Related papers: Solving stationary nonlinear Fokker-Planck equatio…
This paper is devoted to the construction of structure preserving stochastic Galerkin schemes for Fokker-Planck type equations with uncertainties and interacting with an external distribution, that we refer to as a background distribution.…
In a previous work, a perturbative approach to a class of Fokker-Planck equations, which have constant diffusion coefficients and small time-dependent drift coefficients, was developed by exploiting the close connection between the…
In this work, we leverage the Hamiltonian kind structure for accurate uncertainty propagation through a nonlinear dynamical system. The developed approach utilizes the fact that the stationary probability density function is purely a…
The issue of the relaxation to equilibrium has been at the core of the kinetic theory of rarefied gas dynamics. In the paper, we introduce the Deep Neural Network (DNN) approximated solutions to the kinetic Fokker-Planck equation in a…
A covariant Fokker-Planck type equation for a simple gas and an equation for the Brownian motion are derived from a relativistic kinetic theory based on the Boltzmann equation. For the simple gas the dynamic friction four-vector and the…
We examine the validity of the Fokker-Planck equation with linear force coefficients as an approximation to the kinetic equation of nucleation in homogeneous isothermal multicomponent condensation. Starting with a discrete equation of…
Dynamics of complex systems is often hierarchically organized on different time scales. To understand the physics of such hierarchy, here Brownian motion of a particle moving through a fluctuating medium with slowly varying temperature is…
The homotopy analysis method known from its successful applications to obtain quasi-analytical approximations of solutions of ordinary and partial differential equations is applied to stochastic differential equations with Gaussian…
We consider the Fokker--Planck equations with irregular coefficients. Two different cases are treated: in the degenerate case, the coefficients are assumed to be weakly differentiable, while in the non-degenerate case the drift satisfies…
The Fokker-Planck equation for a heavy particle in a granular fluid is derived from the Liouville equation. The host fluid is assumed to be in its homogeneous cooling state and all interactions are idealized as smooth, inelastic hard…
The Fokker-Planck equations (FPEs) for stochastic systems driven by additive symmetric $\alpha$-stable noises may not adequately describe the time evolution for the probability densities of solution paths in some practical applications,…
We use the Fokker-Planck equation and its moment equations to study the collective behavior of interacting particles in unsteady one-dimensional flows. Particles interact according to a long-range attractive and a short-range repulsive…
We propose a discrete lattice version of the Fokker-Planck kinetic equation along lines similar to the Lattice-Boltzmann scheme. Our work extends an earlier one-dimensional formulation to arbitrary spatial dimension $D$. A generalized…
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…
We consider the existence of steady rarefied flows of polyatomic gas between two parallel condensed phases, where evaporation and condensation processes occur. To this end, we study the existence problem of stationary solutions in a…
A system of partial differential equations representing stochastic neural fields was recently proposed with the aim of modelling the activity of noisy grid cells when a mammal travels through physical space. The system was rigorously…
A spectral solution method is proposed to solve a previuously developed non-equilibrium statistical model describing partial thermalization of produced charged hadrons in relativistic heavy-ion collisions, thus improving the accuracy of the…
The non-linear Poisson-Boltzmann equation for a circular, uniformly charged platelet, confined together with co- and counter-ions to a cylindrical cell, is solved semi-analytically by transforming it into an integral equation and solving…
Efficiently solving the Fokker-Planck equation (FPE) is crucial for understanding the probabilistic evolution of stochastic particles in dynamical systems, however, analytical solutions or density functions are only attainable in specific…
Combining analytical and numerical methods, we study within the framework of the homogeneous non-linear Boltzmann equation, a broad class of models relevant for the dynamics of dissipative fluids, including granular gases. We use the new…