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We investigate a high-order, fully explicit, asymptotic-preserving scheme for a kinetic equation with linear relaxation, both in the hydrodynamic and diffusive scalings in which a hyperbolic, resp. parabolic, limiting equation exists. The…

数值分析 · 数学 2014-05-21 Pauline Lafitte , Annelies Lejon , Giovanni Samaey

We propose a change of variable approach and discontinuity capturing methods to ensure physical constraints for advection-reaction equations discretized by the finite element method. This change of variable confines the concentration below…

数值分析 · 数学 2020-07-15 Stefan Haßler , Anna Maria Ranno , Marek Behr

We investigate the Cauchy problem and the diffusion asymptotics for a spatially inhomogeneous kinetic model associated to a nonlinear Fokker-Planck operator. We derive the global well-posedness result with instantaneous smoothness effect,…

偏微分方程分析 · 数学 2024-03-13 Francesca Anceschi , Yuzhe Zhu

We introduce a (linear) positive and asymptotic preserving method or solving the one-group radiation transport equation. The approximation in space is discretization agnostic: the space approximation can be done with continuous or…

数值分析 · 数学 2019-05-10 Jean-Luc Guermond , Bojan Popov , Jean Ragusa

We consider a class of multiscale parabolic problems with diffusion coefficients oscillating in space at a possibly small scale $\varepsilon$. Numerical homogenization methods are popular for such problems, because they capture efficiently…

数值分析 · 数学 2016-08-18 Nicolas Crouseilles , Mohammed Lemou , Gilles Vilmart

This paper is devoted to the analysis of a numerical scheme for the coagulation and fragmentation equation with diffusion in space. A finite volume scheme is developed, based on a conservative formulation of the space nonhomogeneous…

数值分析 · 数学 2009-11-13 Francis Filbet

By investigating McKean-Vlasov SDEs, the order preservation and positive correlation are characterized for nonlinear Fokker-Planck equations. The main results recover the corresponding criteria on these properties established in [3, 5] for…

概率论 · 数学 2021-03-15 Panpan Ren

In this paper, we study numerical methods for the homogenization of linear second-order elliptic equations in nondivergence-form with periodic diffusion coefficients and large drift terms. Upon noting that the effective diffusion matrix can…

数值分析 · 数学 2025-06-18 Timo Sprekeler , Han Wu , Zhiwen Zhang

We consider coupled models for particulate flows, where the disperse phase is made of particles with distinct sizes. We are thus led to a system coupling the incompressible Navier-Stokes equations to the multi-component Vlasov-Fokker-Planck…

数值分析 · 数学 2022-12-20 Shi Jin , Yiwen Lin

The so-called haptotaxis equation is a special class of transport equation that arises from models of biological cell movement along tissue fibers. This equation has an anisotropic advection-diffusion equation as its macroscopic limit. An…

数值分析 · 数学 2019-09-19 Gregor Corbin

This paper is devoted to the construction of structure preserving stochastic Galerkin schemes for Fokker-Planck type equations with uncertainties and interacting with an external distribution, that we refer to as a background distribution.…

数值分析 · 数学 2019-07-30 Mattia Zanella

Diffusion in nonhomogeneous media is described by a dynamical process driven by a general Levy noise and subordinated to a random time; the subordinator depends on the position. This problem is approximated by a multiplicative process…

统计力学 · 物理学 2015-06-18 Tomasz Srokowski

A numerical solution to the Fokker-Planck equation using a two-level scheme is presented. The Fokker-Planck (FP) equation is of parabolic type equation govern the time evolution of probability density function of the stochastic processes.…

数值分析 · 数学 2020-06-30 Muhammad Munir Butt

This work addresses model order reduction for complex moving fronts, which are transported by advection or through a reaction-diffusion process. Such systems are especially challenging for model order reduction since the transport cannot be…

数值分析 · 数学 2022-02-17 Philipp Krah , Steffen Büchholz , Matthias Häringer , Julius Reiss

We consider the homogenization of a model of reactive flows through periodic porous media involving a single solute which can be absorbed and desorbed on the pore boundaries. This is a system of two convection-diffusion equations, one in…

偏微分方程分析 · 数学 2014-12-30 Grégoire Allaire , Harsha Hutridurga

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

Recently, analytical solutions of a nonlinear Fokker-Planck equation describing anomalous diffusion with an external linear force were found using a non extensive thermostatistical Ansatz. We have extended these solutions to the case when…

统计力学 · 物理学 2009-02-06 German Drazer , Horacio S. Wio , Constantino Tsallis

Fractional Fokker-Planck equation plays an important role in describing anomalous dynamics. To the best of our knowledge, the existing discussions mainly focus on this kind of equation involving one diffusion operator. In this paper, we…

数值分析 · 数学 2021-09-08 Jing Sun , Weihua Deng , Daxin Nie

We propose and study a fully discrete finite volume scheme for the Vlasov-Fokker-Planck equation written as an hyperbolic system using Hermite polynomials in velocity. This approach naturally preserves the stationary solution and the…

偏微分方程分析 · 数学 2022-10-06 Alain Blaustein , Francis Filbet

We propose a novel non-compact, positivity-preserving scheme for linear non-divergence form parabolic equations. Based on the Feynman-Kac formula, the solution is expressed as a conditional expectation of an associated diffusion process.…

数值分析 · 数学 2026-01-19 Haoran Xu , Jie Ren , Xingye Yue