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Value functions are central to Dynamic Programming and Reinforcement Learning but their exact estimation suffers from the curse of dimensionality, challenging the development of practical value-function (VF) estimation algorithms. Several…

Artificial Intelligence · Computer Science 2021-04-20 Sergio Rozada , Victor Tenorio , Antonio G. Marques

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…

Numerical Analysis · Mathematics 2023-07-26 Emil Løvbak , Giovanni Samaey

In this paper, a physics-oriented stochastic kinetic scheme will be developed that includes random inputs from both flow and electromagnetic fields via a hybridization of stochastic Galerkin and collocation methods. Based on the BGK-type…

Computational Physics · Physics 2021-03-17 Tianbai Xiao , Martin Frank

Plasmas with varying collisionalities occur in many applications, such as tokamak edge regions, where the flows are characterized by significant variations in density and temperature. While a kinetic model is necessary for…

Computational Engineering, Finance, and Science · Computer Science 2017-07-27 Debojyoti Ghosh , Mikhail A. Dorf , Milo R. Dorr , Jeffrey A. F. Hittinger

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

The purpose of this paper is to bridge kinetic plasma descriptions and low frequency single fluid models. More specifically, the asymptotics leading to Magneto-Hydro-Dynamic (MHD) regimes starting from the Vlasov-Maxwell system are…

Plasma Physics · Physics 2020-04-21 A. Crestetto , F. Deluzet , D. Doyen

In this paper, we quantify the asymptotic limit of collective behavior kinetic equations arising in mathematical biology modeled by Vlasov-type equations with nonlocal interaction forces and alignment. More precisely, we investigate the…

Analysis of PDEs · Mathematics 2020-07-10 José A. Carrillo , Young-Pil Choi , Jinwook Jung

In this paper, we extend the dynamical low-rank approximation method to the space of finite signed measures. Under this framework, we derive stochastic low-rank dynamics for stochastic differential equations (SDEs) coming from classical…

Numerical Analysis · Mathematics 2018-07-05 Yu Cao , Jianfeng Lu

A novel hybrid algorithm is presented for the Boltzmann-BGK equation, in which a low-rank decomposition is applied solely in the velocity subspace, while a full-rank representation is maintained in the physical (position) space. This…

Numerical Analysis · Mathematics 2025-08-25 Andres Galindo-Olarte , Joseph Nakao , Mirjeta Pasha , Jing-Mei Qiu , William Taitano

The extended Fisher--Kolmogorov (EFK) equation has been used to describe some phenomena in physical, material and biology systems. In this paper, we propose a full-rank splitting scheme and a rank-adaptive splitting approach for this…

Numerical Analysis · Mathematics 2024-03-20 Yong-Liang Zhao , Xian-Ming Gu

We introduce a new micro/macro decomposition of collisional kinetic equations which naturally incorporates the exact space boundary conditions. The idea is to write the distribution fonction $f$ in all its domain as the sum of a Maxwellian…

Numerical Analysis · Mathematics 2011-02-22 Mohammed Lemou , Florian Méhats

We propose a numerical method for the Vlasov-Poisson-Fokker-Planck model written as an hyperbolic system thanks to a spectral decomposition in the basis of Hermite functions with respect to the velocity variable and a structure preserving…

Numerical Analysis · Mathematics 2026-04-08 Alain Blaustein , Francis Filbet

We propose and study a fully discrete finite volume scheme for the Vlasov-Fokker-Planck equation written as an hyperbolic system using Hermite polynomials in velocity. This approach naturally preserves the stationary solution and the…

Analysis of PDEs · Mathematics 2022-10-06 Alain Blaustein , Francis Filbet

A numerical dynamical low-rank approximation (DLRA) scheme for the solution of the Vlasov-Poisson equation is presented. Based on the formulation of the DLRA equations as Friedrichs' systems in a continuous setting, it combines recently…

Numerical Analysis · Mathematics 2025-08-15 André Uschmajew , Andreas Zeiser

This paper proposes an adaptive hyper-reduction method to reduce the computational cost associated with the simulation of parametric particle-based kinetic plasma models, specifically focusing on the Vlasov-Poisson equation. Conventional…

Numerical Analysis · Mathematics 2026-02-05 Cecilia Pagliantini , Federico Vismara

In this paper we accomplish the development of the fast rank-adaptive solver for tensor-structured symmetric positive definite linear systems in higher dimensions. In [arXiv:1301.6068] this problem is approached by alternating minimization…

Numerical Analysis · Mathematics 2014-10-07 Sergey V. Dolgov , Dmitry V. Savostyanov

Machine-learning interatomic potentials (MLIPs) have become a mainstay in computationally-guided materials science, surpassing traditional force fields due to their flexible functional form and superior accuracy in reproducing physical…

Chemical Physics · Physics 2026-01-13 Igor Vorotnikov , Fedor Romashov , Nikita Rybin , Maxim Rakhuba , Ivan S. Novikov

A high order, deterministic direct numerical method is proposed for the nonrelativistic $2D_{\bf x} \times 3D_{\bf v}$ Vlasov-Maxwell system, coupled with Fokker-Planck-Landau type operators. Such a system is devoted to the modelling of…

Numerical Analysis · Mathematics 2015-05-13 Roland Duclous , Bruno Dubroca , Francis Filbet , Vldimir Tikhonchuk

In this paper, we propose a low rank approximation method for efficiently solving stochastic partial differential equations. Specifically, our method utilizes a novel low rank approximation of the stiffness matrices, which can significantly…

Numerical Analysis · Mathematics 2023-10-20 Yujun Zhu , Ju Ming , Jie Zhu , Zhongming Wang

We introduce a high-order finite element method for approximating the Vlasov-Poisson equations. This approach employs continuous Lagrange polynomials in space and explicit Runge-Kutta schemes for time discretization. To stabilize the…

Numerical Analysis · Mathematics 2025-03-12 Junjie Wen , Murtazo Nazarov
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