Related papers: Energy distance and evolution problems: a promisin…
The aim of the present paper is twofold:(1) We carry on with developing an abstract method for deriving decay estimates on the semigroup associated to non-symmetric operators in Banach spaces as introduced in [10]. We extend the method so…
Energy functions are generalizations of controllability and observability Gramians to nonlinear systems and as such find applications in both nonlinear balanced truncation and feedback control. These energy functions are solutions to the…
In this paper, we introduce second order and fourth order space discretization via finite difference implementation of the finite element method for solving Fokker-Planck equations associated with irreversible processes. The proposed…
While accurate simulations of dense gas flows far from the equilibrium can be achieved by Direct Simulation adapted to the Enskog equation, the significant computational demand required for collisions appears as a major constraint. In order…
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…
The relativistic Fokker-Planck equation, in which the speed of light $c$ appears as a parameter, is considered. It is shown that in the limit $c\to\infty$ its solutions converge in $L^1$ to solutions of the non-relativistic Fokker-Planck…
We develop an energy-decreasing algorithm for the finite element approximation of two-dimensional ferronematic equilibrium states. The problem is formulated as the minimization of the harmonic energy of two two-dimensional vector fields,…
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…
In this paper, we propose efficient quantum algorithms for solving nonlinear stochastic differential equations (SDE) via the associated Fokker-Planck equation (FPE). We discretize the FPE in space and time using two well-known numerical…
We study convergence to equilibrium for the kinetic Fokker-Planck equation on the torus. Solving the stochastic differential equation, we show exponential convergence in the Monge-Kantorovich-Wasserstein $\mathcal{W}_2$ distance. Finally,…
In this work, we introduce semi-implicit or implicit finite difference schemes for the continuity equation with a gradient flow structure. Examples of such equations include the linear Fokker-Planck equation and the Keller-Segel equations.…
Fokker-Planck equations are extensively employed in various scientific fields as they characterise the behaviour of stochastic systems at the level of probability density functions. Although broadly used, they allow for analytical treatment…
Partial Differential Equations (PDE) are fundamental to model different phenomena in science and engineering mathematically. Solving them is a crucial step towards a precise knowledge of the behaviour of natural and engineered systems. In…
This paper derives a kinetic equation for a two-dimensional single species point vortex system. We consider a situation (different from the ones considered previously) of weak mean flow where the time scale of the macroscopic motion is…
Energetic electrons are of interest in many types of plasmas, however previous modeling of their properties has been restricted to the use of linear Fokker-Planck collision operators or non-relativistic formulations. Here, we describe a…
This paper studies the convergence rate of the Euler-Maruyama scheme for systems of interacting particles used to approximate solutions of nonlinear Fokker-Planck equations with singular interaction kernels, such as the Keller-Segel model.…
We are concerned with the short- and large-time behavior of the $L^2$-propagator norm of Fokker-Planck equations with linear drift, i.e. $\partial_t f=\mathrm{div}_{x}{(D \nabla_x f+Cxf)}$. With a coordinate transformation these equations…
This paper is devoted to $\phi$-entropies applied to Fokker-Planck and kinetic Fokker-Planck equations in the whole space, with confinement. The so-called $\phi$-entropies are Lyapunov functionals which typically interpolate between Gibbs…
We introduce a stochastic particle system that corresponds to the Fokker-Planck equation with decay in the many-particles limit, and study its large deviations. We show that the large-deviation rate functional corresponds to an…
We study the long-time dynamics of two-dimensional linear Fokker-Planck equations driven by a drift that can be decomposed in the sum of a large shear component and the gradient of a regular potential depending on one spatial variable. The…