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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,…

动力系统 · 数学 2020-03-11 Yanjie Zhang , Xiao Wang , Qiao Huang , Jinqiao Duan , Tingting Li

The second moment method is a linear acceleration technique which couples the transport equation to a diffusion equation with transport-dependent additive closures. The resulting low-order diffusion equation can be discretized independent…

数值分析 · 数学 2024-09-18 Zachary K. Hardy , Jim E. Morel , Jan I. C. Vermaak

We consider flux-corrected finite element discretizations of 3D convection-dominated transport problems and assess the computational efficiency of algorithms based on such approximations. The methods under investigation include…

数值分析 · 数学 2024-01-15 Abhinav Jha , Ondřej Pártl , Naveed Ahmed , Dmitri Kuzmin

The Fokker-Planck (FP) model is one of the commonly used methods for studies of the dynamical evolution of dense spherical stellar systems such as globular clusters and galactic nuclei. The FP model is numerically stable in most cases, but…

天体物理学 · 物理学 2017-01-18 Jihye Shin , Sungsoo S. Kim

We present a new flux-fixup approach for arbitrarily high-order discontinuous Galerkin discretizations of the SN transport equation. This approach is sweep-compatible: as the transport sweep is performed, a local quadratic programming (QP)…

We study convex-concave saddle point problems with bilinear coupling, covering linearly constrained convex optimization and more general nonsmooth or constrained models via a proximable term in the dual objective. In linearly convergent…

最优化与控制 · 数学 2026-03-02 Meng Li , Paul Grigas

We perform a numerical approximation of coherent sets in finite-dimensional smooth dynamical systems by computing singular vectors of the transfer operator for a stochastically perturbed flow. This operator is obtained by solution of a…

动力系统 · 数学 2016-10-17 Andreas Denner , Oliver Junge , Daniel Matthes

The propagation of charged particles through a scattering medium in the presence of a magnetic field can be described by a Fokker-Planck equation with Lorentz force. This model is studied both, from a theoretical and a numerical point of…

数值分析 · 数学 2025-09-24 Vincent Bosboom , Herbert Egger , Matthias Schlottbom

Numerical techniques for discretization of velocity space in continuum kinetic calculations are described. An efficient spectral collocation method is developed for the speed coordinate - the radius in velocity space - employing a novel set…

等离子体物理 · 物理学 2013-04-23 Matt Landreman , Darin R. Ernst

In this article, we present an Unfitted Space-Time Finite Element method for the scalar transport equation posed on moving domains. We consider the case of the domain boundary being transported by the same velocity field as the scalar…

数值分析 · 数学 2025-09-03 Erik Burman , Fabian Heimann

We investigate regularity and a priori estimates for Fokker-Planck and Hamilton-Jacobi equations with unbounded ingredients driven by the fractional Laplacian of order $s\in(1/2,1)$. As for Fokker-Planck equations, we establish…

偏微分方程分析 · 数学 2021-01-26 Alessandro Goffi

We present a method for accelerating discrete ordinates radiative transfer calculations for radiative transfer. Our method works with nonlinear positivity fixes, in contrast to most acceleration schemes. The method is based on the dynamic…

计算物理 · 物理学 2022-01-19 Ryan G. McClarren , Terry S. Haut

We present the stochastic model of the galactic cosmic ray (GCR) particles transport in the heliosphere. Based on the solution of the Parker transport equation we developed models of the short-time variation of the GCR intensity, i.e. the…

太阳与恒星天体物理 · 物理学 2015-09-23 A. Wawrzynczak , R. Modzelewska , A. Gil

In a previous work, a perturbative approach to a class of Fokker-Planck equations, which have constant diffusion coefficients and small time-dependent drift coefficients, was developed by exploiting the close connection between the…

数学物理 · 物理学 2015-05-27 Wen-Tsan Lin , Choon-Lin Ho

I report a study of the nonstationary one-dimensional Fokker-Planck solutions by means of the strictly isospectral method of supesymmetric quantum mechanics. The main conclusion is that this technique can lead to a space-dependent…

统计力学 · 物理学 2009-10-28 H. C. Rosu

Spectral deferred corrections (SDC) are a class of iterative methods for the numerical solution of ordinary differential equations. SDC can be interpreted as a Picard iteration to solve a fully implicit collocation problem, preconditioned…

In several studies it has been observed that, when using stabilised $\mathbb{P}_k^{}\times\mathbb{P}_k^{}$ elements for both velocity and pressure, the error for the pressure is smaller, or even of a higher order in some cases, than the one…

数值分析 · 数学 2020-09-23 Gabriel R. Barrenechea , Michał Bosy , Victorita Dolean

This work extends the high-resolution isogeometric analysis approach established for scalar transport equations to the equations of gas dynamics. The group finite element formulation is adopted to obtain an efficient assembly procedure for…

数值分析 · 数学 2018-10-01 Matthias Möller , Andrzej Jaeschke

We show that there is a PDE formulation in terms of Fokker-Planck equations for weak optimal transport problems. The main novelty is that we introduce a minimization problem involving Fokker-Planck equations in the extended sense of…

最优化与控制 · 数学 2026-03-23 Bohdan Bulanyi

We study first-order optimization methods obtained by discretizing ordinary differential equations (ODEs) corresponding to Nesterov's accelerated gradient methods (NAGs) and Polyak's heavy-ball method. We consider three discretization…

最优化与控制 · 数学 2019-11-05 Bin Shi , Simon S. Du , Weijie J. Su , Michael I. Jordan