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The well-posedness of a class of optimal control problems is analysed, where the state equation couples a nonlinear degenerate Fokker-Planck equation with a system of Ordinary Differential Equations (ODEs). Such problems naturally arise as…

最优化与控制 · 数学 2024-11-01 Francesca Anceschi , Giacomo Ascione , Daniele Castorina , Francesco Solombrino

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…

数值分析 · 数学 2020-06-05 Manh Hong Duong , Bangti Jin

This paper develops solutions of fractional Fokker-Planck equations describing subdiffusion of probability densities of stochastic dynamical systems driven by non-Gaussian L\'evy processes, with space-time-dependent drift, diffusion and…

概率论 · 数学 2016-11-29 Erkan Nane , Yinan NI

This paper develops and analyzes a class of semi-discrete and fully discrete weak Galerkin finite element methods for unsteady incompressible convective Brinkman-Forchheimer equations. For the spatial discretization, the methods adopt the…

数值分析 · 数学 2024-10-30 Xiaojuan Wang , Jihong Xiao , Xiaoping Xie , Shiquan Zhang

We propose a gate-based quantum algorithm for the prediction step of Bayesian state estimation based on the Fokker-Planck equation on a discretized position-velocity state space. The probability density is encoded in the amplitudes of a…

量子物理 · 物理学 2026-04-28 Felix Govaers

We obtain equilibration rates for a one-dimensional nonlocal Fokker-Planck equation with time-dependent diffusion coefficient and drift, modeling the relaxation of a large swarm of robots, feeling each other in terms of their distance,…

偏微分方程分析 · 数学 2023-06-06 Ferdinando Auricchio , Giuseppe Toscani , Mattia Zanella

Microscopic thermal fluctuations are known to affect the macroscopic and spatio-temporal evolution of a host of physical phenomena central to the study of biological systems, turbulence, and reactive mixtures, among others. In…

流体动力学 · 物理学 2024-09-17 K. J. Petersen , J. R. Brinkerhoff

We study a fractional birth-death process with state dependent birth and death rates. It is defined using a system of fractional differential equations that generalizes the classical birth-death process introduced by Feller (1939). We…

概率论 · 数学 2024-10-24 K. K. Kataria , P. Vishwakarma

In this paper, we study the existence, regularity, and approximation of the solution for a class of nonlinear fractional differential equations. {In order to do this}, suitable variational formulations are defined for a nonlinear boundary…

数值分析 · 数学 2020-10-27 Khadijeh Nedaiasl , Raziyeh Dehbozorgi

We propose a high order discontinuous Galerkin (DG) method for solving nonlinear Fokker-Planck equations with a gradient flow structure. For some of these models it is known that the transient solutions converge to steady-states when time…

数值分析 · 数学 2016-01-12 Hailiang Liu , Zhongming Wang

We consider the Fokker--Planck equations with irregular coefficients. Two different cases are treated: in the degenerate case, the coefficients are assumed to be weakly differentiable, while in the non-degenerate case the drift satisfies…

概率论 · 数学 2019-10-22 Huaiqian Li , Dejun Luo

A dynamical version of the Widom-Rowlinsom model in the continuum is considered. The dynamics is modelled by a spatial two-component birth-and-death Glauber process where particles, in addition, are allowed to change their type with density…

动力系统 · 数学 2022-03-17 Martin Friesen

Computing the invariant probability measure of a randomly perturbed dynamical system usually means solving the stationary Fokker-Planck equation. This paper studies several key properties of a novel data-driven solver for low-dimensional…

数值分析 · 数学 2024-09-23 Matthew Dobson , Yao Li , Jiayu Zhai

This research article discusses a numerical solution of the radiative transfer equation based on the weak Galerkin finite element method. We discretize the angular variable by means of the discrete-ordinate method. Then the resulting…

数值分析 · 数学 2024-02-13 Maneesh Kumar Singh

We present an explicit unified stochastic model of fluctuations in population size due to random birth, death, density-dependent competition and environmental fluctuations. Stochastic dynamics provide insight into small populations,…

种群与进化 · 定量生物学 2008-07-31 Alexei J. Drummond , Peter D. Drummond

In this paper we will consider distributed Linear-Quadratic Optimal Control Problems dealing with Advection-Diffusion PDEs for high values of the P\'eclet number. In this situation, computational instabilities occur, both for steady and…

数值分析 · 数学 2024-05-03 Fabio Zoccolan , Maria Strazzullo , Gianluigi Rozza

We develop a global and hierarchical scheme for the forward Kolmogorov (Fokker-Planck) equation of the diffusion approximation of the Wright-Fisher model of population genetics. That model describes the random genetic drift of several…

偏微分方程分析 · 数学 2015-09-21 Julian Hofrichter , Tat Dat Tran , Jürgen Jost

The classical Luria-Delbr\"uck model for fluctuation analysis is extended to the case where cells can either divide or die at the end of their generation time. This leads to a family of probability distributions generalizing the…

种群与进化 · 定量生物学 2013-05-30 Bernard Ycart

We consider extinction times for a class of birth-death processes commonly found in applications, where there is a control parameter which determines whether the population quickly becomes extinct, or rather persists for a long time. We…

种群与进化 · 定量生物学 2007-05-23 Charles R. Doering , Khachik V. Sargsyan , Leonard M. Sander

This paper focuses on finding an approximate solution of a kind of Fokker-Planck equation with time-dependent perturbations. A formulation of the approximate solution of the equation is constructed, and then the existence of the formulation…

概率论 · 数学 2025-09-12 Yan Luo , Kaicheng Sheng