Related papers: An efficient jump-diffusion approximation of the B…
In order to describe or estimate different quantities related to a specific random variable, it is of prime interest to numerically generate such a variate. In specific situations, the exact generation of random variables might be either…
We exhibit some arguments in favour of an H-theorem for a generalization of the Boltzmann equation including non-conservative interactions and a linear Fokker-Planck-like thermostatting term. Such a non-linear equation describing the…
Kinetic equations model the position-velocity distribution of particles subject to transport and collision effects. Under a diffusive scaling, these combined effects converge to a diffusion equation for the position density in the limit of…
Monte Carlo simulations are a powerful tool to investigate the thermodynamic properties of atomic systems. In practice however, sampling of the complete configuration space is often hindered by high energy barriers between different regions…
In this work we propose a generalization of the Moment Guided Monte Carlo method developed in [11]. This approach permits to reduce the variance of the particle methods through a matching with a set of suitable macroscopic moment equations.…
We consider a Markovian jumping process which is defined in terms of the jump-size distribution and the waiting-time distribution with a position-dependent frequency, in the diffusion limit. We assume the power-law form for the frequency.…
We present a kinetic description of Bose-Einstein condensation for particle systems being out of thermal equilibrium, which may happen for gluons produced in the early stage of ultra-relativistic heavy-ion collisions. The dynamics of bosons…
Flow matching (FM) has gained significant attention as a simulation-free generative model. Unlike diffusion models, which are based on stochastic differential equations, FM employs a simpler approach by solving an ordinary differential…
Aim of this note is to analyse branching Brownian motion within the class of models introduced in the recent paper [4] and called chemical diffusion master equations. These models provide a description for the probabilistic evolution of…
In this work, the primary goal is to establish rigorous connection between the Fokker-Planck equation of neural networks with its microscopic model: the diffusion-jump stochastic process that captures the mean field behavior of collections…
A full implementation of the Boltzmann-Langevin equation for fermionic systems is introduced in a transport model for dissipative collisions among heavy nuclei. Fluctuations are injected in phase space and not, like in more conventional…
We present and discuss a variance-reduced stochastic particle method for simulating the relaxation-time model of the Boltzmann transport equation. The present paper focuses on the dilute gas case, although the method is expected to directly…
A Cumulant based method has been introduced to extract quantum corrections in distribution function with the equilibrium Wigner-Boltzmann equation. It is shown that unlike the moment expansion used in hydrodynamic model, cumulant expansion…
A new model to describe the dynamics of particles undergoing diffusion in general relativity is proposed. The evolution of the particle system is described by a Fokker-Planck equation without friction on the tangent bundle of spacetime. It…
In this paper, we present the algorithm for the simulation of a single bubble rising in a stagnant liquid using Euler-Lagrangian (EL) approach. The continuous liquid phase is modeled using BGK approximation of lattice Boltzmann method…
We show how the quantum analog of the Fokker-Planck equation for describing Brownian motion can be obtained as the diffusive limit of the quantum linear Boltzmann equation. The latter describes the quantum dynamics of a tracer particle in a…
Fractional Fokker-Planck equation plays an important role in describing anomalous dynamics. To the best of our knowledge, the existing discussions mainly focus on this kind of equation involving one diffusion operator. In this paper, we…
It is pointed out that, for the fractional Fokker-Planck equation for subdiffusion proposed by Metzler, Barkai, and Klafter [Phys. Rev. Lett. 82 (1999) 3563], there are four types of infinitely many exact solutions associated with the newly…
A relativistic diffusion model with cylindrical symmetry, which propagates an initial state based on quantum chromodynamics in time towards a thermal equilibrium limit, is derived from nonequilibrium-statistical considerations: Adapting an…
This paper is a further extension of the method proposed in Itkin, 2014 as applied to another set of jump-diffusion models: Inverse Normal Gaussian, Hyperbolic and Meixner. To solve the corresponding PIDEs we accomplish few steps. First, a…