We consider multiscale systems for which only a fine-scale model describing the evolution of individuals (atoms, molecules, bacteria, agents) is given, while we are interested in the evolution of the population density on coarse space and time scales. Typically, this evolution is described by a coarse Fokker-Planck equation. In this paper, we consider a numerical procedure to compute the solution of this Fokker-Planck equation directly on the coarse level, based on the estimation of the unknown...

We consider multiscale systems for which only a fine-scale model describing the evolution of individuals (atoms, molecules, bacteria, agents) is given, while we are interested in the evolution of the population density on coarse space and time scales. Typically, this evolution is described by a coarse Fokker-Planck equation. In this paper, we consider a numerical procedure to compute the solution of this Fokker-Planck equation directly on the coarse level, based on the estimation of the unknown...

This paper deals with the evolution Fokker-Planck-Smoluchowski configurational probability diffusion equation for the FENE dumbbell model in dilute polymer solutions. We prove the exponential convergence in time of the solution of this equation to a corresponding steady-state solution, for arbitrary velocity gradients.

We study a Lagrangian numerical scheme for solution of a nonlinear drift diffusion equation on an interval. The discretization is based on the equation’s gradient flow structure with respect to the Wasserstein distance. The scheme inherits various properties from the continuous flow, like entropy monotonicity, mass preservation, metric contraction and minimum/ maximum principles. As the main result, we give a proof of convergence in the limit of vanishing mesh size under a CFL-type condition. We...

We construct a Galerkin finite element method for the numerical approximation of weak solutions to a coupled microscopic-macroscopic bead-spring model that arises from the kinetic theory of dilute solutions of polymeric liquids with noninteracting polymer chains. The model consists of the unsteady incompressible Navier–Stokes equations in a bounded domain Ω ⊂ ${ℝ}^d$,d= 2 or 3, for the velocity and the pressure of the fluid, with an elastic extra-stress tensor as right-hand side in the momentum equation....

We construct a Galerkin finite element method for the numerical approximation of weak solutions to a coupled microscopic-macroscopic bead-spring model that arises from the kinetic theory of dilute solutions of polymeric liquids with noninteracting polymer chains. The model consists of the unsteady incompressible Navier–Stokes equations in a bounded domain Ω ⊂ ${ℝ}^d$, d = 2 or 3, for the velocity and the pressure of the fluid, with an elastic extra-stress tensor as right-hand side in the momentum equation....

We study the existence and the uniqueness of a solution $\varphi$ to the linear Fokker-Planck equation $-\Delta \varphi +div\left(\varphi \mathbf{F}\right)=f$ in a bounded domain of ${ℝ}^d$ when $\mathbf{F}$ is a “confinement” vector field. This field acting for instance like the inverse of the distance to the boundary. An illustration of the obtained results is given within the framework of fluid mechanics and polymer flows.

MSC 2010: 26A33, 35R11, 35R60, 35Q84, 60H10 Dedicated to 80-th anniversary of Professor Rudolf GorenfloThere is a well-known relationship between the Itô stochastic differential equations (SDEs) and the associated partial differential equations called Fokker-Planck equations, also called Kolmogorov equations. The Brownian motion plays the role of the basic driving process for SDEs. This paper provides fractional generalizations of the triple relationship between the driving process, corresponding...

In this paper, we review recent developments on the derivation and properties of macroscopic models of collective motion and self-organization. The starting point is a model of self-propelled particles interacting with its neighbors through alignment. We successively derive a mean-field model and its hydrodynamic limit. The resulting macroscopic model is the Self-Organized Hydrodynamics (SOH). We review the available existence results and known properties of the SOH model and discuss it in view...

We study molecular motor-induced microtubule self-organization in dilute and semi-dilute filament solutions. In the dilute case, we use a probabilistic model of microtubule interaction via molecular motors to investigate microtubule bundle dynamics. Microtubules are modeled as polar rods interacting through fully inelastic, binary collisions. Our model indicates that initially disordered systems of interacting rods exhibit an orientational instability...

This paper is concerned with the analysis and implementation of spectral Galerkin methods for a class of Fokker-Planck equations that arises from the kinetic theory of dilute polymers. A relevant feature of the class of equations under consideration from the viewpoint of mathematical analysis and numerical approximation is the presence of an unbounded drift coefficient, involving a smooth convex potential $U$ that is equal to $+\infty$ along the boundary $\partial D$ of the computational domain $D$. Using a symmetrization...

This paper is concerned with the analysis and implementation of spectral Galerkin methods for a class of Fokker-Planck equations that arises from the kinetic theory of dilute polymers. A relevant feature of the class of equations under consideration from the viewpoint of mathematical analysis and numerical approximation is the presence of an unbounded drift coefficient, involving a smooth convex potential U that is equal to +∞ along the boundary ∂D of the computational domain D. Using a symmetrization...

In this work, depending on the relation between the Deborah, the Reynolds and the aspect ratio numbers, we formally derived shallow-water type systems starting from a micro-macro description for non-Newtonian fluids in a thin domain governed by an elastic dumbbell type model with a slip boundary condition at the bottom. The result has been announced by the authors in [G. Narbona-Reina, D. Bresch, Numer. Math. and Advanced Appl. Springer Verlag (2010)] and in the present paper, we provide a self-contained...

We study the Fokker–Planck equation as the many-particle limit of a stochastic particle system on one hand and as a Wasserstein gradient flow on the other. We write the path-space rate functional, which characterises the large deviations from the expected trajectories, in such a way that the free energy appears explicitly. Next we use this formulation via the contraction principle to prove that the discrete time rate functional is asymptotically equivalent in the Gamma-convergence sense to the functional...