Related papers: Order Preservation and Positive Correlation for No…
The exponential ordering is exploited in the context of non-auto\-no\-mous delay systems, inducing monotone skew-product semiflows under less restrictive conditions than usual. Some dynamical concepts linked to the order, such as…
We consider a non-standard finite-volume discretization of a strongly non-linear fourth order diffusion equation on the $d$-dimensional cube, for arbitrary $d \geq 1$. The scheme preserves two important structural properties of the…
The present article considers stability of the solutions to nonlinear and nonautonomous compartmental systems governed by ordinary differential equations (ODEs). In particular, compartmental systems with a right-hand side that can be…
The first-order linear positivity preserving schemes in time are available for the time dependent Poisson-Nernst-Planck (PNP) equations, second-order linear ones are still challenging. In this paper, we propose the first- and second-order…
We obtain estimates for the Kantorovich functionals between solutions to different Fokker -- Planck -- Kolmogorov equations for measures with same diffusion part but different drifts and different initial conditions. We show possible…
We consider three classes of linear non-symmetric Fokker-Planck equations having a unique steady state and establish exponential convergence of solutions towards the steady state with explicit (estimates of) decay rates. First,…
We consider a Langevin equation with variable drift and diffusion coefficients separable in time and space and its corresponding Fokker-Planck equation in the Stratonovich approach. From this Fokker-Planck equation we obtain a class of…
In this article, we consider McKean stochastic differential equations, as well as their corresponding McKean-Vlasov partial differential equations, which admit a unique stationary state, and we study the linearized It\^o diffusion process…
We discuss the well known Einstein and the Kubo Fluctuation Dissipation Relations (FDRs) in the wider framework of a generalized FDR for systems with a stationary probability distribution. A multi-variate linear Langevin model, which…
We uncover a strong coupling between nonlinearity and diffraction in a photonic crystal at the supercollimation point. We show this is modeled by a nonlinear diffraction term in a nonlinear schroedinger type equation, in which the…
By constructing successful couplings for degenerate diffusion processes, explicit derivative formula and Harnack type inequalities are presented for solutions to a class of degenerate Fokker-Planck equations on $\R^m\times\R^{d}$. The main…
We study the behavior of stationary non-equilibrium two-body correlation functions for Diffusive Systems with equilibrium reference states (DSe). We describe a DSe at the mesoscopic level by $M$ locally conserved continuum fields that…
Conservation laws of the nonlinear Schr\"{o}dinger equation are studied in the presence of higher-order nonlinear optical effects including the third-order dispersion and the self-steepening. In a context of group theory, we derive a…
We consider conditional McKean-Vlasov stochastic differential equations (SDEs), such as the ones arising in the large-system limit of mean field games and particle systems with mean field interactions when common noise is present. The…
We show that finite element discretizations of incompressible flow problems can be designed to ensure preservation/dissipation of kinetic energy not only globally but also locally. In the context of equal-order (piecewise-linear)…
We carry out a comprehensive linear stability analysis of active Brownian particle systems around a constant homogeneous state. These scalar models, being important prototypes for the continuous description of active matter, are…
General self-consistent expressions for the coefficients of diffusion and dynamical friction in a stable, bound, multicomponent self-gravitating and inhomogeneous system are derived. They account for the detailed dynamics of the colliding…
The convergence of Boltzmann Fokker Planck solution can become arbitrarily slow with iterative procedures like source iteration. This paper derives and investigates a nonlinear diffusion acceleration scheme for the solution of the Boltzmann…
The Rayleigh model of nonlinear Brownian motion is revisited in which the heavy particle of mass M interacts with ideal gas molecules of mass m via instantaneous collisions. Using the van Kampen method of expansion of the master equation,…
The paper is concerned with a McKean-Vlasov type SDE with drift in anisotropic Besov spaces with negative regularity and with degenerate diffusion matrix under the weak H{\"o}rmander condition. The main result is of existence and uniqueness…