相关论文: A time-step approximation scheme for a viscous ver…

The Vlasov equation models a group of particles moving under a potential $V$; moreover, each particle exerts a force, of potential $W$, on the other ones. We shall suppose that these particles move on the $p$-dimensional torus ${\bf T}^p$…

We introduce a high-order finite element method for approximating the Vlasov-Poisson equations. This approach employs continuous Lagrange polynomials in space and explicit Runge-Kutta schemes for time discretization. To stabilize the…

The Vlasov-Fokker-Planck equation describes the evolution of the probability density of the position and velocity of particles under the influence of external confinement, interaction, friction, and stochastic force. It is well-known that…

We study the time-dependent Navier-Stokes equations in the context of stochastic finite element discretizations. Specifically, we assume that the viscosity is a random field given in the form of a generalized polynomial chaos expansion, and…

The aim of this paper is to develop a general method for constructing approximation schemes for viscosity solutions of fully nonlinear pathwise stochastic partial differential equations, and for proving their convergence. Our results apply…

This paper studies the Vlasov-Monge-Ampere system (VMA), a fully non-linear version of the Vlasov-Poisson system (VP) where the (real) Monge-Ampere equation substitutes for the usual Poisson equation. This system can be derived as a…

The Vlasov-Poisson system, modeling the evolution of non-collisional plasmas in the electrostatic limit, is approx- imated by a Semi-Lagrangian technique. Spectral methods of periodic type are implemented through a collocation approach.…

We give a probabilistic interpretation of the Monte Carlo scheme proposed by Fahim, Touzi and Warin [Ann. Appl. Probab. 21 (2011) 1322-1364] for fully nonlinear parabolic PDEs, and hence generalize it to the path-dependent (or…

In this paper, we are interested in a generalised Vlasov equation, which describes the evolution of the probability density of a particle evolving according to a generalised Vlasov dynamic. The achievement of the paper is twofold. Firstly,…

Approximate Bayesian computation methods are useful for generative models with intractable likelihoods. These methods are however sensitive to the dimension of the parameter space, requiring exponentially increasing resources as this…

We analyze the Gaussian approximation as a method to obtain the first and second moments of a stochastic process described by a master equation. We justify the use of this approximation with ideas coming from van Kampen's expansion approach…

We present a new numerical scheme for solving the advection equation and its application to Vlasov simulations. The scheme treats not only point values of a profile but also its zeroth to second order piecewise moments as dependent…

We propose a mixed finite element method for the motion of a strongly viscous, ideal, and isentropic gas. At the boundary we impose a Navier-slip condition such that the velocity equation can be posed in mixed form with the vorticity as an…

We consider a Vicsek model of self-propelled particles with bounded confidence, where each particle interacts only with neighbors that have a similar direction. Depending on parameters, the system exhibits a continuous or discontinuous…

In this paper, semi-discrete numerical scheme for the approximation of the periodic Vlasov-viscous Burgers' system is developed and analyzed. The scheme is based on the coupling of discontinuous Galerkin approximations for the Vlasov…

Vlasov equations model the dynamics of plasma in the collisionless regime. A standard approach for numerically solving the Vlasov equation is to operator split the spatial and velocity derivative terms, allowing simpler time-stepping…

We revisit in one dimension the waterbag method to solve numerically Vlasov-Poisson equations. In this approach, the phase-space distribution function $f(x,v)$ is initially sampled by an ensemble of patches, the waterbags, where $f$ is…

In this article we develop an analogue of Aubry Mather theory for time periodic dissipative equation \[ \left\{ \begin{aligned} \dot x&=\partial_p H(x,p,t),\\ \dot p&=-\partial_x H(x,p,t)-f(t)p \end{aligned} \right. \] with $(x,p,t)\in…

The authors present a new simple algorithm to approximate weakly stochastic differential equations in the spirit of [1] and [2]. They apply it to the problem of pricing Asian options under the Heston stochastic volatility model, and compare…

We propose to integrate the Vlasov-Poisson equations giving the evolution of a dynamical system in phase-space using a continuous set of local basis functions. In practice, the method decomposes the density in phase-space into small smooth…