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The transport coefficients of a dilute gas of inelastic hard spheres immersed in a molecular gas are determined. We assume that the number density of the granular gas is much smaller than that of the surrounding molecular gas, so that the…

Soft Condensed Matter · Physics 2022-06-07 Rubén Gómez González , Vicente Garzó

A kinetic model for the elasto-plastic dynamics of a flowing jammed material is proposed, which takes the form of a non-local -- Boltzmann-like -- kinetic equation for the stress distribution function. Coarse-graining this equation yields a…

Soft Condensed Matter · Physics 2015-05-13 Lyderic Bocquet , Annie Colin , Armand Ajdari

For a class of evolution equations that possibly have only local solutions, we introduce a stochastic component that ensures that the solutions of the corresponding stochastically perturbed equations are global. The class of partial…

Analysis of PDEs · Mathematics 2024-03-12 Dan Crisan , Oana Lang

We derive the classical Hamilton-Jacobi equation from first principles as the natural description for smooth stochastic processes when one neglects stochastic velocity fluctuations. The Schr\"{o}dinger equation is shown to be the natural…

Quantum Physics · Physics 2020-11-19 Willem Westra

Stochastic models of chemical systems are often analysed by solving the corresponding Fokker-Planck equation which is a drift-diffusion partial differential equation for the probability distribution function. Efficient numerical solution of…

Numerical Analysis · Mathematics 2011-11-10 Simon L. Cotter , Tomas Vejchodsky , Radek Erban

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…

Machine Learning · Statistics 2024-11-05 Luc Brogat-Motte , Riccardo Bonalli , Alessandro Rudi

We introduce a model of long-range interacting particles evolving under a stochastic Monte Carlo dynamics, in which possible increase or decrease in the values of the dynamical variables is accepted with preassigned probabilities. For…

Statistical Mechanics · Physics 2013-12-03 Shamik Gupta , Thierry Dauxois , Stefano Ruffo

We provide a detailed multiscale analysis of a system of particles interacting through a dynamical network of links. Starting from a microscopic model, via the mean field limit, we formally derive coupled kinetic equations for the particle…

Analysis of PDEs · Mathematics 2016-07-14 Julien Barré , Pierre Degond , Ewelina Zatorska

In this review, a theoretical description is provided for the solid (granular) phase of the gas-solid flows that are the focus of this book. Emphasis is placed on the fundamental concepts involved in deriving a macroscopic hydrodynamic…

Statistical Mechanics · Physics 2009-10-02 James W. Dufty , Aparna Baskaran

This work is devoted to studying complex dynamical systems under non-Gaussian fluctuations. We first estimate the Kantorovich-Rubinstein distance for solutions of non-local Fokker-Planck equations associated with stochastic differential…

Probability · Mathematics 2021-11-24 Ao Zhang , Jinqiao Duan

A new idea for the quantization of dynamic systems, as well as space time itself, using a stochastic metric is proposed. The quantum mechanics of a mass point is constructed on a space time manifold using a stochastic metric. A stochastic…

General Relativity and Quantum Cosmology · Physics 2018-03-22 Yoshimasa Kurihara

Many-body quantum-mechanical stationary states that have real valued wavefunctions are shown to satisfy a classical conservation of energy equation with a kinetic energy function. The terms in the equation depend on the probability…

Atomic Physics · Physics 2021-07-23 James P. Finley

We present the newly developed stochastic model of the galactic cosmic ray (GCR) particles transport in the heliosphere. Mathematically Parker transport equation (PTE) describing non-stationary transport of charged particles in the…

Solar and Stellar Astrophysics · Physics 2015-09-23 A. Wawrzynczak , R. Modzelewska , A. Gil

The local balance equations for the density, momentum, and energy of a dilute gas of elastic or inelastic hard spheres, strongly confined between two parallel hard plates are obtained. The starting point is a Boltzmann-like kinetic…

Statistical Mechanics · Physics 2020-04-22 J. Javier Brey , P. Maynar , M. I. García de Soria

The hydrodynamic interpretation of quantum mechanics treats a system of particles in an effective manner. In this work, we investigate squeezed coherent states within the hydrodynamic interpretation. The Hamiltonian operator in question is…

Quantum Physics · Physics 2022-05-24 Nezihe Uzun

A recently introduced nonlinear Fokker-Planck equation, derived directly from a master equation, comes out as a very general tool to describe phenomenologically systems presenting complex behavior, like anomalous diffusion, in the presence…

Statistical Mechanics · Physics 2009-11-13 Veit Schwammle , Evaldo M. F. Curado , Fernando D. Nobre

We formulate a general, high-dimensional kinetic theory describing the internal state (such as gene expression or protein levels) of cells in a stochastically evolving population. The resolution of our kinetic theory also allows one to…

Populations and Evolution · Quantitative Biology 2026-05-12 Mingtao Xia , Tom Chou

Fokker-Planck equations are extensively employed in various scientific fields as they characterise the behaviour of stochastic systems at the level of probability density functions. Although broadly used, they allow for analytical treatment…

Statistical Mechanics · Physics 2020-08-26 Dimitra Maoutsa , Sebastian Reich , Manfred Opper

We propose a data-driven approach for propagating uncertainty in stochastic power grid simulations and apply it to the estimation of transmission line failure probabilities. A reduced-order equation governing the evolution of the observed…

Computational Engineering, Finance, and Science · Computer Science 2024-01-08 Hongli Zhao , Tyler E. Maltba , D. Adrian Maldonado , Emil Constantinescu , Mihai Anitescu

We derive non-linear stochastic Fokker-Planck equation from stochastic systems particles with individual and environmental noise via relative entropy method, with pathwise quantitative bounds. Moreover, we prove the existence of a unique…

Probability · Mathematics 2026-04-23 Christian Olivera , Alexandre B. de Souza
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