This paper shows the Fokker–Planck equation of a dynamical system driven by quasimonochromatic noise. Based on the Fokker–Planck equation and the definition of Shannon's information entropy, the exact time dependence of entropy flux and entropy production for the system is calculated. The...

In this paper, a two-dimensional eight-velocity multiple-relaxation-time (MRT) lattice Boltzmann (LB) model is proposed for incompressible porous flows at the representative elementary volume scale based on the Brinkman–Forchheimer-extended Darcy model. In the model, the porosity is included...

In this paper, a three-dimensional (3D) finite-difference lattice Boltzmann model for simulating compressible flows with shock waves is developed in the framework of the double-distribution-function approach. In the model, a density distribution function is adopted to model the flow field, while...

The present paper is devoted to the numerical solution of the Fokker–Planck (FP) equation associated to the Duffing oscillator driven by colored noise. We propose an improved discretization of the standard FP operator-splitting method which renders the scheme unconditionally stable. This...