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We study the convergence of the empirical distribution associated with a system of interacting kinetic particles subject to independent Brownian forcing in a finite horizon setting, using some recent progress on kinetic non-linear partial…

概率论 · 数学 2025-11-13 Carlo Bellingeri , Fabio Coppini

We develop a computational model to study the interaction of a fluid with a poroelastic material. The coupling of Stokes and Biot equations represents a prototype problem for these phenomena, which feature multiple facets. On one hand it…

数值分析 · 数学 2023-07-19 Martina Bukac , Ivan Yotov , Rana Zakerzadeh , Paolo Zunino

We propose a deterministic particle method for a one-dimensional nonlocal equation with interactions through the repulsive Morse potential. We show that the particle method converges as the number of particles goes to infinity towards weak…

偏微分方程分析 · 数学 2024-01-22 Marco Di Francesco , Valeria Iorio , Markus Schmidtchen

A recently introduced particle-based model for fluid dynamics with effective excluded volume interactions is analyzed in detail. The interactions are modeled by means of stochastic multiparticle collisions which are biased and depend on…

软凝聚态物质 · 物理学 2007-05-23 Thomas Ihle , Erkan Tuzel

Particle filtering is a popular method for inferring latent states in stochastic dynamical systems, whose theoretical properties have been well studied in machine learning and statistics communities. In many control problems, e.g.,…

机器学习 · 计算机科学 2021-07-12 Simon S. Du , Wei Hu , Zhiyuan Li , Ruoqi Shen , Zhao Song , Jiajun Wu

We consider a three dimensional system consisting of a large number of small spherical particles, distributed in a range of sizes and heights (with uniform distribution in the horizontal direction). Particles move vertically at a…

统计力学 · 物理学 2007-12-05 P. Horvai , S. V. Nazarenko , T. H. M. Stein

We present a theoretical investigation of the stochastic dynamics of a damped particle in a tilted periodic potential with a double well per period. By applying the matrix continued fraction technique to the Fokker-Planck equation in…

统计力学 · 物理学 2024-08-15 Martin Žonda , Wolfgang Belzig , Edward Goldobin , Tomáš Novotný

We develop a physical and computational model for performing fully coupled, particle-resolved Direct Numerical Simulations of cohesive sediment, based on the Immersed Boundary Method. The model distributes the cohesive forces over a thin…

流体动力学 · 物理学 2018-11-14 B. Vowinckel , J. Withers , P. Luzzatto-Fegiz , E. Meiburg

A hybrid stochastic individual-based model of proliferating cells with chemotaxis is presented. The model is expressed by a branching diffusion process coupled to a partial differential equation describing concentration of a chemotactic…

概率论 · 数学 2023-02-16 Radosław Wieczorek

In this paper, we consider particle systems with interaction and Brownian motion. We prove that when the initial data is from the sampling of Chorin's method, i.e., the initial vertices are on lattice points $hi\in \mathbb{R}^d$ with mass…

概率论 · 数学 2015-12-02 Jian-Guo Liu , Yuan Zhang

In this paper, we establish the existence and uniqueness of solutions of elliptic-parabolic stochastic Keller-Segel systems. The solution is obtained through a carefully designed localization procedure together with some a priori estimates.…

概率论 · 数学 2024-11-05 Yunfeng Chen , Jianliang Zhai , Tusheng Zhang

We present a 3D finite element solver for the nonlinear Poisson-Nernst-Planck (PNP) equations for electrodiffusion, coupled to the Stokes system of fluid dynamics. The model serves as a building block for the simulation of macromolecule…

We study a coupled Fokker-Planck--Navier-Stokes (FPNS) system modeling the dynamics of interacting particles suspended in a viscous incompressible fluid, where the coupling occurs through a locally averaged Brinkman drag force. Our main…

偏微分方程分析 · 数学 2025-08-12 Roman Shvydkoy , Trevor Teolis

Motivated by the recent contribution \cite{BB17} we study the scaling limit behavior of a class of one-dimensional stochastic differential equations which has a unique attracting point subject to a small additional repulsive perturbation.…

数学物理 · 物理学 2019-06-26 Martin Kolb , Matthias Liesenfeld

The mixing state of soot particles in the atmosphere is of crucial importance for assessing their climatic impact, since it governs their chemical reactivity, cloud condensation nuclei activity and radiative properties. To improve the…

大气与海洋物理 · 物理学 2009-05-05 N. Riemer , M. West , R. A. Zaveri , R. C. Easter

We discuss numerical aspects related to a new class of nonlinear Stochastic Differential Equations in the sense of McKean, which are supposed to represent non conservative nonlinear Partial Differential equations (PDEs). We propose an…

概率论 · 数学 2016-08-03 Anthony Le Cavil , Nadia Oudjane , Francesco Russo

Nonlinear Fokker-Planck equations endowed with curl drift forces are investigated. The conditions under which these evolution equations admit stationary solutions, which are $q$-exponentials of an appropriate potential function, are…

统计力学 · 物理学 2016-12-07 R. S. Wedemann , A. R. Plastino , C. Tsallis

We introduce a novel numerical scheme for solving the Fokker-Planck equation of discretized Dean-Kawasaki models with a functional tensor network ansatz. The Dean-Kawasaki model describes density fluctuations of interacting particle…

数值分析 · 数学 2026-02-06 Xun Tang , Lexing Ying

We study a singular limit of the classical parabolic-elliptic Patlak-Keller-Segel (PKS) model for chemotaxis with non linear diffusion. The main result is the $\Gamma$ convergence of the corresponding energy functional toward the perimeter…

偏微分方程分析 · 数学 2023-05-09 Antoine Mellet

We investigate Kac's many-particle stochastic model of gas dynamics in the case of hard potentials with a moderate angular singularity, and show that the noncutoff particle system can be obtained as the limit of cutoff systems, with a rate…

概率论 · 数学 2022-03-15 Daniel Heydecker