Related papers: A Continuous Stochastic Model for Non-Equilibrium …
This work explores the feasibility of performing three-dimensional molecular gas dynamics simulations of hypersonic flows such as re-entry vehicles through directly solving the six-dimensional nonlinear Boltzmann equation closed with the…
We study a numerical method to compute probability density functions of solutions of stochastic differential equations. The method is sometimes called the numerical path integration method and has been shown to be fast and accurate in…
We derive macroscopic traffic equations from specific gas-kinetic equations, dropping some of the assumptions and approximations made in previous papers. The resulting partial differential equations for the vehicle density and average…
The paper presents a solution to the Boltzmann kinetic equation based on the construction of its discrete conservative model. Discrete analogue of the collision integral is presented as a contraction of a tensor, which is independent from…
The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. However, there are both theoretical and empirical reasons to consider similar equations driven by…
The goal of this investigation was to derive strictly new properties of chaotic systems and their mutual relations. The generalized Fokker-Planck equation with a non stationary diffusion has been derived and used for chaos analysis. An…
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,…
Discrete particle simulation, a combined approach of computational fluid dynamics and discrete methods such as DEM (Discrete Element Method), DSMC (Direct Simulation Monte Carlo), SPH (Smoothed Particle Hydrodynamics), PIC…
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…
The Fokker-Planck Equation (FPE) is a fundamental tool for the investigation of kinematic aspects of a wide range of systems. For systems governed by the non-additive entropy $S_q$, the Plastino-Plastino Equation (PPE) is the correct…
This paper introduces a novel multi-species Enskog-Vlasov solver. It is used to determine evaporation coefficients of fluids under high-pressure conditions, a critical factor for efficient fuel mixing in internal combustion engines. The…
A formalism for quantum many-body systems is proposed through a semiclassical treatment in phase space, allowing us to establish a stochastic thermodynamics incorporating quantum statistics. Specifically, we utilize a stochastic…
An improved method for the description of hierarchical complex systems by means of a Fokker-Planck equation is presented. In particular the limited-memory Broyden-Fletcher-Goldfarb-Shanno algorithm for constraint problems (L-BFGS-B) is used…
The present work considers diffusive shock acceleration at non-relativistic shocks using a system of stochastic differential equations (SDE) equivalent to the Fokker-Planck equation. We compute approximate solutions of the transport of…
The Boltzmann equation for inelastic and rough hard spheres is considered as a model of a dilute granular gas. In this model, the collisions are characterized by constant coefficients of normal and tangential restitution and hence the…
We present an approach for simulating the collisional evolution of spherical isotropic stellar systems based on the one-dimensional Fokker-Planck equation. A novel aspect is that we use the phase volume as the argument of the distribution…
We describe in detail a recently proposed lattice-Boltzmann model for simulating flows with multiple phases and components. In particular, the focus is on the modeling of one-component fluid systems which obey non-ideal gas equations of…
A kinetic model for granular mixtures is considered to study three different non-equilibrium situations. The model is based on the equivalence between a gas of elastic hard spheres subjected to a drag force proportional to the particle…
Non-smooth dynamics driven by stochastic disturbance arise in a wide variety of engineering problems. Impulsive interventions are often employed to control stochastic systems; however, the modeling and analysis subject to execution delay…
The Nonlinear Noisy Leaky Integrate and Fire neuronal models are mathematical models that describe the activity of neural networks. These models have been studied at a microscopic level, using Stochastic Differential Equations, and at a…