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We develop the stochastic approach to thermodynamics based on the stochastic dynamics, which can be discrete (master equation) continuous (Fokker-Planck equation), and on two assumptions concerning entropy. The first is the definition of…

统计力学 · 物理学 2015-06-11 Tânia Tomé , Mário J. de Oliveira

In this paper, we consider the Cucker-Smale flocking particles which are subject to the same velocity-dependent noise, which exhibits a phase change phenomenon occurs bringing the system from a "non flocking" to a "flocking" state as the…

偏微分方程分析 · 数学 2017-11-29 Young-Pil Choi , Samir Salem

Stochastic acceleration of charged particles due to their interactions with plasma waves may be responsible for producing superthermal particles in a variety of astrophysical systems. This process can be described as a diffusion process in…

高能天体物理现象 · 物理学 2012-04-05 Zhonghui Fan , Siming Liu

We propose a stochastic branching particle-based method for solving nonlinear non-conservative advection-diffusion-reaction equations. The method splits the evolution into an advection-diffusion step, based on a linearized Kolmogorov…

数值分析 · 数学 2025-12-02 Liyao Lyu , Huan Lei

We use numerical simulations to understand how random deviations from the ideal spherical shape affect the ability of hard particles to form fcc crystalline structures. Using a system of hard spheres as a reference, we determine the…

软凝聚态物质 · 物理学 2010-12-23 William L. Miller , Angelo Cacciuto

The stochastic transport of suspended particles through a periodic pattern of obstacles in microfluidic devices is investigated by means of the Fokker-Planck equation. Asymmetric arrays of obstacles have been shown to induce the continuous…

软凝聚态物质 · 物理学 2009-11-11 Zhigang Li , German Drazer

This work proposes stochastic partial differential equations (SPDEs) as a practical tool to replicate clustering effects of more detailed particle-based dynamics. Inspired by membrane-mediated receptor dynamics on cell surfaces, we…

We show the weak convergence, up to extraction of a subsequence, of the empirical measure for the Keller-Segel system of particles in both subcritical and critical cases, for general initial conditions. This particle system consists of $N$…

概率论 · 数学 2023-10-10 Yoan Tardy

This work is devoted to the study of the Fokker--Planck equation for a stochastic heat equation with an additive $Q$-Wiener noise and non-homogeneous boundary conditions. We explicitly construct the probability density function and…

概率论 · 数学 2025-09-03 Qingyan Meng , Jinqiao Duan , Jinlong Wei , Peter E. Kloeden

Energy functions for pure and heterogenous systems are one of the backbones for molecular simulation of condensed phase systems. With the advent of machine learned potential energy surfaces (ML-PESs) a new era has started. Statistical…

We investigate a kinetic model for interacting particles whose masses are integer multiples of an elementary mass. These particles undergo binary collisions which preserve momentum and energy but during which some number of elementary…

数学物理 · 物理学 2024-01-10 Pierre Degond , Jian-Guo Liu

The Patlak-Keller-Segel system of equations (PKS) is a classical example of aggregation-diffusion equation. It describes the aggregation of some organisms via chemotaxis, limited by some nonlinear diffusion. It is known that for some choice…

偏微分方程分析 · 数学 2025-03-27 Jiwoong Jang , Antoine Mellet

We present the Multi-Particle-Collision (MPC) dynamics approach to simulate properties of low-dimensional systems. In particular, we illustrate the method for a simple model: a one-dimensional gas of point particles interacting through…

A class of nonlinear Fokker-Planck equations with superlinear drift is investigated in the $L^1$-supercritical regime, which exhibits a finite critical mass. The equations have a formal Wasserstein-like gradient-flow structure with a convex…

偏微分方程分析 · 数学 2023-06-29 Katharina Hopf

Hydrodynamic theories offer successful approaches that are capable of simulating the otherwise difficult-to-compute dynamics of quantum many-body systems. In this work we derive, within the positive-P phase-space formalism, a new stochastic…

量子气体 · 物理学 2022-10-21 S. A. Simmons , J. C. Pillay , K. V. Kheruntsyan

A thermodynamically consistent particle-based model for fluid dynamics with continuous velocities and a non-ideal equation of state is presented. Excluded volume interactions are modeled by means of biased stochastic multiparticle…

软凝聚态物质 · 物理学 2009-11-11 Thomas Ihle , Erkan Tuzel , Daniel M. Kroll

In this paper, we develop a novel numerical framework, namely the stochastic interacting particle-field method with particle-in-cell acceleration (SIPF-PIC), for the efficient simulation of the three-dimensional (3D) parabolic-parabolic…

数值分析 · 数学 2026-02-11 Jingyuan Hu , Zhongjian Wang , Jack Xin , Zhiwen Zhang

We consider the problem of filtering dynamical systems, possibly stochastic, using observations of statistics. Thus, the computational task is to estimate a time-evolving density $\rho(v, t)$ given noisy observations of the true density…

统计方法学 · 统计学 2024-03-12 Eviatar Bach , Tim Colonius , Isabel Scherl , Andrew Stuart

In this article, we introduce a new method for discretizing micro-macro models of dilute polymeric fluids by integrating a finite element discretization for the macroscopic fluid dynamic equation with a deterministic variational particle…

数值分析 · 数学 2025-07-24 Xuelian Bao , Chun Liu , Yiwei Wang

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…