相关论文: A BDF2-Approach for the Non-linear Fokker-Planck E…
We prove the global-in-time existence of nonnegative weak solutions to a class of fourth order partial differential equations on a convex bounded domain in arbitrary spatial dimensions. Our proof relies on the formal gradient flow structure…
This work aims to construct an efficient and highly accurate numerical method to address the time singularity at $t=0$ involved in a class of time-fractional parabolic integro-partial differential equations in one and two dimensions. The…
We introduce a stochastic particle system that corresponds to the Fokker-Planck equation with decay in the many-particles limit, and study its large deviations. We show that the large-deviation rate functional corresponds to an…
We introduce a quasi-Newton method with block updates called Block BFGS. We show that this method, performed with inexact Armijo-Wolfe line searches, converges globally and superlinearly under the same convexity assumptions as BFGS. We also…
Several theories for weakly damped free-surface flows have been formulated. In this paper we use the linear approximation to the Navier-Stokes equations to derive a new set of equations for potential flow which include dissipation due to…
We study the main properties of the solution of a Fokker-Planck equation characterized by a variable diffusion coefficient and a polynomial superlinear drift, modeling the formation of consensus in a large interacting system of individuals.…
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…
An improved method for the description of hierarchical complex systems by means of a Fokker-Planck equation is presented. In particular the limited-memory Broyden-Fletcher-Goldfarb-Shanno algorithm for constraint problems (L-BFGS-B) is used…
Identification of nonlinear dynamical systems is crucial across various fields, facilitating tasks such as control, prediction, optimization, and fault detection. Many applications require methods capable of handling complex systems while…
The Fokker-Planck equations (FPEs) for stochastic systems driven by additive symmetric $\alpha$-stable noises may not adequately describe the time evolution for the probability densities of solution paths in some practical applications,…
We study the existence and the uniqueness of a solution $\fy$ to the linear Fokker-Planck equation $-\Delta \fy + \div(\fy \F) = f$ in a bounded domain of $\R^d$ when $\F$ is a "confinement" vector field acting for instance like the inverse…
In this paper, we study the long-time behaviour of solutions to the Vlasov-Fokker-Planck equation where the confining potential is non-convex. This is a nonlocal nonlinear partial differential equation describing the time evolution of the…
Non-Newtonian transport properties of an inertial suspension of inelastic rough hard spheres under simple shear flow are determined from the Boltzmann kinetic equation. The influence of the interstitial gas on rough hard spheres is modeled…
In this article we present a system of coupled non-linear PDEs modeling an anisotropic electrokinetic flow. We show the existence of suitable weak solutions in three spatial dimensions, that is weak solutions which fulfill an energy…
We propose a thermodynamically consistent phase-field model for the flow of a mixture of two different viscous incompressible fluids of equal density in a bounded domain. We prove the well-posedness of local-in-time strong solutions by…
We study efficient simulation of steady state for rarefied gas flow, which is modeled by the Boltzmann equation with BGK-type collision term. A nonlinear multigrid solver is proposed to resolve the efficiency issue by the following…
In this paper, we consider a modified projected Gauss-Newton method for solving constrained nonlinear least-squares problems. We assume that the functional constraints are smooth and the the other constraints are represented by a simple…
This paper is concerned with a modified entropy method to establish the large-time convergence towards the (unique) steady state, for kinetic Fokker-Planck equations with non-quadratic confinement potentials in whole space. We extend…
Flow-based generative models enjoy certain advantages in computing the data generation and the likelihood, and have recently shown competitive empirical performance. Compared to the accumulating theoretical studies on related score-based…
In this paper, we present and analyze a linear fully discrete second order scheme with variable time steps for the phase field crystal equation. More precisely, we construct a linear adaptive time stepping scheme based on the second order…