相关论文: A BDF2-Approach for the Non-linear Fokker-Planck E…
We propose a variational form of the BDF2 method as an alternative to the commonly used minimizing movement scheme for the time-discrete approximation of gradient flows in abstract metric spaces. Assuming uniform semi-convexity --- but no…
We introduce a novel spatio-temporal discretization for nonlinear Fokker-Planck equations on the multi-dimensional unit cube. This discretization is based on two structural properties of these equations: the first is the representation as a…
Motivated by recent work on approximation of diffusion equations by deterministic interacting particle systems, we develop a nonlocal approximation for a range of linear and nonlinear diffusion equations and prove convergence of the method…
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…
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…
This paper investigates the gradient flow structure, well-posedness, and asymptotic behavior of the Fokker-Planck equation defined on locally uniformly finite graphs, which is highly non-trivial compared with the finite case. We first…
The convergence of Boltzmann Fokker Planck solution can become arbitrarily slow with iterative procedures like source iteration. This paper derives and investigates a nonlinear diffusion acceleration scheme for the solution of the Boltzmann…
We study the nonlinear Fokker-Planck equation on graphs, which is the gradient flow in the space of probability measures supported on the nodes with respect to the discrete Wasserstein metric. The energy functional driving the gradient flow…
We construct deterministic particle solutions for linear and fast diffusion equations using a nonlocal approximation. We exploit the $2$-Wasserstein gradient flow structure of the equations in order to obtain the nonlocal approximating PDEs…
We propose a new semi-discretization scheme to approximate nonlinear Fokker-Planck equations, by exploiting the gradient flow structures with respect to the 2-Wasserstein metric. We discretize the underlying state by a finite graph and…
We derive unconditionally stable and convergent variable-step BDF2 scheme for solving the MBE model with slope selection. The discrete orthogonal convolution kernels of the variable-step BDF2 method is commonly utilized recently for solving…
An implicit variable-step BDF2 scheme is established for solving the space fractional Cahn-Hilliard equation, involving the fractional Laplacian, derived from a gradient flow in the negative order Sobolev space $H^{-\alpha}$,…
Following a celebrated paper by Jordan, Kinderleherer and Otto it is possible to discretize in time the Fokker-Planck equation $\partial_t\varrho=\Delta\varrho+\nabla\cdot(\rho\nabla V)$ by solving a sequence of iterated variational…
We propose novel algorithms combining accelerated gradient flows with linearized projection-free treatments of non-convex constraints and BDF pseudo-temporal discretization for quadratic energy minimization. A general framework is developed…
We derive non-linear stochastic Fokker-Planck equation from stochastic systems particles with individual and environmental noise via relative entropy method, with pathwise quantitative bounds. Moreover, we prove the existence of a unique…
We interpret a class of nonlinear Fokker-Planck equations with reaction as gradient flows over the space of Radon measures equipped with the recently introduced Hellinger-Kantorovich distance. The driving entropy of the gradient flow is not…
We introduce a time discretization for Wasserstein gradient flows based on the classical Backward Differentiation Formula of order two. The main building block of the scheme is the notion of geodesic extrapolation in the Wasserstein space,…
We propose and analyze a mixed finite element method for the spatial approximation of a time-fractional Fokker--Planck equation in a convex polyhedral domain, where the given driving force is a function of space. Taking into account the…
We consider three classes of linear non-symmetric Fokker-Planck equations having a unique steady state and establish exponential convergence of solutions towards the steady state with explicit (estimates of) decay rates. First,…
This paper is devoted to the linearized Vlasov-Poisson-Fokker-Planck system in presence of an external potential of confinement. We investigate the large time behaviour of the solutions using hypocoercivity methods and a notion of scalar…