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In this paper we analyze the global existence of classical solutions to the initial boundary-value problem for a nonlinear parabolic equation describing the collective behavior of an ensemble of neurons. These equations were obtained as a…

Analysis of PDEs · Mathematics 2011-09-08 José A. Carrillo , María d. M. González , Maria P. Gualdani , Maria E. Schonbek

This paper presents new analytical results for a class of nonlinear parabolic systems of partial different equations with small cross-diffusion which describe the macroscopic dynamics of a variety of large systems of interacting particles.…

Analysis of PDEs · Mathematics 2020-03-04 Luca Alasio , Helene Ranetbauer , Markus Schmidtchen , Marie-Therese Wolfram

In neuroscience, the distribution of a decision time is modelled by means of a one-dimensional Fokker--Planck equation with time-dependent boundaries and space-time-dependent drift. Efficient approximation of the solution to this equation…

Numerical Analysis · Mathematics 2023-02-08 Udo Boehm , Sonja Cox , Gregor Gantner , Rob Stevenson

We consider single-file diffusion in an open system with two species $A,B$ of particles. At the boundaries we assume different reservoir densities which drive the system into a non-equilibrium steady state. As a model we use an…

Statistical Mechanics · Physics 2007-05-23 A. Brzank , G. M. Schütz

The problem of diffusion in a time-dependent (and generally inhomogeneous) external field is considered on the basis of a generalized master equation with two times, introduced in [1,2]. We consider the case of the quasi Fokker-Planck…

Statistical Mechanics · Physics 2015-05-18 S. A. Trigger , G. J. F. van Heijst , O. F. Petrov , P. P. J. M. Schram

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

We study reaction-diffusion equations in cylinders with possibly nonlinear diffusion and possibly nonlinear Neumann boundary conditions. We provide a geometric Poincar\'e-type inequality and classification results for stable solutions, and…

Analysis of PDEs · Mathematics 2016-06-28 Serena Dipierro , Nicola Soave , Enrico Valdinoci

The boundary-induced phase transitions in an asymmetric simple exclusion process with inter-particle repulsion and bulk non-conservation are analyzed through the fixed points of the boundary layers. This system is known to have phases in…

Statistical Mechanics · Physics 2013-05-29 Sutapa Mukherji

In this paper, we develop a theoretical framework for nonlinear stochastic optimal control problems with optimal stopping by establishing a density-based deterministic representation of the underlying diffusion. For state-independent…

Optimization and Control · Mathematics 2026-04-15 Akan Selim , Siddhartha Ganguly , Ali Pakniyat , Panagiotis Tsiotras

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…

Probability · Mathematics 2018-02-01 Viorel Barbu , Michael Röckner

The accumulation of small particles is analyzed in stationary flows through channels of variable width at small Reynolds number. The combined influence of pressure, viscous drag and thermal fluctuations is described by means of a…

Soft Condensed Matter · Physics 2008-07-09 Michael Schindler , Peter Talkner , Marcin Kostur , Peter Hanggi

In this paper, we study a class of equations representing nonlinear diffusion on networks. A particular instance of our model can be seen as a network equivalent of the porous-medium equation. We are interested in studying perturbations of…

Dynamical Systems · Mathematics 2024-11-21 Riccardo Bonetto , Hildeberto Jardón Kojakhmetov

The Fokker-Planck equation with diffusion coefficient quadratic in space variable, linear drift coefficient, and nonlocal nonlinearity term is considered in the framework of a model of analysis of asset returns at financial markets. For…

Computational Finance · Quantitative Finance 2008-12-10 Alexander Shapovalov , Andrey Trifonov , Elena Masalova

The main purpose of this paper is to study limit cycles in non-linear regularizations of planar piecewise smooth systems with fold points (or more degenerate tangency points) and crossing regions. We deal with a slow fast Hopf point after…

Dynamical Systems · Mathematics 2025-06-24 Peter De Maesschalck , Renato Huzak , Otavio Henrique Perez

We obtain equilibration rates for a one-dimensional nonlocal Fokker-Planck equation with time-dependent diffusion coefficient and drift, modeling the relaxation of a large swarm of robots, feeling each other in terms of their distance,…

Analysis of PDEs · Mathematics 2023-06-06 Ferdinando Auricchio , Giuseppe Toscani , Mattia Zanella

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.…

Analysis of PDEs · Mathematics 2025-04-18 Giuseppe Toscani , Mattia Zanella

This paper is concerned with a complete asymptoticanalysis as $\mathfrak{E} \to 0$ of the stationary Munk equation $\partial\_x\psi-\mathfrak{E} \Delta^2 \psi=\tau$ in a domain $\Omega\subset \mathbf{R}^2$, supplemented with…

Analysis of PDEs · Mathematics 2019-04-22 Anne-Laure Dalibard , Laure Saint-Raymond

This work develops a nonlinear multigrid method for diffusion problems discretized by cell-centered finite volume methods on general unstructured grids. The multigrid hierarchy is constructed algebraically using aggregation of degrees of…

Numerical Analysis · Mathematics 2020-10-29 Chak Shing Lee , François Hamon , Nicola Castelletto , Panayot S. Vassilevski , Joshua White

The diffusion forecasting is a nonparametric approach that provably solves the Fokker-Planck PDE corresponding to It\^o diffusion without knowing the underlying equation. The key idea of this method is to approximate the solution of the…

Numerical Analysis · Mathematics 2018-01-17 John Harlim , Haizhao Yang

Through multiscale analysis of the adjoint Fokker-Planck equation, strict bounds are derived for the center of mass diffusivity of an overdamped harmonic chain in a periodic potential, often known as the discrete Frenkel-Kontorova model.…

Statistical Mechanics · Physics 2013-07-30 T. D. Swinburne