Related papers: Micro-macro stochastic Galerkin methods for nonlin…
Mathematical modeling at the level of the full cardiovascular system requires the numerical approximation of solutions to a one-dimensional nonlinear hyperbolic system describing flow in a single vessel. This model is often simulated by…
We compare two approaches to nonequilibrium thermodynamics, the two-generator bracket formulation of time-evolution equations for averages and the macroscopic fluctuation theory, for an isothermal driven diffusive system under steady state…
We study the main properties of the solution of a Fokker-Planck equation characterized by a variable diffusion coefficient and a polynomial superlinear drift, modeling the formation of consensus in a large interacting system of individuals.…
The time-fractional Fokker-Planck equation is a key model for characterizing anomalous diffusion, stochastic transport, and non-equilibrium statistical mechanics with applications in finance, chaotic dynamics, optical physics, and…
Uncertainty Quantification through stochastic spectral methods is rising in popularity. We derive a modification of the classical stochastic Galerkin method, that ensures the hyperbolicity of the underlying hyperbolic system of partial…
We develop efficient hierarchical preconditioners for optimal control problems governed by partial differential equations with uncertain coefficients. Adopting a discretize-then-optimize framework that integrates finite element…
In this paper, we first extend the micro-macro decomposition method for multiscale kinetic equations from the BGK model to general collisional kinetic equations, including the Boltzmann and the Fokker-Planck Landau equations. The main idea…
A supersymmetric method for the construction of so-called conditionally exactly solvable quantum systems is reviewed and extended to classical stochastic dynamical systems characterized by a Fokker-Planck equation with drift. A class of…
We propose an approach to directly estimate the moments or marginals for a high-dimensional equilibrium distribution in statistical mechanics, via solving the high-dimensional Fokker-Planck equation in terms of low-order cluster moments or…
Identification of nonlinear dynamical systems is crucial across various fields, facilitating tasks such as control, prediction, optimization, and fault detection. Many applications require methods capable of handling complex systems while…
This paper deals with the analysis of stochastic systems which can be described by a Langevin equation. By the method presented in this paper drift and diffusion terms of the corresponding Fokker-Planck equation can be extracted from the…
A formalism for quantum many-body systems is proposed through a semiclassical treatment in phase space, allowing us to establish a stochastic thermodynamics incorporating quantum statistics. Specifically, we utilize a stochastic…
Mathematical models for complex systems under random fluctuations often certain uncertain parameters. However, quantifying model uncertainty for a stochastic differential equation with an $\alpha$-stable L\'evy process is still lacking.…
Equilibrium or stationary solutions usually proceed through the exact balance between hyperbolic transport terms and source terms. Such equilibrium solutions are affected by truncation errors that prevent any classical numerical scheme from…
We consider systems of interacting particles which are described by a second order Langevin equation. The class of equations considered includes the situation where the particle evolution is governed by Hamiltonian dynamics with additional…
We propose a procedure for the numerical approximation of invariance equations arising in the moment matching technique associated with reduced-order modeling of high-dimensional dynamical systems. The Galerkin residual method is employed…
Multi-phase phenomena remain at the heart of many challenging fluid dynamics problems. Molecular fluxes at the interface determine the fate of neighboring phases, yet their closure far from the continuum needs to be modeled. Along the…
One obtains a probabilistic representation for the entropic generalized solutions to a nonlinear Fokker-Planck equation in $\mathbb R^d$ with multivalued nonlinear diffusion term as density probabilities of solutions to a nonlinear…
Discontinuous Galerkin methods are developed for solving the Vlasov-Maxwell system, methods that are designed to be systematically as accurate as one wants with provable conservation of mass and possibly total energy. Such properties in…
Models and methods that are able to accurately and efficiently predict the flows of low-speed rarefied gases are in high demand, due to the increasing ability to manufacture devices at micro and nano scales. One such model and method is a…