Related papers: FlowKac: An Efficient Neural Fokker-Planck solver …
In this paper we first employ the energetic variational method to derive a micro-macro model for compressible polymeric fluids. This model is a coupling of isentropic compressible Navier-Stokes equations with a nonlinear Fokker-Planck…
The theoretical description of non-renewal stochastic systems is a challenge. Analytical results are often not available or can only be obtained under strong conditions, limiting their applicability. Also, numerical results have mostly been…
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…
In this paper, we introduce a novel variant of the CBO method that incorporates jumps according to an $\alpha$-stable stochastic process in a kinetic framework. This extension gives rise to nonlocal stochastic effects, which improve the…
The aim of this contribution is to study the particle dynamics in a storage ring under the influence of noise. Some simplified stochastic beam dynamics problems are treated by solving the corresponding Fokker-Planck equations numerically.
In this paper, we exploit the gradient flow structure of continuous-time formulations of Bayesian inference in terms of their numerical time-stepping. We focus on two particular examples, namely, the continuous-time ensemble Kalman-Bucy…
The Fokker-Planck equation is one of the fundamental equations in nonequilibrium statistical mechanics, and this equation is known to be derived from the Wasserstein gradient flow equation with a free energy. This gradient flow equation…
Resolvent analysis of the linearized Navier-Stokes equations provides useful insight into the dynamics of transitional and turbulent flows and can provide a model for the dominant coherent structures within the flow, particularly for flows…
Resolvent analysis is a powerful tool for modeling and analyzing turbulent flows and in particular provides an approximation of coherent flow structures. Despite recent algorithmic advances, computing resolvent modes for flows with more…
Data assimilation aims to estimate the states of a dynamical system by optimally combining sparse and noisy observations of the physical system with uncertain forecasts produced by a computational model. The states of many dynamical systems…
In this article, we propose and study several discrete versions of homogeneous and inhomogeneous one-dimensional Fokker-Planck equations. In particular, for these discretizations of velocity and space, we prove the exponential convergence…
Gaseous flows show a diverse set of behaviors on different characteristic scales. Given the coarse-grained modeling in theories of fluids, considerable uncertainties may exist between the flow-field solutions and the real physics. To study…
We address the problem of constructing accurate mathematical models of the dynamics of complex systems projected on a collective variable. To this aim we introduce a conceptually simple yet effective algorithm for estimating the parameters…
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…
A common way to numerically solve Fokker-Planck equations is the Chang-Cooper method in space combined with one of the Euler methods in time. However, the explicit Euler method is only conditionally positive, leading to severe restrictions…
An efficient method is presented as a means of an approximate, analytic time-dependent solution of the Fokker-Planck equation (FPE) for the Langevin model subjected to additive and multiplicative noise. We have assumed that the dynamical…
We present a model-based output-only method for identifying from time series the parameters governing the dynamics of stochastically forced oscillators. In this context, suitable models of the oscillator's damping and stiffness properties…
We propose a method to reduce the relaxation time towards equilibrium in stochastic sampling of complex energy landscapes in statistical systems with discrete degrees of freedom by generalizing the platform previously developed for…
The convergence of Boltzmann Fokker Planck solution can become arbitrarily slow with iterative procedures like source iteration. This paper derives and investigates a nonlinear diffusion acceleration scheme for the solution of the Boltzmann…
This paper introduces a nonlinear acceleration technique that accelerates the convergence of solution of transport problems with highly forward-peaked scattering. The technique is similar to a conventional high-order/low-order (HOLO)…