相关论文: Spectral decomposition approach to macroscopic par…
In this paper we proceed with investigation of connections between Fokker - Planck equation and continuum mechanics. In spectral decomposition of Fokker - Planck equation solution we preserve only terms with the smallest degree of damping.…
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…
The aim of this work is to investigate properties of solutions of Fokker - Planck equation in the context of continuum mechanics. We show that average quantities, calculated for these solutions approximately satisfy equations of isothermal…
We study the Fokker-Planck equation as the hydrodynamic limit of a stochastic particle system on one hand and as a Wasserstein gradient flow on the other. We write the rate functional, that characterizes the large deviations from the…
We study the Fokker-Planck equation derived in the large system limit of the Markovian process describing the dynamics of quantitative traits. The Fokker-Planck equation is posed on a bounded domain and its transport and diffusion…
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…
Starting from the microscopic description of a normal fluid in terms of any kind of local interacting many-particle theory we present a well defined step by step procedure to derive the hydrodynamic equations for the macroscopic phenomena.…
We consider a Fokker-Planck equation which is coupled to an externally given time-dependent constraint on its first moment. This constraint introduces a Lagrange-multiplier which renders the equation nonlocal and nonlinear. In this paper we…
The Fokker-Planck equation provides complete statistical description of a particle undergoing random motion in a solvent. In the presence of Lorentz force due to an external magnetic field, the Fokker-Planck equation picks up a tensorial…
We analyze the escape of Brownian particles over potential barriers using the Fokker-Planck equation in a similar way to that of Chandrasekhar (Rev. Modern Phys., 1943), deriving a formula for the particle deposition velocity to a surface…
The Becker-D\"oring equations are an infinite dimensional system of ordinary differntial equations describing coagulation/fragmentation processes of species of integer sizes. Formal Taylor expansions motivate that its solution should be…
In this paper, we consider the hydrodynamic limit for the fluid-particle flows governed by the Vlasov-Fokker-Planck equation coupled with the compressible Navier-Stokes equation as the Deborah number tends to zero. The limit is valid…
We use the Fokker-Planck equation and its moment equations to study the collective behavior of interacting particles in unsteady one-dimensional flows. Particles interact according to a long-range attractive and a short-range repulsive…
The Fokker-Planck equation (FPE) is the partial differential equation that governs the density evolution of the It\^o process and is of great importance to the literature of statistical physics and machine learning. The FPE can be regarded…
The accumulation of small particles is analyzed in stationary flows through channels of variable width at small Reynolds number. The combined influence of pressure, viscous drag and thermal fluctuations is described by means of a…
We consider the mean field Fokker-Planck equation subject to nonlinear no-flux boundary conditions, which necessarily arise when subjecting a system of Brownian particles interacting via a pair potential in a bounded domain. With the…
In this paper we consider a nonlinear Fokker-Planck equation with asymptotically small parameters. It describes the diffusion of finite-size particles in the presence of a fixed distribution of obstacles in the limit of low-volume fraction.…
Much effort has been spent in recent years on restoring uniqueness of McKean-Vlasov SDEs with non-smooth coefficients. As a typical instance, the velocity field is assumed to be bounded and measurable in its space variable and…
A kinetic-fluid model describing the evolutions of disperse two-phase flows is considered. The model consists of the Vlasov-Fokker-Planck equation for the particles (disperse phase) coupled with the compressible Navier-Stokes equations for…
We study the short-time dynamics of a mean-field model with non-conserved order parameter (Curie-Weiss with Glauber dynamics) by solving the associated Fokker-Planck equation. We obtain closed-form expressions for the first moments of the…