Related papers: Identification and existence of Boltzmann processe…
We investigate the diffusion of particles in an attractive one-dimensional potential that grows logarithmically for large $|x|$ using the Fokker-Planck equation. An eigenfunction expansion shows that the Boltzmann equilibrium density does…
Inspired by the stochastic particle method, this paper establishes an easily implementable explicit numerical method for McKean-Vlasov stochastic differential equations (MV-SDEs) with superlinear growth coefficients. The paper establishes…
This paper is concerned with the analysis of blow-ups for two McKean-Vlasov equations involving hitting times. Let $(B(t); \, t \ge 0)$ be standard Brownian motion, and $\tau:= \inf\{t \ge 0: X(t) \le 0\}$ be the hitting time to zero of a…
This letter aims at justifying the stochastic equations in terms of the number density variable, which are still controversial, via complementing Dean's approach [Dean D S 1996 {\itshape J. Phys. A} {\bf 29} L613]. Our course is twofold:…
The aim of this contribution is to study the particle dynamics in a storage ring under the influence of noise. Some simplified stochastic beam dynamics problems are treated by solving the corresponding Fokker-Planck equations numerically.
It is known that the singularity in the non-cutoff cross-section of the Boltzmann equation leads to the gain of regularity and gain of weight in the velocity variable. By defining and analyzing a non-isotropy norm which precisely captures…
The solution $\vartheta =(\vartheta_{t})_{t\geq 0}$ of a class of linear stochastic partial differential equations is approximated using Clark's robust representation approach (\cite{c}, \cite{cc}). The ensuing approximations are shown to…
The regularity of solutions to the Boltzmann equation is a fundamental problem in the kinetic theory. In this paper, the case with angular cut-off is investigated. It is shown that the macroscopic parts of solutions to the Boltzmann…
A degenerate fourth-order parabolic equation modeling condensation phenomena related to Bose-Einstein particles is analyzed. The model is a Fokker-Planck-type approximation of the Boltzmann-Nordheim equation, only keeping the leading order…
The steady state of the Fokker-Planck equation corresponding to a density dependent one-step process is approximated by a suitable normal distribution. Starting from the master equations of the process, written in terms of the time…
We propose two models of the Boltzmann equation (BGK and Fokker-Planck models) for rarefied flows of diatomic gases in vibrational non-equilibrium. These models take into account the discrete repartition of vibration energy modes, which is…
The notion of distance between a global Maxwellian function and an arbitrary solution $f$ (with the same total density $\rho$ at the fixed moment $t$) of Boltzmann equation is introduced. In this way we essentially generalize the important…
The stochastic theory of relativistic quantum mechanics presented here is modelled on the one that has been proposed previously and that was claimed to be a promising substitute to the orthodox theory in the non-relativistic domain. So it…
In this paper, we study multi-species stochastic interacting particle systems and their mean-field McKean-Vlasov partial differential equations (PDEs) in non-convex landscapes. We discuss the well-posedness of the multi-species SDE system,…
We study a nonlinear stochastic partial differential equation whose solution is the conditional log-Laplace functional of a superprocess in a random environment. We establish its existence and uniqueness by smoothing out the nonlinear term…
For a class of piecewise deterministic Markov processes we introduce a stochastic calculus which is a certain non-Gaussian counterpart to the classical Malliavin calculus. As an application we investigate the regularity of densities of…
This paper is devoted to the study of the dynamics of charged particles in a weakly inhomogeneous dilute gas. More precisely, we consider the existence of unique global in time classical solutions for the Vlasov-MaxwellBoltzmann system and…
A novel refinement of the conventional treatment of Kadanoff--Baym equations is suggested. Besides the Boltzmann equation another differential equation is used for calculating the evolution of the non-equilibrium two-point function.…
The paper is concerned with a McKean-Vlasov type SDE with drift in anisotropic Besov spaces with negative regularity and with degenerate diffusion matrix under the weak H{\"o}rmander condition. The main result is of existence and uniqueness…
The density of a moderately dense gas evolving in a vacuum is given by the solution of an Enskog equation. Recently we have constructed in [ARS17] the stochastic process that corresponds to the Enskog equation under suitable conditions. The…