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

A. Klar, F. Schneider, O. Tse

Onderzoeksoutput: Bijdrage aan tijdschriftTijdschriftartikelAcademicpeer review

15 Citaten (Scopus)

Samenvatting

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.
Originele taal-2Engels
Pagina's (van-tot)509-529
TijdschriftKinetic and Related Models (KRM)
Volume7
Nummer van het tijdschrift3
DOI's
StatusGepubliceerd - 2014
Extern gepubliceerdJa

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