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We develop a new method to solve the Fokker-Planck or Kolmogorov's forward equation that governs the time evolution of the joint probability density function of a continuous-time stochastic nonlinear system. Numerical solution of this…

Optimization and Control · Mathematics 2018-11-16 Kenneth F. Caluya , Abhishek Halder

We propose a numerical method for the Vlasov-Poisson-Fokker-Planck model written as an hyperbolic system thanks to a spectral decomposition in the basis of Hermite functions with respect to the velocity variable and a structure preserving…

Numerical Analysis · Mathematics 2026-04-08 Alain Blaustein , Francis Filbet

We present an adaptive spectral method for solving the Landau/Fokker-Planck equation for electron-ion systems. The heart of the algorithm is an expansion in Laguerre polynomials, which has several advantages, including automatic…

The quasi-neutral hybrid model with kinetic ions and fluid electrons is a promising approach for bridging the inherent multi-scale nature of many problems in space and laboratory plasmas. Here, a novel, implicit, particle-in-cell based…

Plasma Physics · Physics 2018-11-14 A. Stanier , L. Chacón , G. Chen

The probability density function of stochastic differential equations is governed by the Fokker-Planck (FP) equation. A novel machine learning method is developed to solve the general FP equations based on deep neural networks. The proposed…

Computational Physics · Physics 2020-02-19 Yong Xu , Hao Zhang , Yongge Li , Kuang Zhou , Qi Liu , Jürgen Kurths

We develop a conservative phase-space grid-adaptivity strategy for the Vlasov-Fokker-Planck equation in a planar geometry. The velocity-space grid is normalized to the thermal speed and shifted by the bulk-fluid velocity. The…

Plasma Physics · Physics 2019-03-14 William Tsubasa Taitano , Luis Chacon , Andrei Simakov , Steven Anderson

A conservative discrete velocity method (DVM) is developed for the ellipsoidal Fokker-Planck (ES-FP) equation in prediction of non-equilibrium neutral gas flows in this paper. The ES-FP collision operator is solved in discrete velocity…

Computational Physics · Physics 2019-09-25 Sha Liu , Ruifeng Yuan , Usman Javid , Chengwen Zhong

We consider three classes of linear non-symmetric Fokker-Planck equations having a unique steady state and establish exponential convergence of solutions towards the steady state with explicit (estimates of) decay rates. First,…

Analysis of PDEs · Mathematics 2023-08-21 Franz Achleitner , Anton Arnold , Dominik Stürzer

The Rosenbluth-Fokker-Planck (RFP) equation describes Coulomb collisional dynamics within and across species in plasmas. It belongs to the broader class of anisotropic-diffusion-advection equations, whose numerical approximation is…

Numerical Analysis · Mathematics 2026-01-15 Hamad El Kahza , Luis Chacón , William Taitano , Jingmei Qiu , Jingwei Hu

This paper is concerned with a modified entropy method to establish the large-time convergence towards the (unique) steady state, for kinetic Fokker-Planck equations with non-quadratic confinement potentials in whole space. We extend…

Analysis of PDEs · Mathematics 2024-01-23 Anton Arnold , Gayrat Toshpulatov

For quantum computers to become useful tools to physicists, engineers and computational scientists, quantum algorithms for solving nonlinear differential equations need to be developed. Despite recent advances, the quest for a solver that…

Quantum Physics · Physics 2024-01-25 Felix Tennie , Luca Magri

Coulomb collisions in particle simulations for weakly coupled plasmas are modeled by the Landau-Fokker-Planck equation, which is typically solved by Monte-Carlo (MC) methods. One of the main disadvantages of MC is the timestep accuracy…

Computational Physics · Physics 2025-01-03 G. Chen , A. J. Stanier , L. Chacón , S. E. Anderson , B. Philip

In this work, we develop novel structure-preserving numerical schemes for a class of nonlinear Fokker--Planck equations with nonlocal interactions. Such equations can cover many cases of importance, such as porous medium equations with…

Numerical Analysis · Mathematics 2020-08-18 Chenghua Duan , Wenbin Chen , Chun Liu , Xingye Yue , Shenggao Zhou

A set of key properties for an ideal dissipation scheme in gyrokinetic simulations is proposed, and implementation of a model collision operator satisfying these properties is described. This operator is based on the exact linearized…

Particle-based stochastic approximations of the Boltzmann equation are popular tools for simulations of non-equilibrium gas flows, for which the Navier-Stokes-Fourier equations fail to provide accurate description. However, these numerical…

Numerical Analysis · Mathematics 2025-09-09 Veronica Montanaro , Lukas Netterdon , Manuel Torrilhon , Hossein Gorji

We propose the novel numerical scheme for solution of the multidimensional Fokker-Planck equation, which is based on the Chebyshev interpolation and the spectral differentiation techniques as well as low rank tensor approximations, namely,…

Numerical Analysis · Mathematics 2021-02-17 Andrei Chertkov , Ivan Oseledets

Error estimates are rigorously derived for a semi-discrete version of a conservative spectral method for approximating the space-homogeneous Fokker-Planck-Landau (FPL) equation associated to hard potentials. The analysis included shows that…

Numerical Analysis · Mathematics 2020-09-23 Clark A. Pennie , Irene M. Gamba

We study well-posedness and long time behavior of the nonlinear Vlasov-Poisson- Fokker-Planck system with an external confining potential. The system describes the time evolution of particles (e.g.$\,\,$in a plasma) undergoing diffusion,…

Analysis of PDEs · Mathematics 2024-06-24 Gayrat Toshpulatov

We investigate the convergence of a nonlinear approximation method introduced by Ammar et al. (J. Non-Newtonian Fluid Mech. 139:153-176, 2006) for the numerical solution of high-dimensional Fokker-Planck equations featuring in…

Numerical Analysis · Mathematics 2012-09-25 Leonardo E. Figueroa , Endre Süli

Collisions play an important role in turbulence and transport of fusion plasmas. For kinetic simulations, as the collisionality increases in the domain of interest, the size of the time step to resolve the collisional physics can become…

Plasma Physics · Physics 2025-11-14 D. Liu , J. Juno , G. W. Hammett , A. Hakim , A. Shukla , M. Francisquez