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We complete the kinetic theory of two-dimensional (2D) point vortices initiated in previous works. We use a simpler and more physical formalism. We consider a system of 2D point vortices submitted to a small external stochastic perturbation…

Statistical Mechanics · Physics 2022-11-29 Pierre-Henri Chavanis

The motion of rarefied gases for uniform shear flow at the kinetic level is governed by the spatially homogeneous Boltzmann equation with a deformation force. In the paper we study the corresponding Cauchy problem with initial data of…

Analysis of PDEs · Mathematics 2022-10-25 Renjun Duan , Shuangqian Liu

The Becker-D\"oring equations are an infinite dimensional system of ordinary differntial equations describing coagulation/fragmentation processes of species of integer sizes. Formal Taylor expansions motivate that its solution should be…

Classical Analysis and ODEs · Mathematics 2019-02-22 Gabriel Stoltz , Pierre Terrier

We consider a class of time-homogeneous diffusion processes on $\mathbb{R}^{n}$ with common invariant measure but varying volatility matrices. In Euclidean space, we show via stochastic control of the diffusion coefficient that the…

Probability · Mathematics 2023-10-31 Bertram Tschiderer

In this work, we investigate a variational formulation for a time-fractional Fokker-Planck equation which arises in the study of complex physical systems involving anomalously slow diffusion. The model involves a fractional-order Caputo…

Numerical Analysis · Mathematics 2020-06-05 Manh Hong Duong , Bangti Jin

We consider the homogenization for time-fractional diffusion equations in a periodic structure and we derive the homogenized time-fractional diffusion equation. Then we discuss the determination of the constant diffusion coefficient by…

Analysis of PDEs · Mathematics 2023-03-06 Atsushi Kawamoto , Manabu Machida , Masahiro Yamamoto

This paper investigates the probability distribution of solutions to McKean--Vlasov stochastic differential equations driven by fractional Brownian motion with Hurst parameter H>1/2. Our main contribution is the derivation of the associated…

Probability · Mathematics 2026-01-12 Saloua Labed , Nacira Agram , Bernt Oksendal

We study the periodic homogenization of a reaction-diffusion problem with large nonlinear drift and Robin boundary condition posed in an unbounded perforated domain. The nonlinear problem is associated with the hydrodynamic limit of a…

Analysis of PDEs · Mathematics 2023-07-11 Vishnu Raveendran , Ida de Bonis , Emilio N. M. Cirillo , Adrian Muntean

The focus of our work is dispersive, second-order effective model describing the low-frequency wave motion in heterogeneous (e.g.~functionally-graded) media endowed with periodic microstructure. For this class of quasi-periodic medium…

Numerical Analysis · Mathematics 2020-06-05 Danial P. Shahraki , Bojan B. Guzina

We present a new stability and convergence analysis for the spatial discretization of a time-fractional Fokker--Planck equation in a convex polyhedral domain, using continuous, piecewise-linear, finite elements. The forcing may depend on…

Numerical Analysis · Mathematics 2019-02-11 Kim Ngan Le , William McLean , Kassem Mustapha

A novel algorithm for the direct numerical simulation of the variable-density, low-Mach Navier-Stokes equations extending the method of Kim, Moin, and Moser (1987) for incompressible flow is presented here. A Fourier representation is…

Fluid Dynamics · Physics 2022-06-22 Bryan W. Reuter , Todd A. Oliver , Robert D. Moser

We study the generalized Forchheimer flows of slightly compressible fluids in heterogeneous porous media. The media's porosity and coefficients of the Forchheimer equation are functions of the spatial variables. The partial differential…

Analysis of PDEs · Mathematics 2016-03-23 Emine Celik , Luan Hoang

One obtains a probabilistic representation for the entropic generalized solutions to a nonlinear Fokker-Planck equation in $\mathbb R^d$ with multivalued nonlinear diffusion term as density probabilities of solutions to a nonlinear…

Probability · Mathematics 2018-02-01 Viorel Barbu , Michael Röckner

We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…

Probability · Mathematics 2025-12-10 Xue-Mei Li , Colin Piernot , Szymon Sobczak , Kexing Ying

We develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous multi-scale stochastic system with irregular coefficients,…

Probability · Mathematics 2024-12-13 Ling Wang , Pengcheng Xia , Longjie Xie , Li Yang

Fokker-Planck equations are extensively employed in various scientific fields as they characterise the behaviour of stochastic systems at the level of probability density functions. Although broadly used, they allow for analytical treatment…

Statistical Mechanics · Physics 2020-08-26 Dimitra Maoutsa , Sebastian Reich , Manfred Opper

In this paper we consider a nonlinear Fokker-Planck equation with asymptotically small parameters. It describes the diffusion of finite-size particles in the presence of a fixed distribution of obstacles in the limit of low-volume fraction.…

Analysis of PDEs · Mathematics 2018-06-04 Maria Bruna , Martin Burger , Helene Ranetbauer , Marie-Therese Wolfram

We develop a technique of multiple scale asymptotic expansions along mean flows and a corresponding notion of weak multiple scale convergence. These are applied to homogenize convection dominated parabolic equations with rapidly…

Analysis of PDEs · Mathematics 2016-09-29 Thomas Holding , Harsha Hutridurga , Jeffrey Rauch

We show the existence of global-in-time weak solutions to a general class of coupled Hookean-type bead-spring chain models that arise from the kinetic theory of dilute solutions of polymeric liquids with noninteracting polymer chains. The…

Analysis of PDEs · Mathematics 2012-09-25 John W. Barrett , Endre Süli

When the complete understanding of a complex system is not available, as, e.g., for systems considered in the real-world, we need a top-down approach to complexity. In this approach one may start with the desire to understand general…

Statistical Mechanics · Physics 2019-05-22 Joachim Peinke , Mohammad Reza Rahimi Tabar , Matthias Wächter