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Partial differential equations (p.d.e) equipped of spatial derivatives of fractional order capture anomalous transport behaviors observed in diverse fields of Science. A number of numerical methods approximate their solutions in dimension…

Computational Physics · Physics 2018-08-21 Alain Cartalade , Amina Younsi , Marie-Christine Néel

The quasidiffusion (QD) method, also known as the Variable Eddington Factor (VEF) method in the astrophysical community, is an established iterative method for accelerating source iterations in SN calculations. A great advantage of the QD…

Numerical Analysis · Mathematics 2024-10-14 Dean Wang

This paper is devoted to the study of a kinetic Fokker-Planck equation with general heavy-tailed equilibrium without an explicit formula, such as $C_\beta \langle v \rangle^{-\beta}$, in particular non-symmetric and non-centred. This work…

Probability · Mathematics 2024-12-03 Dahmane Dechicha

This note adapts a probabilistic approach to establish a quantified estimate of the overdamped limit for the Vlasov-Fokker-Planck equation towards the aggregation-diffusion equation, which in particular includes cases of the Newtonian type…

Probability · Mathematics 2021-10-05 Hui Huang

Employing time-dependent projection formalism, a Fokker-Planck equation with non-Markovian transport coefficients is derived for large amplitude collective motion. Properties of transport coefficients for diffusion processes in a potential…

Nuclear Theory · Physics 2007-05-23 Noboru Takigawa , Sakir Ayik , Sachie Kimura

Diffusion approximations have been a popular tool for performance analysis in queueing theory, with the main reason being tractability and computational efficiency. This dissertation is concerned with establishing theoretical guarantees on…

Probability · Mathematics 2017-04-28 Anton Braverman

Particle-based stochastic approximations of the Boltzmann equation are popular tools for simulations of non-equilibrium gas flows, for which the Navier-Stokes-Fourier equations fail to provide accurate description. However, these numerical…

Numerical Analysis · Mathematics 2025-09-09 Veronica Montanaro , Lukas Netterdon , Manuel Torrilhon , Hossein Gorji

We model the evolution of the concentration field of macromolecules in a symmetric field-flow fractionation (FFF) channel by a one-dimensional advection-diffusion equation. The coefficients are precisely determined from the fluid dynamics.…

chao-dyn · Physics 2007-05-23 S. A. Suslov , A. J. Roberts

We establish a uniform-in-scaling error estimate for the asymptotic preserving scheme proposed in \cite{XW21} for the L\'evy-Fokker-Planck (LFP) equation. The main difficulties stem from not only the interplay between the scaling and…

Numerical Analysis · Mathematics 2024-01-23 Weiran Sun , Li Wang

A binary liquid near its consolute point exhibits critical fluctuations of the local composition; the diverging correlation length has always challenged simulations. The method of choice for the calculation of critical points in the phase…

Statistical Mechanics · Physics 2021-04-29 Yogyata Pathania , Dipanjan Chakraborty , Felix Höfling

We study the Fokker-Planck equation derived in the large system limit of the Markovian process describing the dynamics of quantitative traits. The Fokker-Planck equation is posed on a bounded domain and its transport and diffusion…

Analysis of PDEs · Mathematics 2018-08-01 Katarina Bodova , Jan Haskovec , Peter Markowich

We study stochastic motion under a nonlinear frictional force that levels off with increasing velocity. Specifically, our frictional force is of the so-called Coulomb-tanh type. At small speed, it increases approximately linearly with…

Statistical Mechanics · Physics 2023-12-13 Theo Lequy , Andreas M. Menzel

Accurate prediction of rarefied gas flows is important for space vehicle design, particularly in rarefied regimes where the Navier-Stokes equations are no more valid. While the direct simulation Monte Carlo (DSMC) method acts as a numerical…

Fluid Dynamics · Physics 2025-07-01 Joonbeom Kim , Eunji Jun

A pathwise large deviation principle in the Wasserstein topology and a pathwise central limit theorem are proved for the empirical measure of a mean-field system of interacting diffusions. The coefficients are path-dependent. The framework…

Probability · Mathematics 2024-10-10 Louis-Pierre Chaintron

We study mean-field particle approximations of normalized Feynman-Kac semi-groups, usually called Fleming-Viot or Feynman-Kac particle systems. Assuming various large time stability properties of the semi-group uniformly in the initial…

Probability · Mathematics 2024-12-23 Lucas Journel , Mathias Rousset

This paper presents new analytical results for a class of nonlinear parabolic systems of partial different equations with small cross-diffusion which describe the macroscopic dynamics of a variety of large systems of interacting particles.…

Analysis of PDEs · Mathematics 2020-03-04 Luca Alasio , Helene Ranetbauer , Markus Schmidtchen , Marie-Therese Wolfram

This paper is devoted to $\phi$-entropies applied to Fokker-Planck and kinetic Fokker-Planck equations in the whole space, with confinement. The so-called $\phi$-entropies are Lyapunov functionals which typically interpolate between Gibbs…

Analysis of PDEs · Mathematics 2018-08-02 Jean Dolbeault , Xingyu Li

We perform a numerical approximation of coherent sets in finite-dimensional smooth dynamical systems by computing singular vectors of the transfer operator for a stochastically perturbed flow. This operator is obtained by solution of a…

Dynamical Systems · Mathematics 2016-10-17 Andreas Denner , Oliver Junge , Daniel Matthes

This paper is devoted to kinetic equations without confinement. We investigate the large time behaviour induced by collision operators with fat tailed local equilibria. Such operators have an anomalous diffusion limit. In the appropriate…

Analysis of PDEs · Mathematics 2024-01-12 Emeric Bouin , Jean Dolbeault , Laurent Lafleche

Employing the well-known unitary equivalence between Fokker-Planck operators and Schr\"odinger Hamiltonians, we compute the quasi-normal-mode spectrum of ultrarelativistic kinetic theories with momentum-space diffusion. We show that the…

Nuclear Theory · Physics 2026-01-28 Lorenzo Gavassino