Related papers: Weiss mean-field approximation for multicomponent …
Fokker-Planck equations are extensively employed in various scientific fields as they characterise the behaviour of stochastic systems at the level of probability density functions. Although broadly used, they allow for analytical treatment…
We formulate a data-driven method for constructing finite volume discretizations of a dynamical system's underlying Continuity / Fokker-Planck equation. A method is employed that allows for flexibility in partitioning state space,…
The present paper outlines a basic theoretical treatment of decoherence and dephasing effects in interferometry based on single component BEC in double potential wells, where two condensate modes may be involved. Results for both two mode…
In this paper, we investigate the existence of solution for systems of Fokker-Planck equations coupled through a common nonlinear congestion. Two different kinds of congestion are considered: a porous media congestion or \textit{soft}…
Mathematical models for complex systems under random fluctuations often certain uncertain parameters. However, quantifying model uncertainty for a stochastic differential equation with an $\alpha$-stable L\'evy process is still lacking.…
Deterministic chaotic dynamics presumes that the state space can be partitioned arbitrarily finely. In a physical system, the inevitable presence of some noise sets a finite limit to the finest possible resolution that can be attained. Much…
We review various methods to investigate the statics and the dynamics of collective composition fluctuations in dense polymer mixtures within fluctuating-field approaches. The central idea of fluctuating-field theories is to rewrite the…
Boltzmann machines are undirected graphical models with two-state stochastic variables, in which the logarithms of the clique potentials are quadratic functions of the node states. They have been widely studied in the neural computing…
In this paper we develop a model for nematic alignment of self-propelled rods interacting through binary collisions. We avoid phenomenological descriptions of rod interaction in favor of rigorously using a set of microscopic-level rules.…
We present an approach for simulating the collisional evolution of spherical isotropic stellar systems based on the one-dimensional Fokker-Planck equation. A novel aspect is that we use the phase volume as the argument of the distribution…
The probability density function of stochastic differential equations is governed by the Fokker-Planck (FP) equation. A novel machine learning method is developed to solve the general FP equations based on deep neural networks. The proposed…
By investigating path-distribution dependent stochastic differential equations, the following type of nonlinear Fokker--Planck equations for probability measures $(\mu_t)_{t \geq 0}$ on the path space $\mathcal C:=C([-r_0,0];\mathbb R^d),$…
We investigate a reformulation of the dynamics of interacting fermion systems in terms of a stochastic extension of Time Dependent Hartree-Fock equations. The noise is found from a path-integral representation of the evolution operator and…
A numerical scheme for approximating the nonlinear filtering density is introduced and its convergence rate is established, theoretically under a parabolic H\"{o}rmander condition, and empirically in numerical examples. In a prediction…
A cross-diffusion system for two compoments with a Laplacian structure is analyzed on the multi-dimensional torus. This system, which was recently suggested by P.-L. Lions, is formally derived from a Fokker-Planck equation for the…
In this article, we have analyzed semi-discrete finite element approximations of the Stochastic linear Schr\"{o}dinger equation in a bounded convex polygonal domain driven by additive Wiener noise. We use the finite element method for…
We propose a model based on coupled multiplicative stochastic processes to understand the dynamics of competing species in an ecosystem. This process can be conveniently described by a Fokker-Planck equation. We provide an analytical…
A reduced drift-diffusion (Smoluchowski-Poisson) equation is found for the electric charge in the high-field limit of the Vlasov-Poisson-Fokker-Planck system, both in one and three dimensions. The corresponding electric field satisfies a…
We consider a particle system with a mean-field-type interaction perturbed by some common and individual noises. When the interacting kernels are sublinear and only locally Lipschitz-continuous, relying on arguments based on the tightness…
Dimensional reduction techniques have long been used to visualize the structure and geometry of high dimensional data. However, most widely used techniques are difficult to interpret due to nonlinearities and opaque optimization processes.…