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In this work, we derive particle schemes, based on micro-macro decomposition, for linear kinetic equations in the diffusion limit. Due to the particle approximation of the micro part, a splitting between the transport and the collision part…

Numerical Analysis · Mathematics 2017-01-19 Anaïs Crestetto , Nicolas Crouseilles , Mohammed Lemou

An expression for the two-particle relaxation time of collective excitations on a distorted Fermi surface in the diffusion approach to kinetic theory is obtained. The general case of momentum-dependent diffusion and drift coefficients is…

Nuclear Theory · Physics 2021-11-01 S. V. Lukyanov

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

Volume-filling cross-diffusion equations for the components of a tissue structure are formally derived from mass conservation laws and force balances for the interphase pressures and viscous drag forces in a multiphase approach. The…

Analysis of PDEs · Mathematics 2026-04-03 Ansgar Jüngel , Cordula Reisch , Sara Xhahysa

The Fokker-Planck equation is one of the fundamental equations in nonequilibrium statistical mechanics, and this equation is known to be derived from the Wasserstein gradient flow equation with a free energy. This gradient flow equation…

Mathematical Physics · Physics 2024-08-08 Shin-itiro Goto

In this paper a new semi-implicit relaxation scheme for the simulation of multi-scale hyperbolic conservation laws based on a Jin-Xin relaxation approach is presented. It is based on the splitting of the flux function into two or more…

Numerical Analysis · Mathematics 2025-02-24 Andrea Thomann

What is the optimal way to approximate a high-dimensional diffusion process by one in which the coordinates are independent? This paper presents a construction, called the \emph{independent projection}, which is optimal for two natural…

Probability · Mathematics 2024-10-10 Daniel Lacker

Different relaxation approximations to partial differential equations, including conservation laws, Hamilton-Jacobi equations, convection-diffusion problems, gas dynamics problems, have been recently proposed. The present paper focuses onto…

Numerical Analysis · Mathematics 2008-04-04 F. Cavalli , M. Semplice

One key issue in the probability density function (PDF) approach for disperse two-phase turbulent flows is to close the diffusion term in the phase space. This study aimed to derive a kinetic equation for particle dispersion in turbulent…

Statistical Mechanics · Physics 2020-07-15 De-yu Zhong , Guang-qian Wang , Tie-jian Li , Ming-xi Zhang , You Xia

Based on a true phase space probability distribution function and an ensemble averaging procedure we have recently developed [Phys. Rev. E 65, 021109 (2002)] a non-Markovian quantum Kramers' equation to derive the quantum rate coefficient…

Statistical Mechanics · Physics 2009-11-07 Dhruba Banerjee , Suman Kumar Banik , Bidhan Chandra Bag , Deb Shankar Ray

The time evolution of the Wigner distribution function for a single-particle excitation in a Fermi system was studied within the framework of the diffusion approximation of kinetic theory by numerically solving a nonlinear diffusion…

Nuclear Theory · Physics 2026-03-12 Sergiy V. Lukyanov

In this paper we discuss the analysis of a cross-diffusion PDE system for a mixture of hard spheres, which was derived by Bruna and Chapman from a stochastic system of interacting Brownian particles using the method of matched asymptotic…

Analysis of PDEs · Mathematics 2017-03-08 Maria Bruna , Martin Burger , Helene Ranetbauer , Marie-Therese Wolfram

Recently, a Wasserstein-type distance for Gaussian mixture models has been proposed. However, that framework can only be generalized to identifiable mixtures of general elliptically contoured distributions whose components come from the…

Optimization and Control · Mathematics 2025-03-19 Keyu Chen , Zetian Wang , Yunxin Zhang

The gradient expansion is the fundamental organising principle underlying relativistic hydrodynamics, yet understanding its convergence properties for general nonlinear flows has posed a major challenge. We introduce a simple method to…

High Energy Physics - Theory · Physics 2022-04-06 Michal P. Heller , Alexandre Serantes , Michał Spaliński , Viktor Svensson , Benjamin Withers

The gradient scheme framework is based on a small number of properties and encompasses a large number of numerical methods for diffusion models. We recall these properties and develop some new generic tools associated with the gradient…

Numerical Analysis · Mathematics 2015-11-10 Jerome Droniou , Robert Eymard , Raphaele Herbin

We consider conservative cross-diffusion systems for two species where individual motion rates depend linearly on the local density of the other species. We develop duality estimates and obtain stability and approximation results. We first…

Analysis of PDEs · Mathematics 2024-10-30 Vincent Bansaye , Ayman Moussa , Felipe Muñoz-Hernández

We introduce non-trivial contributions to diffusion constant in generic many-body systems arising from quadratic fluctuations of ballistically propagating, i.e. convective, modes. Our result is obtained by expanding the current operator in…

Statistical Mechanics · Physics 2020-11-25 Marko Medenjak , Jacopo De Nardis , Takato Yoshimura

A low diffusive flux difference splitting based kinetic scheme is developed based on a discrete velocity Boltzmann equation, with a novel three velocity model. While two discrete velocities are used for upwinding, the third discrete…

Fluid Dynamics · Physics 2024-10-01 Shrinath. K. S , Maruthi. N. H , S. V. Raghurama Rao , Veeredhi Vasudeva Rao

The dynamics of cross-diffusion models leads to a high computational complexity for implicit difference schemes, turning them unsuitable for tasks that require results in real-time. We propose the use of two operator splitting schemes for…

Numerical Analysis · Mathematics 2022-02-24 Diogo Lobo

In this work we present the convergence of a positivity preserving semi-discrete finite volume scheme for a coupled system of two non-local partial differential equations with cross-diffusion. The key to proving the convergence result is to…

Numerical Analysis · Mathematics 2020-04-13 José A. Carrillo , Francis Filbet , Markus Schmidtchen
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