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A new multifidelity method is developed for nonlinear orbit uncertainty propagation. This approach guarantees improved computational efficiency and limited accuracy losses compared to fully high-fidelity counterparts. The initial…
Proper quantification and propagation of uncertainties in computational simulations are of critical importance. This issue is especially challenging for CFD applications. A particular obstacle for uncertainty quantifications in CFD problems…
This paper investigates a Stochastic Partial Differential Equation (SPDE) derived from the Fokker-Planck equation associated with Score-based Generative Models. We modify the standard Fokker-Planck equation to better represent practical…
We further study the stochastic model discussed in Ref.[2] in which positive and negative particles diffuse in an asymmetric, CP invariant way on a ring. The positive particles hop clockwise, the negative counter-clockwise and…
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…
This study investigates the asymptotic dynamics of solutions to the Fokker-Planck-Kolmogorov (FPK) equation, with a specific focus on ship roll stability in dynamic sea conditions. Utilizing a fourth-order filter, we conduct a thorough…
A stochastic treatment yielding to the derivation of a general Fokker-Planck equation is presented to model the slow convergence towards equilibrium of mean-field systems due to finite-N effects. The thermalization process involves notably…
Numerical continuation techniques are powerful tools that have been extensively used to identify particular solutions of nonlinear dynamical systems and enable trajectory design in chaotic astrodynamics problems such as the Circular…
Fractional diffusion equations imply non-Gaussian distributions that generalise the standard diffusive process. Recent advances in fractional calculus lead to a class of new fractional operators defined by non-singular memory kernels,…
In this paper, we study the set of stationary solutions of the Vlasov-Fokker-Planck (VFP) equation. This equation describes the time evolution of the probability distribution of a particle moving under the influence of a double-well…
This paper deals with the problem of efficient sampling from a stochastic differential equation, given the drift function and the diffusion matrix. The proposed approach leverages a recent model for probabilities \cite{rudi2021psd} (the…
Gas-fired generators, with their ability to quickly ramp up and down their electricity production, play an important role in managing renewable energy variability. However, these changes in electricity production translate into variability…
We present Sapphire++, an open-source code designed to numerically solve the Vlasov-Fokker-Planck equation for astrophysical applications. Sapphire++ employs a numerical algorithm based on a spherical harmonic expansion of the distribution…
In this paper, we first propose an unconditionally stable implicit difference scheme for solving generalized time-space fractional diffusion equations (GTSFDEs) with variable coefficients. The numerical scheme utilizes the $L1$-type formula…
We investigate the effects of relatively rapid variations of the boundaries of an overmoded cavity on the stochastic properties of its interior acoustic or electromagnetic field. For quasi-static variations, this field can be represented as…
In this paper, we develop an efficient numerical solver for unsteady diffusion-type partial differential equations with random coefficients. A major computational challenge in such problems lies in repeatedly handling large-scale linear…
The concern of the present paper is the design of efficient numerical schemes for a specific Fokker-Planck equation describing the dynamics of energetic particles occurring in thermonuclear fusion plasmas (runaway electrons for example). In…
The classical Fokker-Planck equation (FPE) is a key tool in physics for describing systems influenced by drag forces and Gaussian noise, with applications spanning multiple fields. We consider the fractional Fokker-Planck equation (FFPE),…
We study the discrete Fokker-Planck equation associated with the mean-field dynamics of a particle system called the dispersion process. For different regimes of the average number of particles per site (denoted by $\mu > 0$), we establish…
In this work, we propose adaptive deep learning approaches based on normalizing flows for solving fractional Fokker-Planck equations (FPEs). The solution of a FPE is a probability density function (PDF). Traditional mesh-based methods are…