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相关论文: An asymptotic preserving scheme for L\'{e}vy-Fokke…

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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 establish a uniform-in-scaling error estimate for the asymptotic preserving scheme proposed in \cite{XW21} for the L\'evy-Fokker-Planck (LFP) equation. The main difficulties stem from not only the interplay between the scaling and…

数值分析 · 数学 2024-01-23 Weiran Sun , Li Wang

In this paper, we introduce and analyse numerical schemes for the homogeneous and the kinetic L\'evy-Fokker-Planck equation. The discretizations are designed to preserve the main features of the continuous model such as conservation of…

数值分析 · 数学 2022-07-26 Nathalie Ayi , Maxime Herda , Hélène Hivert , Isabelle Tristani

We propose a new fractional Laplacian for bounded domains, expressed as a conservation law and thus particularly suited to finite-volume schemes. Our approach permits the direct prescription of no-flux boundary conditions. We first show the…

数值分析 · 数学 2025-03-19 Rafael Bailo , José A. Carrillo , Stefano Fronzoni , David Gómez-Castro

The fractional Fokker-Planck equation, which contains a variable diffusion coefficient, is discussed and solved. It corresponds to the L\'evy flights in a nonhomogeneous medium. For the case with the linear drift, the solution is stationary…

统计力学 · 物理学 2009-06-09 Tomasz Srokowski

We demonstrate that the Fokker-Planck equation can be generalized into a 'Fractional Fokker-Planck' equation, i.e. an equation which includes fractional space differentiations, in order to encompass the wide class of anomalous diffusions…

混沌动力学 · 物理学 2009-10-31 V. V. Yanovsky , A. V. Chechkin , D. Schertzer , A. V. Tour

We are interested in this work in the numerical resolution of the Quantum Liouville-BGK equation, which arises in the derivation of quantum hydrodynamical models from first principles. Such models are often obtained in some asymptotic…

偏微分方程分析 · 数学 2025-04-21 Romain Duboscq , Olivier Pinaud

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

In this work we consider an extension of a recently proposed structure preserving numerical scheme for nonlinear Fokker-Planck-type equations to the case of nonconstant full diffusion matrices. While in existing works the schemes are…

数值分析 · 数学 2021-04-20 N. Loy , M. Zanella

The~numerical solutions to a non-linear Fractional Fokker--Planck (FFP) equation are studied estimating the generalized diffusion coefficients. The~aim is to model anomalous diffusion using an FFP description with fractional velocity…

等离子体物理 · 物理学 2018-10-08 Johan Anderson , Sara Moradi , Tariq Rafiq

In this paper, we introduce and analyze a numerical scheme for solving the Cauchy-Dirichlet problem associated with fractional nonlinear diffusion equations. These equations generalize the porous medium equation and the fast diffusion…

数值分析 · 数学 2024-09-30 Hélène Hivert , Florian Salin

In this paper, we derive two bound-preserving and mass-conserving schemes based on the fractional-step method and high-order compact (HOC) finite difference method for nonlinear convection-dominated diffusion equations. We split the…

数值分析 · 数学 2024-09-16 Baolin Kuang , Hongfei Fu , Shusen Xie

In this work, we develop and rigorously analyze a new class of particle methods for the magnetized Vlasov--Poisson--Fokker--Planck system. The proposed approach addresses two fundamental challenges: (1) the curse of dimensionality, which we…

数值分析 · 数学 2025-03-03 Anjiao Gu , Xiaojiang Zhang

We construct numerical schemes to solve kinetic equations with anomalous diffusion scaling. When the equilibrium is heavy-tailed or when the collision frequency degenerates for small velocities, an appropriate scaling should be made and the…

数值分析 · 数学 2015-05-14 Nicolas Crouseilles , Hélène Hivert , Mohammed Lemou

The time-fractional Fokker-Planck equation is a key model for characterizing anomalous diffusion, stochastic transport, and non-equilibrium statistical mechanics with applications in finance, chaotic dynamics, optical physics, and…

数值分析 · 数学 2026-01-28 Neetu Garg , Varsha R

In this article, we are interested in the asymptotic analysis of a finite volume scheme for one dimensional linear kinetic equations, with either Fokker-Planck or linearized BGK collision operator. Thanks to appropriate uniform estimates,…

数值分析 · 数学 2019-11-12 Marianne Bessemoulin-Chatard , Maxime Herda , Thomas Rey

This paper is devoted to the rigorous derivation of the macroscopic limit of a Vlasov-Fokker-Planck equation in which the Laplacian is replaced by a fractional Laplacian. The evolution of the density is governed by a fractional heat…

偏微分方程分析 · 数学 2016-06-28 Pedro Aceves-Sanchez , Ludovic Cesbron

This paper discusses the spectral collocation method for numerically solving nonlocal problems: one dimensional space fractional advection-diffusion equation; and two dimensional linear/nonlinear space fractional advection-diffusion…

数值分析 · 数学 2014-01-30 WenYi Tian , Weihua Deng , Yujiang Wu

In this paper, we develop and analyze a stochastic algorithm for solving space-time fractional diffusion models, which are widely used to describe anomalous diffusion dynamics. These models pose substantial numerical challenges due to the…

数值分析 · 数学 2025-08-29 Tengteng Cui , Chengtao Sheng , Bihao Su , Zhi Zhou

In this work, we aim at constructing numerical schemes, that are as efficient as possible in terms of cost and conservation of invariants, for the Vlasov--Fokker--Planck system coupled with Poisson or Amp\`ere equation. Splitting methods…

数值分析 · 数学 2023-06-13 Ibrahim Almuslimani , Nicolas Crouseilles
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