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This note provides an introduction to molecular dynamics, the computational implementation of the theory of statistical physics. The discussion is focused on the properties of Langevin dynamics, a degenerate stochastic differential equation…

Analysis of PDEs · Mathematics 2021-12-16 Gabriel Stoltz

Near equilibrium, the symmetric part of the time-integrated steady-state covariance, i.e., the time integral of correlation functions, is governed by the fluctuation-dissipation theorem, while the antisymmetric part vanishes due to Onsager…

Statistical Mechanics · Physics 2026-03-10 Timur Aslyamov , Massimiliano Esposito

The issue of the relaxation to equilibrium has been at the core of the kinetic theory of rarefied gas dynamics. In the paper, we introduce the Deep Neural Network (DNN) approximated solutions to the kinetic Fokker-Planck equation in a…

Numerical Analysis · Mathematics 2020-07-15 Hyung Ju Hwang , Jin Woo Jang , Hyeontae Jo , Jae Yong Lee

This paper establishes the spectral stability in exponentially weighted spaces of smooth traveling monotone fronts for reaction diffusion equations of Fisher-KPP type with nonlinear degenerate diffusion coefficient. It is assumed that the…

Analysis of PDEs · Mathematics 2017-06-02 J. Francisco Leyva , Ramon G. Plaza

The unified gas kinetic scheme (UGKS) was initially designed to address multiscale challenges in rarefied gas dynamics and then extended to radiative transfert theory, as described by BGK like relaxation models. In this work, we extend its…

Numerical Analysis · Mathematics 2025-07-08 Julien Mathiaud , Luc Mieussens , Nicolas Crouseilles

In this note we establish hypocoercivity and exponential relaxation to the Maxwellian for a class of kinetic Fokker-Planck-Alignment equations arising in the studies of collective behavior. Unlike previously known results in this direction…

Analysis of PDEs · Mathematics 2021-07-23 Roman Shvydkoy

In this paper we study the Fokker-Planck operator with potential V(x), and analyze some kind of conditions imposed on the potential to ensure the validity of global hypoelliptic estimates. As a consequence, we obtain the compactness of…

Analysis of PDEs · Mathematics 2010-09-14 Wei-Xi Li

This paper is concerned with space inhomogeneous quantum Fokker-Planck equations posed on a classical kinetic phase space. The nonlinear factor $f(1\pm f)$ appears both in the transport term and in the collison part of the Fokker-Planck…

Analysis of PDEs · Mathematics 2026-01-27 Anton Arnold , Marlies Pirner , Gayrat Toshpulatov

We consider Fokker-Planck equations with tilted periodic potential in the subcritical regime and characterize the spatio-temporal dynamics of the partial masses in the limit of vanishing diffusion. Our convergence proof relies on suitably…

Analysis of PDEs · Mathematics 2020-03-17 Michael Herrmann , Barbara Niethammer

A multi-species Fokker-Planck model for simulating particle collisions in a plasma is presented. The model includes various parameters that must be tuned. Under reasonable assumptions on these parameters, the model satisfies appropriate…

Mathematical Physics · Physics 2024-04-19 Evan Habbershaw , Cory D. Hauck , Jingwei Hu , Jeffrey R. Haack

Numerical techniques for discretization of velocity space in continuum kinetic calculations are described. An efficient spectral collocation method is developed for the speed coordinate - the radius in velocity space - employing a novel set…

Plasma Physics · Physics 2013-04-23 Matt Landreman , Darin R. Ernst

We consider the compressible Navier-Stokes-Fourier system on time-dependent domains with prescribed motion of the boundary, supplemented with slip boundary conditions for the velocity. Assuming that the pressure can be decomposed into an…

Analysis of PDEs · Mathematics 2015-11-17 Ondrej Kreml , Vaclav Macha , Sarka Necasova , Aneta Wroblewska-Kaminska

The fully discrete problem for convection-diffusion equation is considered. It comprises compact approximations for spatial discretization, and Crank-Nicolson scheme for temporal discretization. The expressions for the entries of inverse of…

Computational Finance · Quantitative Finance 2024-01-30 Anindya Goswami , Kuldip Singh Patel

This note introduces a new method for establishing alignment in systems of collective behavior with degenerate communication protocol. The communication protocol consists of a kernel defining interaction between pairs of agents. Degeneracy…

Analysis of PDEs · Mathematics 2019-04-16 Helge Dietert , Roman Shvydkoy

In this paper we proceed with investigation of connections between Fokker - Planck equation and continuum mechanics. In spectral decomposition of Fokker - Planck equation solution we preserve only terms with the smallest degree of damping.…

Chaotic Dynamics · Physics 2007-09-17 Igor A. Tanski

We study the treatment of the constraints in stochastic quantization method. We improve the treatment of the stochastic consistency condition proposed by Namiki et al. by suitably taking account of the Ito calculus. Then we obtain an…

High Energy Physics - Theory · Physics 2009-10-22 K. Ikegami , T. Kimura , R. Mochizuki

In this lectures given at the Morning side center of Mathematics in October 2016, we present in a very simple framework Hilbertian hypocoercive methods in the case of 1d kinetic inhomogeneous equations, and some illustrations concerning…

Analysis of PDEs · Mathematics 2017-10-17 Frédéric Hérau

We investigate a family of generalized Fokker-Planck equations that contains Richardson and porous media equations as members. Considering a confining drift term that is related to an effective potential, we show that each equation of this…

Statistical Mechanics · Physics 2021-10-04 Max Jauregui , Anna L. F. Lucchi , Jean H. Y. Passos , Renio S. Mendes

A class of nonlinear control-affine systems with bounded time-varying drift is considered. It is assumed that the control vector fields together with their iterated Lie brackets satisfy Hormander's condition in a neighborhood of the origin.…

Optimization and Control · Mathematics 2020-02-07 Victoria Grushkovskaya , Alexander Zuyev

We prove long-time contractivity estimates and exponential rates of convergence to equilibrium for solutions of hypoelliptic diffusion equations, which include the well-known Kolmogorov equation and similar kinetic Fokker-Planck equations…

Analysis of PDEs · Mathematics 2025-10-15 Nicolò Forcillo , Alessio Porretta