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We solve the Lindblad equation describing the Brownian motion of a Coulombic heavy quark-antiquark pair in a strongly coupled quark gluon plasma using the Monte Carlo wave function method. The Lindblad equation has been derived in the…

High Energy Physics - Phenomenology · Physics 2022-02-16 Peter Vander Griend

Starting with the relativistic Boltzmann equation where the collision term was generalized to include gradients of the phase-space distribution function, we recently presented a new derivation of the equations for the relativistic…

Nuclear Theory · Physics 2013-05-23 Amaresh Jaiswal , Rajeev S. Bhalerao , Subrata Pal

We present a generalization of dissipative particle dynamics that includes shear forces between particles. The new algorithm has the same structure as the (isothermal) smoothed particle dynamics algorithm, except that it conserves angular…

Statistical Mechanics · Physics 2009-10-30 Pep Español

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…

Computational Physics · Physics 2025-03-13 Xiaolong Wang , Jing Feng , Gege Wang , Tong Li , Yong Xu

We derive the hydrodynamic limit of a kinetic equation where the interactions in velocity are modelled by a linear operator (Fokker-Planck or Linear Boltzmann) and the force in the Vlasov term is a stochastic process with high amplitude and…

Analysis of PDEs · Mathematics 2020-03-23 Arnaud Debussche , Julien Vovelle

We introduce a dissipative particle dynamics scheme for the dynamics of non-ideal fluids. Given a free-energy density that determines the thermodynamics of the system, we derive consistent conservative forces. The use of these effective,…

Soft Condensed Matter · Physics 2009-11-07 I. Pagonabarraga , D. Frenkel

Port-Hamiltonian (pH) systems have been studied extensively for linear continuous-time dynamical systems. This manuscript presents a discrete-time pH descriptor formulation for linear, completely causal, scattering passive dynamical systems…

Optimization and Control · Mathematics 2023-10-18 Karim Cherifi , Hannes Gernandt , Dorothea Hinsen , Volker Mehrmann

We study the nonlinear Fokker-Planck equation on graphs, which is the gradient flow in the space of probability measures supported on the nodes with respect to the discrete Wasserstein metric. The energy functional driving the gradient flow…

Dynamical Systems · Mathematics 2017-09-26 Shui-Nee Chow , Wuchen Li , Haomin Zhou

In this work, we investigate a variational formulation for a time-fractional Fokker-Planck equation which arises in the study of complex physical systems involving anomalously slow diffusion. The model involves a fractional-order Caputo…

Numerical Analysis · Mathematics 2020-06-05 Manh Hong Duong , Bangti Jin

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…

Mathematical Physics · Physics 2024-08-08 Shin-itiro Goto

In particle-laden turbulence, the Fourier Lagrangian spectrum of each phase is regularly computed, and analytically derived response functions relate the Lagrangian spectrum of the fluid- and the particle phase. However, due to the periodic…

We propose a gradient flow perspective to the spatially homogeneous Landau equation for soft potentials. We construct a tailored metric on the space of probability measures based on the entropy dissipation of the Landau equation. Under this…

Analysis of PDEs · Mathematics 2024-05-22 José A. Carrillo , Matias G. Delgadino , Laurent Desvillettes , Jeremy S. H. Wu

A finite element discretization using a method of lines approached is proposed for approximately solving the Poisson-Nernst-Planck (PNP) equations. This discretization scheme enforces positivity of the computed solutions, corresponding to…

Numerical Analysis · Mathematics 2015-03-17 Chun Liu , Maximilian Metti , Jinchao Xu

Several classes of physical systems exhibit ultraslow diffusion for which the mean squared displacement at long times grows as a power of the logarithm of time ("strong anomaly") and share the interesting property that the probability…

Statistical Mechanics · Physics 2009-11-10 A. V. Chechkin , J. Klafter , I. M. Sokolov

We investigate the well-posedness of a coupled Navier-Stokes-Fokker-Planck system with a time-fractional derivative. Such systems arise in the kinetic theory of dilute solutions of polymeric liquids, where the motion of noninteracting…

Analysis of PDEs · Mathematics 2026-04-10 Marvin Fritz , Endre Süli , Barbara Wohlmuth

A port-Hamiltonian (pH) system formulation is a geometrical notion used to formulate conservation laws for various physical systems. The distributed parameter port-Hamiltonian formulation models infinite dimensional Hamiltonian dynamical…

Analysis of PDEs · Mathematics 2022-12-15 N. Kumar , J. J. W. van der Vegt , H. J. Zwart

Diffusion of particles in velocity space undergoing turbulent field was extensively studied in the problem of warm beam relaxation. Under low field intensities the diffusion is described by the Fokker-Planck equation with the diffusion…

Plasma Physics · Physics 2007-05-23 Anatoly Zagorodny , Volodymyr Zasenko , Jan Weiland

Identification of nonlinear dynamical systems is crucial across various fields, facilitating tasks such as control, prediction, optimization, and fault detection. Many applications require methods capable of handling complex systems while…

Machine Learning · Statistics 2024-11-05 Luc Brogat-Motte , Riccardo Bonalli , Alessandro Rudi

To describe the simultaneous order-disorder transformation and phase separation Eguchi, Oki and Matsumura [\doi{10.1557/proc-21-589}] introduced the system of two equations: one equation, governing the evolution of a conserved order…

Statistical Mechanics · Physics 2025-11-19 P. O. Mchedlov-Petrosyan , L. N. Davydov

The Fokker-Planck equation can be reformulated as a continuity equation, which naturally suggests using the associated velocity field in particle flow methods. While the resulting probability flow ODE offers appealing properties - such as…

Machine Learning · Statistics 2024-10-28 Ilja Klebanov
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