Approximate models for stochastic dynamic systems with velocities on the sphere and associated Fokker--Planck equations

A. Klar, F. Schneider, O. Tse

Research output: Contribution to journalArticleAcademicpeer-review

14 Citations (Scopus)

Abstract

We consider stochastic dynamic systems with state space and associated Fokker--Planck equations. Such systems are used to model, for example, fiber dynamics or swarming and pedestrian dynamics with constant individual speed of propagation. Approximate equations, like linear and nonlinear (maximum entropy) moment approximations and linear and nonlinear diffusion approximations are investigated. These approximations are compared to the underlying Fokker--Planck equation with respect to quality measures like the decay rates to equilibrium. The results clearly show the superiority of the maximum entropy approach for this application compared to the simpler linear and diffusion approximations.
Original languageEnglish
Pages (from-to)509-529
JournalKinetic and Related Models (KRM)
Volume7
Issue number3
DOIs
Publication statusPublished - 2014
Externally publishedYes

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