相关论文: Fokker-Planck equations on discrete infinite graph…

In this paper we identify the Fokker-Planck equation for (reflected) Sticky Brownian Motion as a Wasserstein gradient flow in the space of probability measures. The driving functional is the relative entropy with respect to a non-standard…

In this paper, an important discovery has been found for nonconforming immersed finite element (IFE) methods using the integral values on edges as degrees of freedom for solving elliptic interface problems. We show that those IFE methods…

We build an explicit $C^1$ isometric embedding $f_{\infty}:\mathbb{H}^2\to\mathbb{E}^3$ of the hyperbolic plane whose image is relatively compact. Its limit set is a closed curve of Hausdorff dimension 1. Given an initial embedding $f_0$,…

Stiefel manifolds arise naturally as spaces of injective operators and as total spaces of principal bundles over Grassmannians. While their finite-dimensional topology is governed by Bott periodicity, the infinite-dimensional theory…

The Hessian Sobolev inequality of X.-J. Wang, and the Hessian Poincar\'e inequalities of Trudinger and Wang are fundamental to differential and conformal geometry, and geometric PDE. These remarkable inequalities were originally established…

We consider a non-standard finite-volume discretization of a strongly non-linear fourth order diffusion equation on the $d$-dimensional cube, for arbitrary $d \geq 1$. The scheme preserves two important structural properties of the…

An initial-boundary value problem for the $n$-dimensional ($n\geq 2$) time-dependent Schr\"odinger equation in a semi-infinite (or infinite) parallelepiped is considered. Starting from the Numerov-Crank-Nicolson finite-difference scheme, we…

(This is a report for the Proceedings of ``Journees Relativistes 1993'' written in September 1993. Containes a short description of the results published elsewhere in the joint paper with A. Ashtekar) Integral calculus on the space of gauge…

We start with a global Maxwellian $M_{k}$, which is a stationary solution, with the constant total density ($\rho(t)\equiv \wt \rho$), of the Fokker-Planck equation. The notion of distance between the function $M_{k}$ and an arbitrary…

We present new $\Phi$-entropy inequalities for diffusion semigroups under the curvature-dimension criterion. They include the isoperimetric function of the Gaussian measure. Applications to the long time behaviour of solutions to…

Based on the continuous time random walk, we derive the Fokker-Planck equations with Caputo-Fabrizio fractional derivative, which can effectively model a variety of physical phenomena, especially, the material heterogeneities and structures…

In 1971 Fedi\u{i} proved the remarkable theorem that the linear second order partial differential operator in the plane with coefficients 1 and f^2 is hypoelliptic provided that f is smooth, vanishes at the origin and is positive otherwise.…

We study the gradient flow of the potential energy on the infinite-dimensional Riemannian manifold of spatial curves parametrized by the arc length, which models overdamped motion of a falling inextensible string. We prove existence of…

We prove rigidity results describing contextually-constrained maps defined on Grassmannians and manifolds of ordered independent line tuples in finite-dimensional vector or Hilbert spaces. One statement in the spirit of the Fundamental…

Wasserstein gradient flows provide a powerful means of understanding and solving many diffusion equations. Specifically, Fokker-Planck equations, which model the diffusion of probability measures, can be understood as gradient descent over…

In this paper, we study arbitrary order extended finite element (XFE) methods based on two discontinuous Galerkin (DG) schemes in order to solve elliptic interface problems in two and three dimensions. Optimal error estimates in the…

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…

In this manuscript we deal with a class of nonlinear Fokker-Planck equations with the following structure \[ \partial_t u - \div\big(M\nabla u+ E h(u)\big)=0, \] with $M$ a bounded elliptic matrix, $E$ a vector field in a suitable Lebesgue…

We present a new implicit higher-order finite element (FE) approach to efficiently model compressible multicomponent fluid flow on unstructured grids and in fractured porous subsurface formations. The scheme is sequential implicit:…

In this paper we present a continuation method which transforms spatially distributed ODE systems into continuous PDE. We show that this continuation can be performed both for linear and nonlinear systems, including multidimensional, space-…