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We propose a nonlinear Discrete Duality Finite Volume scheme to approximate the solutions of drift diffusion equations. The scheme is built to preserve at the discrete level even on severely distorted meshes the energy / energy dissipation…

Analysis of PDEs · Mathematics 2017-05-31 Clément Cancès , Claire Chainais-Hillairet , Stella Krell

One key issue in the probability density function (PDF) approach for disperse two-phase turbulent flows is to close the diffusion term in the phase space. This study aimed to derive a kinetic equation for particle dispersion in turbulent…

Statistical Mechanics · Physics 2020-07-15 De-yu Zhong , Guang-qian Wang , Tie-jian Li , Ming-xi Zhang , You Xia

We consider high order approximations of the solution of the stochastic filtering problem, derive their pathwise representation in the spirit of the earlier work of Clark and Davis and prove their robustness property. In particular, we show…

Numerical Analysis · Mathematics 2021-01-12 Dan Crisan , Alexander Lobbe , Salvador Ortiz-Latorre

In this paper, we present a numerical approach to solve the McKean-Vlasov equations, which are distribution-dependent stochastic differential equations, under some non-globally Lipschitz conditions for both the drift and diffusion…

Numerical Analysis · Mathematics 2023-05-30 Qian Guo , Jie He , Lei Li

Langevin dynamics has found a large number of applications in sampling, optimization and estimation. Preconditioning the gradient in the dynamics with the covariance - an idea that originated in literature related to solving estimation and…

Probability · Mathematics 2025-04-28 Axel Ringh , Akash Sharma

We obtain approximate convexity principles for solutions to some classes of nonlinear elliptic partial differential equations in convex domains involving approximately concave nonlinearities. Furthermore, we provide some applications to…

Analysis of PDEs · Mathematics 2019-02-19 Claudia Bucur , Marco Squassina

We introduce novel approximate systems for dispersive and diffusive-dispersive equations with nonlinear fluxes. For purely dispersive equations, we construct a first-order, strictly hyperbolic approximation. Local well-posedness of smooth…

Analysis of PDEs · Mathematics 2025-12-05 Rahul Barthwal , Firas Dhaouadi , Christian Rohde

We consider the problem of model reduction of parametrized PDEs where the goal is to approximate any function belonging to the set of solutions at a reduced computational cost. For this, the bottom line of most strategies has so far been…

Numerical Analysis · Mathematics 2020-03-02 V. Ehrlacher , D. Lombardi , O. Mula , F. -X. Vialard

The transport of excitation probabilities amongst weakly coupled subunits is investigated for a class of finite quantum systems. It is demonstrated that the dynamical behavior of the transported quantity depends on the considered length…

Statistical Mechanics · Physics 2007-10-09 Robin Steinigeweg , Heinz-Peter Breuer , Jochen Gemmer

We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…

Mathematical Physics · Physics 2015-06-12 Raphael Lefevere

For the case of approximation of convection--diffusion equations using piecewise affine continuous finite elements a new edge-based nonlinear diffusion operator is proposed that makes the scheme satisfy a discrete maximum principle. The…

Numerical Analysis · Mathematics 2015-09-30 Gabriel R. Barrenechea , Erik Burman , Fotini Karakatsani

Well posedness is established for a family of equations modelling particle populations undergoing delocalised coagulation, advection, inflow and outflow in a externally specified velocity field. Very general particle types are allowed while…

Analysis of PDEs · Mathematics 2018-02-08 Robert I. A. Patterson

This paper presents an existence result and maximal regularity estimates for distributional solutions to degenerate/singular elliptic systems of $p$-Laplacian type with absorption and (prescribed) locally integrable forcing posed in…

Analysis of PDEs · Mathematics 2025-04-29 Goro Akagi , Hiroki Miyakawa

We derive uniform in time $L^\infty$-bound for solutions to an aggregation-diffusion model with attractive-repulsive potentials or fully attractive potentials. We analyze two cases: either the repulsive nonlocal term dominates over the…

Analysis of PDEs · Mathematics 2018-07-17 Jose A. Carrillo , Jinhuan Wang

We introduce a new wave formulation for the relativistic Euler equations with vacuum boundary conditions that consists of a system of non-linear wave equations in divergence form with a combination of acoustic and Dirichlet boundary…

General Relativity and Quantum Cosmology · Physics 2019-07-23 Todd A. Oliynyk

We derive a diffusion approximation for the kinetic Vlasov-Fokker-Planck equation in bounded spatial domains with specular reflection type boundary conditions. The method of proof involves the construction of a particular class of test…

Analysis of PDEs · Mathematics 2017-01-06 Ludovic Cesbron , Harsha Hutridurga

The goal of this work is to establish the global existence of nonnegative classical solutions in all dimensions for a system of highly nonlinear reaction-diffusion equations. We address the case for different diffusion coefficients and the…

Analysis of PDEs · Mathematics 2022-09-16 Nibedita Ghosh , Hari Shankar Mahato

The superior performance of ensemble methods with infinite models are well known. Most of these methods are based on optimization problems in infinite-dimensional spaces with some regularization, for instance, boosting methods and convex…

Machine Learning · Statistics 2017-12-18 Atsushi Nitanda , Taiji Suzuki

Diffusive transport of a particle in spatially correlated random energy landscape having exponential density of states has been considered. We exactly calculate the diffusivity in the nondispersive quasi-equilibrium transport regime and…

Disordered Systems and Neural Networks · Physics 2018-02-14 S. V. Novikov

We study a voting model on a branching Brownian motion process on $\mathbb{R}$ in which the diffusivity of each child particle is increased from that of the parent by a factor of $\gamma>1$. The probability distribution of the overall vote…

Analysis of PDEs · Mathematics 2023-12-29 Alexander Dunlap , Lenya Ryzhik
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