Kang , Javier Morales

We first prove a homogenization result for the fundamental solution of the linear kinetic Fokker Planck equation. We show that this solution converges, in an averaged $L^2$ sense, to the fundamental solution of an effective heat equation…

Analysis of PDEs · Mathematics 2026-04-28 Philip Gaddy

In this letter, we discuss how flow inhomogeneity affects the self-diffusion behavior in granular flows. Whereas self-diffusion scalings have been well characterized in the past for homogeneous shearing, the effect of shear localization and…

Soft Condensed Matter · Physics 2022-09-26 Riccardo Artoni , Michele Larcher , James Jenkins , Patrick Richard

We derive the hydrodynamic limit of a kinetic equation where the interactions in velocity are modelled by a linear operator (Fokker-Planck or Linear Boltzmann) and the force in the Vlasov term is a stochastic process with high amplitude and…

Analysis of PDEs · Mathematics 2020-03-23 Arnaud Debussche , Julien Vovelle

The spatially homogeneous Vlasov-Nordstr\"{o}m-Fokker-Planck system is known to exhibit nontrivial large time behavior, naturally leading to weak diffusion of the Fokker-Planck operator. This weak diffusion, combined with the singularity of…

Analysis of PDEs · Mathematics 2024-09-10 Shengchuang Chang , Shuangqian Liu , Tong Yang

Wasserstein gradient flows provide a powerful means of understanding and solving many diffusion equations. Specifically, Fokker-Planck equations, which model the diffusion of probability measures, can be understood as gradient descent over…

Machine Learning · Computer Science 2021-10-26 Petr Mokrov , Alexander Korotin , Lingxiao Li , Aude Genevay , Justin Solomon , Evgeny Burnaev

This paper investigates the global well-posedness and large-time behavior of solutions for a coupled fluid model in $\mathbb{R}^3$ consisting of the isothermal compressible Euler-Poisson system and incompressible Navier-Stokes equations…

Analysis of PDEs · Mathematics 2024-05-29 Young-Pil Choi , Houzhi Tang , Weiyuan Zou

The Fokker-Planck equation with diffusion coefficient quadratic in space variable, linear drift coefficient, and nonlocal nonlinearity term is considered in the framework of a model of analysis of asset returns at financial markets. For…

Computational Finance · Quantitative Finance 2008-12-10 Alexander Shapovalov , Andrey Trifonov , Elena Masalova

This paper is devoted to the homogenization of Shr\"odinger type equations with periodically oscillating coefficients of the diffusion term, and a rapidly oscillating periodic time-dependent potential. One convergence theorem is proved and…

Analysis of PDEs · Mathematics 2016-11-29 Lazarus Signing

The addition of suitable volume forces to the Navier-Stokes equation allows to simulate flows in the presence of a homogeneous shear. Because of the explicit form of the driving the flows are accessible to rigorous mathematical treatment…

Chaotic Dynamics · Physics 2014-11-18 Bruno Eckhardt , Andreas Dietrich , Arne Jachens , Joerg Schumacher

The Fokker--Planck Equation can be used in a partially-coherent imaging context to model the evolution of the intensity of a paraxial x-ray wave field with propagation. This forms a natural generalisation of the transport-of-intensity…

Optics · Physics 2021-11-16 David M. Paganin , Kaye S. Morgan

We propose a seamless multiscale method which approximates the macroscopic behavior of the passive advection-diffusion equations with steady incompressible velocity fields with multi-spatial scales. The method uses decompositions of the…

Numerical Analysis · Mathematics 2016-06-22 Yoonsang Lee , Bjorn Engquist

This paper is devoted to the linearized Vlasov-Poisson-Fokker-Planck system in presence of an external potential of confinement. We investigate the large time behaviour of the solutions using hypocoercivity methods and a notion of scalar…

Analysis of PDEs · Mathematics 2021-05-11 Lanoir Addala , Jean Dolbeault , Xingyu Li , Mohamed Lazhar Tayeb

We rigorously derive a homogenized model for the Poisson--Nernst--Planck (PNP) equations for the case of multiple species defined on a periodic porous medium in spatial dimensions two and three. This extends the previous homogenization…

Analysis of PDEs · Mathematics 2026-02-02 Apratim Bhattacharya

We investigate the well-posedness of a coupled Navier-Stokes-Fokker-Planck system with a time-fractional derivative. Such systems arise in the kinetic theory of dilute solutions of polymeric liquids, where the motion of noninteracting…

Analysis of PDEs · Mathematics 2026-04-10 Marvin Fritz , Endre Süli , Barbara Wohlmuth

We unify two paradigmatic mesoscopic mechanisms for the emergence of nonextensive statistics, namely the multiplicative noise mechanism leading to a {\it linear} Fokker-Planck (FP) equation with {\it inhomogenous} diffusion coefficient, and…

Statistical Mechanics · Physics 2015-05-28 Ananias M. Mariz , Constantino Tsallis

We consider the problem of homogenizing the Maxwell equations for periodic composites. The analysis is based on Bloch-Floquet theory. We calculate explicitly the reflection coefficient for a half-space, and derive and implement a…

Optics · Physics 2015-03-17 Vadim A. Markel , John C. Schotland

We formulate a short-time expansion for one-dimensional Fokker-Planck equations with spatially dependent diffusion coefficients, derived from stochastic processes with Gaussian white noise, for general values of the discretization parameter…

Biological Physics · Physics 2026-02-16 Tom Dupont , Stefano Giordano , Fabrizio Cleri , Ralf Blossey

We investigate the diffusion of particles in an attractive one-dimensional potential that grows logarithmically for large $|x|$ using the Fokker-Planck equation. An eigenfunction expansion shows that the Boltzmann equilibrium density does…

Statistical Mechanics · Physics 2015-05-28 A. Dechant , E. Lutz , E. Barkai , D. A. Kessler
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