Related papers: A Continuous Stochastic Model for Non-Equilibrium …
We consider finite-volume approximations of Fokker-Planck equations on bounded convex domains in $\mathbb{R}^d$ and study the corresponding gradient flow structures. We reprove the convergence of the discrete to continuous Fokker-Planck…
Solving the Fokker-Planck equation for high-dimensional complex dynamical systems remains a pivotal yet challenging task due to the intractability of analytical solutions and the limitations of traditional numerical methods. In this work,…
Stochastic transport processes on networked domains (modelled on metric graphs) arise in a variety of applications where diffusion and drift mechanisms interact with an underlying graph structure. The Fokker--Planck equation provides a…
Enskog-Vlasov equation is currently the most sophisticated kinetic model for describing non-equilibrium evaporative flows. While it enables more efficient simulations than the molecular dynamics (MD) methods, its accuracy in reproducing the…
This contribution presents a derivation of the steady-state distribution of velocities and distances of vehicles in freeway traffic which has been suggested for the evaluation of interaction potentials among vehicles (see preprint…
The simulation of complex stochastic network dynamics arising, for instance, from models of coupled biomolecular processes remains computationally challenging. Often, the necessity to scan a models' dynamics over a large parameter space…
This paper focuses on finding an approximate solution of a kind of Fokker-Planck equation with time-dependent perturbations. A formulation of the approximate solution of the equation is constructed, and then the existence of the formulation…
The Fokker--Planck equation is a key ingredient of many models in physics, and related subjects, and arises in a diverse array of settings. Analytical solutions are limited to special cases, and resorting to numerical simulation is often…
Similar to the treatment of dense gases, fluid-dynamic equations for the dynamics of congested vehicular traffic are derived from Enskog-like kinetic equations. These contain additional terms due to the anisotropic vehicle interactions. The…
We study stochastic motion under a nonlinear frictional force that levels off with increasing velocity. Specifically, our frictional force is of the so-called Coulomb-tanh type. At small speed, it increases approximately linearly with…
In this paper we suggest a consistent approach to derivation of generalized Fokker-Planck equation (GFPE) for Gaussian non-Markovian processes with stationary increments. This approach allows us to construct the probability density function…
The multi-scale flow mechanism is crucial for force and heat loaded on near-space and reentry vehicles, the control of spacecraft by thrusters, the propelling and cooling of MEMS, etc. Since the continuum flow and rarefied flow often exist…
In this work, we consider the discretization of some nonlinear Fokker-Planck-Kolmogorov equations. The scheme we propose preserves the non-negativity of the solution, conserves the mass and, as the discretization parameters tend to zero,…
Multiscale non-equilibrium physics at large variations of local Knudsen number are encountered in applications of aerospace engineering and micro-electro-mechanical systems, such as high-speed flying vehicles and low pressure of the…
This paper proposes a simple mathematical model of non-stationary and non-linear stochastic dynamics, which approximates a (globally) non-stationary and non-linear stochastic process by its locally (or \emph{"piecewise"}) stationary…
Using the prescription of the nonequilibrium statistical operator method, we derive a non-Markovian generalization to the kinetic theory described by Walser {\sl et al.} [Phys. Rev. A {\bf 59}, 3878 (1999)]. Quasi-particle damping and…
Activation/deactivation by inelastic collisions have been extensively studied at unimolecular reactions in gas phase where they are crucial for equilibration. As equilibration means an increase of entropy, the mechanism can also be…
When the complete understanding of a complex system is not available, as, e.g., for systems considered in the real-world, we need a top-down approach to complexity. In this approach one may start with the desire to understand general…
This paper concerns a Fokker-Planck equation on the positive real line modeling nucleation and growth of clusters. The main feature of the equation is the dependence of the driving vector field and boundary condition on a non-local order…
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.…