Related papers: A Continuous Stochastic Model for Non-Equilibrium …
We propose a new formulation of the fluctuating lattice Boltzmann equation that is consistent with both equilibrium statististical mechanics and fluctuating hydrodynamics. The formalism is based on a generalized lattice-gas model, with each…
We study Markov processes associated with stochastic differential equations, whose non-linearities are gradients of convex functionals. We prove a general result of existence of such Markov processes and a priori estimates on the transition…
Systems with long range interactions present generically the formation of quasi-stationary long-lived non-equilibrium states. These states relax to Boltzmann equilibrium following a dynamics which is not well understood. In this paper we…
In this paper, a unified gas kinetic scheme with adaptive velocity space (AUGKS) for multiscale flow transport will be developed. In near-equilibrium flow regions, particle distribution function is close to the Chapman-Enskog expansion and…
The non-equilibrium gas dynamics is described by the Boltzmann equation, which can be solved numerically through the deterministic and stochastic methods. Due to the complicated collision term of the Boltzmann equation, many kinetic…
The Fokker-Planck equation provides complete statistical description of a particle undergoing random motion in a solvent. In the presence of Lorentz force due to an external magnetic field, the Fokker-Planck equation picks up a tensorial…
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…
The Fokker-Planck equation describing the transport of energetic particles interacting with turbulence is difficult to solve analytically. Numerical solutions are of course possible but they are not always useful for applications. In the…
The method of choice for integrating the time-dependent Fokker-Planck equation in high-dimension is to generate samples from the solution via integration of the associated stochastic differential equation. Here, we study an alternative…
This article presents a rigorous analysis for efficient statistically accurate algorithms for solving the Fokker-Planck equations associated with high-dimensional nonlinear turbulent dynamical systems with conditional Gaussian structures.…
Stochastic phenomena occurring within charged particle beams can be handled using the Vlasov-Fokker-Planck generalization of the Vlasov equation. In particular, this non-deterministic approach can deal with effects due to Coulomb scattering…
We introduce and analyse a continuum model for an interacting particle system of Vicsek type. The model is given by a non-linear kinetic partial differential equation (PDE) describing the time-evolution of the density $f_t$, in the single…
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…
The design of particle simulation methods for collisional plasma physics has always represented a challenge due to the unbounded total collisional cross section, which prevents a natural extension of the classical Direct Simulation Monte…
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…
We present new models of the evolution and dissolution of star clusters evolving under the combined influence of internal relaxation and external tidal fields, using the anisotropic gaseous model based on the Fokker-Planck approximation,…
We formulate a generalized self-consistent stochastic quantum kinetic theory for finite-temperature ultracold Bose gases interacting via a generic long-range interaction, applicable to a broad range of systems, by means of Keldysh…
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…
When the flow is sufficiently rarefied, a temperature gradient, for example, between two walls separated by a few mean free paths, induces a gas flow---an observation attributed to the thermo-stress convection effects at microscale. The…
The Vlasov-Nordstr\"{o}m-Fokker-Planck system describes the evolution of self-gravitating matter experiencing collisions with a fixed background of particles in the framework of a relativistic scalar theory of gravitation. We study the…