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We study optimal finite dimensional approximations of the generally infinite-dimensional Fokker-Planck-Kolmogorov (FPK) equation, finding the curve in a given finite-dimensional family that best approximates the exact solution evolution.…

Probability · Mathematics 2017-06-22 Damiano Brigo , Giovanni Pistone

Aim of this note is to analyse branching Brownian motion within the class of models introduced in the recent paper [4] and called chemical diffusion master equations. These models provide a description for the probabilistic evolution of…

Probability · Mathematics 2024-01-23 Alberto Lanconelli , Berk Tan Perçin

The existence and uniqueness of measure-valued solutions to stochastic nonlinear, non-local Fokker-Planck equations is proven. This type of stochastic PDE is shown to arise in the mean field limit of weakly interacting diffusions with…

Probability · Mathematics 2021-03-30 Michele Coghi , Benjamin Gess

In this article, we indicate that under suitable assumptions of a modulus of continuity we obtain either the global (in time) existence of small data Sobolev solutions or the blow-up result of local (in time) Sobolev solutions to…

Analysis of PDEs · Mathematics 2019-04-18 Tuan Anh Dao , Michael Reissig

A possible approach to description of the non equilibrium system has been proposed. Based on the Fokker-Plank equation in term of energy for non equilibrium distribution function of macroscopical system was obtained the stationary solution…

Statistical Mechanics · Physics 2008-08-08 Bohdan Lev

We present a method to solve initial-boundary value problems for linear and integrable nonlinear differential-difference evolution equations. The method is the discrete version of the one developed by A. S. Fokas to solve initial-boundary…

Exactly Solvable and Integrable Systems · Physics 2009-11-13 Gino Biondini , Guenbo Hwang

In this work we address the analysis of the stationary generalized Burgers-Huxley equation (a nonlinear elliptic problem with anomalous advection) and propose conforming, nonconforming and discontinuous Galerkin finite element methods for…

Numerical Analysis · Mathematics 2021-01-13 Arbaz Khan , Manil T Mohan , Ricardo Ruiz-Baier

For the problem $$ \left\{ \begin{aligned} & \partial_t^k u - \sum_{|\alpha| = m} \partial^\alpha a_\alpha (x, t, u) \ge f (|u|) \quad \mbox{in } {\mathbb R}_+^{n+1} = {\mathbb R}^n \times (0, \infty), & u (x, 0) = u_0 (x), \: \partial_t u…

Analysis of PDEs · Mathematics 2024-10-29 A. A. Kon'kov , A. E. Shishkov

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…

Statistical Mechanics · Physics 2009-11-11 Daniele Moroni , Benjamin Rotenberg , Jean-Pierre Hansen , Sauro Succi , Simone Melchionna

In this paper we present a unified picture concerning Lie-Trotter method for solving a large class of semilinear problems: nonlinear Schr\"odinger, Schr\"oginger--Poisson, Gross--Pitaevskii, etc. This picture includes more general schemes…

Numerical Analysis · Mathematics 2012-11-22 Juan Pablo Borgna , Mariano De Leo , Diego Rial , Constanza Sánchez de la Vega

We derive methods for estimating the topology of the stationary probability current $\vec{j}_s$ of the two-species Fokker-Planck equation (FPE) without the need to solve the FPE. These methods are chosen such that they become exact in…

Statistical Mechanics · Physics 2020-08-19 Marc Mendler , Barbara Drossel

By using similarity transformations approach, the exact propagator for a generalized one-dimensional Fokker-Planck equation, with linear drift force and space-time dependent diffusion coefficient, is obtained. The method is simple and…

Data Analysis, Statistics and Probability · Physics 2009-11-07 F. Benamira , L. Guechi

We study the global existence and uniqueness of weak solutions to kinetic Kolmogorov-Vicsek models that can be considered a non-local non-linear Fokker-Planck type equation describing the dynamics of individuals with orientational…

Analysis of PDEs · Mathematics 2016-05-02 Irene M. Gamba , Moon-Jin Kang

We develop a fourth order simulation algorithm for solving the stochastic Langevin equation. The method consists of identifying solvable operators in the Fokker-Planck equation, factorizing the evolution operator for small time steps to…

Nuclear Theory · Physics 2009-11-06 Harald A. Forbert , Siu A. Chin

We present an algorithm for the solution of Sylvester equations with right-hand side of low rank. The method is based on projection onto a block rational Krylov subspace, with two key contributions with respect to the state-of-the-art.…

Numerical Analysis · Mathematics 2023-08-28 Angelo A. Casulli , Leonardo Robol

We study the long-time behavior of symmetric solutions of the nonlinear Boltzmann equation and a closely related nonlinear Fokker-Planck equation. If the symmetry of the solutions corresponds to shear flows, the existence of stationary…

Analysis of PDEs · Mathematics 2019-04-24 Karsten Matthies , Florian Theil

Neural networks are increasingly recognized as a powerful numerical solution technique for partial differential equations (PDEs) arising in diverse scientific computing domains, including quantum many-body physics. In the context of…

Numerical Analysis · Mathematics 2023-11-22 Chuhao Sun , Asaf Cohen , James Stokes , Shravan Veerapaneni

Flocculation is the process whereby particles (i.e., flocs) in suspension reversibly combine and separate. The process is widespread in soft matter and aerosol physics as well as environmental science and engineering. We consider a general…

Dynamical Systems · Mathematics 2018-04-24 Inom Mirzaev , David M. Bortz

We establish H\"older regularity for the weak solution to a degenerate diffusion equation in the presence of a local (drift) potential and nonlocal (interaction) term, posed in a bounded domain with no-flux boundary conditions. The…

Analysis of PDEs · Mathematics 2025-10-07 Yousef Alamri

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…

Classical Physics · Physics 2021-10-04 Yuri S. Djikaev , Eli Ruckenstein , Mark Swihart
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