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We consider Fokker-Planck equations with tilted periodic potential in the subcritical regime and characterize the spatio-temporal dynamics of the partial masses in the limit of vanishing diffusion. Our convergence proof relies on suitably…

Analysis of PDEs · Mathematics 2020-03-17 Michael Herrmann , Barbara Niethammer

This paper is devoted to the anomalous diffusion limit of kinetic equations with a fractional Fokker-Planck collision operator in a spatially bounded domain. We consider two boundary conditions at the kinetic scale: absorption and specular…

Analysis of PDEs · Mathematics 2017-11-10 Ludovic Cesbron

We obtain new transport-entropy inequalities and, as a by-product, new deviation estimates for the laws of two kinds of discrete stochastic approximation schemes. The first one refers to the law of an Euler like discretization scheme of a…

Probability · Mathematics 2013-02-01 Max Fathi , Noufel Frikha

We propose a method for approximating the large deviation rate function of time-integrated observables of diffusion processes, used in statistical physics to characterize the fluctuations of nonequilibrium systems. The method is based on…

Statistical Mechanics · Physics 2026-01-15 Pelerine Tsobgni Nyawo , Hugo Touchette

In this paper we present a direct perturbative method to solving certain Fokker-Planck equations, which have constant diffusion coefficients and some small parameters in the drift coefficients. The method makes use of the connection between…

Mathematical Physics · Physics 2009-11-13 Choon-Lin Ho , Yan-Min Dai

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 analyse the asymptotic behavior for kinetic models describing the collective behavior of animal populations. We focus on models for self-propelled individuals, whose velocity relaxes toward the mean orientation of the neighbors. The…

Analysis of PDEs · Mathematics 2019-02-01 P. Aceves-Sánchez , M. Bostan , J. A. Carrillo , P. Degond

In recent works it has been demonstrated that using an appropriate rescaling, linear Boltzmann-type equations give rise to a scalar fractional diffusion equation in the limit of a small mean free path. The equilibrium distributions are…

Mathematical Physics · Physics 2014-10-01 Sabine Hittmeir , Sara Merino-Aceituno

We present a hybrid computational method for simulating the dynamics of macromolecules in solution which couples a mesoscale solver for the fluctuating hydrodynamics (FH) equations with molecular dynamics to describe the macromolecule. The…

Soft Condensed Matter · Physics 2007-05-23 G. Giupponi , G. De Fabritiis , P. V. Coveney

We present a systematic study of the self-diffusion coefficient for a fluid of particles interacting via the square-well pair potential by means of molecular dynamics simulations in the canonical (N,V,T) ensemble. The discrete nature of the…

Soft Condensed Matter · Physics 2018-11-14 Alexis Torres-Carbajal , Victor M. Trejos , Luz Adriana Nicasio-Collazo

We provide a quantitative asymptotic analysis for the nonlinear Vlasov--Poisson--Fokker--Planck system with a large linear friction force and high force-fields. The limiting system is a diffusive model with nonlocal velocity fields often…

Analysis of PDEs · Mathematics 2021-03-24 José A. Carrillo , Young-Pil Choi , Yingping Peng

Currently, there is no general theory for deriving diffusion approximations of queueing systems with high- or infinite-dimensional state descriptors. In this paper, we explore one path for deriving diffusion limit equations of queueing…

Probability · Mathematics 2026-05-28 Eva H Loeser

Quasilinear theory is often utilized to approximate the dynamics of fluids exhibiting significant interactions between mean flows and eddies. In this paper we present a generalization of quasilinear theory to include dynamic mode…

Fluid Dynamics · Physics 2016-05-30 J. B. Marston , G. P. Chini , S. M. Tobias

In this paper, we study the large--time behavior of a numerical scheme discretizing drift-- diffusion systems for semiconductors. The numerical method is finite volume in space, implicit in time, and the numerical fluxes are a…

Numerical Analysis · Mathematics 2019-04-22 Marianne Bessemoulin-Chatard , Claire Chainais-Hillairet

This paper investigates quenching solutions of an one-dimensional, two-sided Riemann-Liouville fractional order convection-diffusion problem. Fractional order spatial derivatives are discretized using weighted averaging approximations in…

Analysis of PDEs · Mathematics 2025-03-06 Rumin Dong , Lin Zhu , Qin Sheng , Bingxin Zhao

This paper is concerned with diffusive approximations of peculiar numerical schemes for several linear (or weakly nonlinear) kinetic models which are motivated by wide-range applications, including radiative transfer or neutron transport,…

Analysis of PDEs · Mathematics 2018-06-21 Laurent Gosse , Nicolas Vauchelet

A numerical method to solve the fractional diffusion equation, which could also be easily extended to many other fractional dynamics equations, is considered. These fractional equations have been proposed in order to describe anomalous…

Numerical Analysis · Mathematics 2025-10-20 S. B. Yuste , L. Acedo

A model for diffusion in liquids that couples the dynamics of tracer particles to a fluctuating Stokes equation for the fluid is investigated in the limit of large Schmidt number. In this limit, the concentration of tracers is shown to…

Statistical Mechanics · Physics 2014-04-03 A. Donev , T. G. Fai , and E. Vanden-Eijnden

We consider the long time behavior of Wong-Zakai approximations of stochastic differential equations. These piecewise smooth diffusion approximations are of great importance in many areas, such as those with ordinary differential equations…

Probability · Mathematics 2023-10-10 Pierre Del Moral , Shulan Hu , Ajay Jasra , Hamza Ruzayqat , Xinyu Wang

We study two schemes for a time-fractional Fokker-Planck equation with space- and time-dependent forcing in one space dimension. The first scheme is continuous in time and is discretized in space using a piecewise-linear Galerkin finite…

Numerical Analysis · Mathematics 2016-10-24 Kim Ngan Le , William McLean , Kassem Mustapha