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The Fokker-Planck equations for stochastic dynamical systems, with non-Gaussian $\alpha-$stable symmetric L\'evy motions, have a nonlocal or fractional Laplacian term. This nonlocality is the manifestation of the effect of non-Gaussian…

Numerical Analysis · Mathematics 2013-10-30 Ting Gao , Jinqiao Duan , Xiaofan Li

We develop a conservative phase-space grid-adaptivity strategy for the Vlasov-Fokker-Planck equation in a planar geometry. The velocity-space grid is normalized to the thermal speed and shifted by the bulk-fluid velocity. The…

Plasma Physics · Physics 2019-03-14 William Tsubasa Taitano , Luis Chacon , Andrei Simakov , Steven Anderson

Solving the Fokker-Planck equation for high-dimensional complex turbulent dynamical systems is an important and practical issue. However, most traditional methods suffer from the curse of dimensionality and have difficulties in capturing…

Methodology · Statistics 2017-12-06 Nan Chen , Andrew J. Majda

In this paper, a three-dimensional numerical solver is developed for suspensions of rigid and soft particles and droplets in viscoelastic and elastoviscoplastic (EVP) fluids. The presented algorithm is designed to allow for the first time…

A kinetic treatment is developed for collisionless magnetized plasmas occurring in high-temperature, low-density astrophysical accretion disks, such as are thought to be present in some radiatively-inefficient accretion flows onto black…

High Energy Astrophysical Phenomena · Physics 2015-05-27 Claudio Cremaschini , John C. Miller , Massimo Tessarotto

A primary interest in dynamic inverse problems is to identify the underlying temporal behaviour of the system from outside measurements. In this work we consider the case, where the target can be represented by a decomposition of spatial…

Numerical Analysis · Mathematics 2020-06-09 Simon Arridge , Pascal Fernsel , Andreas Hauptmann

This paper investigates the global dynamics of a three-dimensional fluid-particle interaction system that couples the compressible barotropic Navier-Stokes equations with the Vlasov-Fokker-Planck equation through a density-dependent…

Analysis of PDEs · Mathematics 2026-03-10 Fucai Li , Jinkai Ni , Dehua Wang

The numerical integration of stiff equations is a challenging problem that needs to be approached by specialized numerical methods. Exponential integrators form a popular class of such methods since they are provably robust to stiffness and…

Numerical Analysis · Mathematics 2024-05-15 Benjamin Carrel , Bart Vandereycken

The Vlasov-Fokker-Planck equation describes the evolution of the probability density of the position and velocity of particles under the influence of external confinement, interaction, friction, and stochastic force. It is well-known that…

Analysis of PDEs · Mathematics 2025-01-16 Sangmin Park

We present implicit-explicit (IMEX) kinetic simulations of weakly collisional parallel plasma transport in magnetic mirror configurations using the continuum code \textsc{COGENT}. The numerical scheme employs a Jacobian-free Newton--Krylov…

Plasma Physics · Physics 2025-10-09 M. Dorf , M. Dorr , V. Geyko , D. Ghosh , M. Umansky , J. Angus

Inspired by one--dimensional light--particle systems, the dynamics of a non-Hamiltonian system with long--range forces is investigated. While the molecular dynamics does not reach an equilibrium state, it may be approximated in the…

Statistical Mechanics · Physics 2019-01-23 Romain Bachelard , Nicola Piovella , Shamik Gupta

Solving the Fokker-Planck equation for high-dimensional complex dynamical systems remains a pivotal yet challenging task due to the intractability of analytical solutions and the limitations of traditional numerical methods. In this work,…

Machine Learning · Computer Science 2025-09-04 Naoufal El Bekri , Lucas Drumetz , Franck Vermet

The Navier-Stokes-Korteweg (NSK) equations are a classical diffuse-interface model for compressible two-phase flow. As direct numerical simulations based on the NSK system are quite expensive and in some cases even impossible, we consider a…

Fluid Dynamics · Physics 2015-12-15 Alina Chertock , Pierre Degond , Jochen Neusser

The dynamical low-rank (DLR) approximation is an efficient technique to approximate the solution to matrix differential equations. Recently, the DLR method was applied to radiation transport calculations to reduce memory requirements and…

Computational Physics · Physics 2022-11-23 Zhuogang Peng , Ryan G. McClarren

Dose calculations in proton therapy require the fast and accurate solution of a high-dimensional transport equation for a large number of (pencil) beams with different energies and directions. Deterministically solving this transport…

Numerical Analysis · Mathematics 2025-08-07 Pia Stammer , Niklas Wahl , Jonas Kusch , Danny Lathouwers

The goal of reinforcement learning is estimating a policy that maps states to actions and maximizes the cumulative reward of a Markov Decision Process (MDP). This is oftentimes achieved by estimating first the optimal (reward) value…

Machine Learning · Computer Science 2024-05-29 Sergio Rozada , Antonio G. Marques

Unlike the matrix case, computing low-rank approximations of tensors is NP-hard and numerically ill-posed in general. Even the best rank-1 approximation of a tensor is NP-hard. In this paper, we use convex optimization to develop…

Statistics Theory · Mathematics 2016-09-14 Anil Aswani

We present a Vlasov-DArwin numerical code (ViDA) specifically designed to address plasma physics problems, where small-scale high accuracy is requested even during the non linear regime to guarantee a clean description of the plasma…

We present the Hamiltonian (Lie-Poisson) analysis of the Vlasov plasma, and the dynamics of its kinetic moments, from the matched pair decomposition point of view. We express these (Lie-Poisson) systems as couplings of \textit{mutually…

Mathematical Physics · Physics 2021-02-10 Oğul Esen , Serkan Sütlü

In this paper, we develop a numerical method for the L\'evy-Fokker-Planck equation with the fractional diffusive scaling. There are two main challenges. One comes from a two-fold nonlocality, that is, the need to apply the fractional…

Numerical Analysis · Mathematics 2021-03-23 Wuzhe Xu , Li Wang