Analysis and Implementation of Numerical Methods for Simulating Dilute Polymeric Fluids David Knezevic Doctor of Philosophy Balliol College Michaelmas Term 2008 In this thesis we develop, analyse and implement a number of numerical methods for simulating dilute polymeric fluids. We use a well-known model in which the polymeric fluid is represented by a suspension of dumbbells in a Newtonian sol...

The chemical Fokker-Planck equation and the corresponding chemical Langevin equation are commonly used approximations of the chemical master equation. These equations are derived from an uncontrolled, second-order truncation of the Kramers-Moyal expansion of the chemical master equation and hence their accuracy remains to be clarified. We use the system-size expansion to show that chemical Fokk...

One obtains a probabilistic representation for the entropic generalized solutions to a nonlinear Fokker–Planck equation in Rd with multivalued nonlinear diffusion term as density probabilities of solutions to a nonlinear stochastic differential equation. The case of a nonlinear Fokker–Planck equation with linear space dependent drift is also studied.

We present a uniform L-stability estimate for mild solutions to the Fokker-Planck-Boltzmann equation. For stability estimate, we derive a Gronwall type estimate using dispersion estimates for mild solutions due to the hypoelliptic structure of the Vlasov-Fokker-Planck operator.

Physical and chemical stochastic processes described by the master equation are investigated. The system-size expansion, called the Ω-expansion, transforms the master equation to the corresponding Fokker-Planck equation. In this paper, we examine the entropy production for both the master equation and the corresponding Fokker-Planck equation. For the master equation, the exact expression of the...

Stochastic differential equations (SDE) are used to model many situations including population dynamics, protein kinetics, turbulence, finance, and engineering [5, 6, 1]. Knowing the solution of the SDE in question leads to interesting analysis of the trajectories. Most SDE are unsolvable analytically and other methods must be used to analyze properties of the stochastic process. From the SDE, ...

The Langevin equation approach to the evolution of the velocity distribution for the Brownian particle might leave you uncomfortable. A more formal treatment of this type of problem is given by the Fokker-Planck equation. We can either formulate the question in terms of the evolution of a nonstationary probability distribution from a defined initial condition, or in terms of the evolution of th...

In [BL] in relation to the unsolved Bang’s plank problem (1951) we obtained a lower bound for the sum of relevant measures of cylinders covering a given d-dimensional convex body. In this paper we provide the packing counterpart of these estimates. We also extend bounds to the case of r-fold covering and packing and show a packing analog of Falconer’s results ([Fa]).

This is a revised variant of my preprint: Max-Plank Institut fuer Mathematik, Bonn, 2001, No 16. Foreword This is the first part of the detailed version of my work “On linear forms with coefficients in Nζ(1 + N),” [11]. The goal of this work is to give a complete proof of the following theorem. Theorem. Let

1New York State Museum, Albany, NY, USA 2Smithsonian Tropical Research Institute, Balboa, Panama 3California Institute for Telecommunications and Information Technology (Calit2), University of California, San Diego, CA, USA 4Max Plank Institute for Ornithology, Radolfzell, Germany 5E-Obs, Gruenwald, Germany 6Princeton University, Princeton, NJ, USA 7University of Illinois, Urbana, IL, USA 8Fros...