Related papers: Computing Coherent Sets using the Fokker-Planck Eq…
In this paper we present a direct perturbative method to solving certain Fokker-Planck equations, which have constant diffusion coefficients and some small parameters in the drift coefficients. The method makes use of the connection between…
In this paper, we propose a novel method to approximate the mean field stochastic differential equation by means of approximating the density function via Fokker-Planck equation. We construct a well-posed truncated Fokker-Planck equation…
Self consistent transfer operators arise naturally in the study of mean-field coupled dynamical systems and are closely related to kinetic PDEs such as the Vlasov equation. Despite substantial progress on existence and uniqueness of fixed…
This article presents a rigorous analysis for efficient statistically accurate algorithms for solving the Fokker-Planck equations associated with high-dimensional nonlinear turbulent dynamical systems with conditional Gaussian structures.…
While accurate simulations of dense gas flows far from the equilibrium can be achieved by Direct Simulation adapted to the Enskog equation, the significant computational demand required for collisions appears as a major constraint. In order…
In the present article, an approach to find the exact solution of the fractional Fokker-Planck equation is presented. It is based on transforming it to a system of first-order partial differential equation via Hopf transformation, together…
This paper studies computational methods for quasi-stationary distributions (QSDs). We first proposed a data-driven solver that solves Fokker-Planck equations for QSDs. Similar as the case of Fokker-Planck equations for invariant…
Identification of nonlinear dynamical systems is crucial across various fields, facilitating tasks such as control, prediction, optimization, and fault detection. Many applications require methods capable of handling complex systems while…
We investigate variational methods for finding approximate solutions to the Fokker-Planck equation, especially in cases lacking detailed balance. These schemes fall into two classes: those in which a Hermitian operator is constructed from…
We propose and rigorously analyze a finite element method for the approximation of stationary Fokker--Planck--Kolmogorov (FPK) equations subject to periodic boundary conditions in two settings: one with weakly differentiable coefficients,…
A time-stepping $L1$ scheme for solving a time fractional Fokker-Planck equation of order $\alpha \in (0, 1)$, with a general driving force, is investigated. A stability bound for the semi-discrete solution is obtained for…
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,…
We develop a highly efficient method to numerically simulate thermal fluctuations and correlations in non-relativistic continuous bosonic one-dimensional systems. We start by noticing the equivalence of their description through the…
Stochastic models of chemical systems are often analysed by solving the corresponding Fokker-Planck equation which is a drift-diffusion partial differential equation for the probability distribution function. Efficient numerical solution of…
We present a new strategy to approximate the global solution of the Fokker-Planck equation efficiently in higher dimensions and show its convergence. The main ingredients are the Euler scheme to solve the associated stochastic differential…
The Fokker--Planck equation is a key ingredient of many models in physics, and related subjects, and arises in a diverse array of settings. Analytical solutions are limited to special cases, and resorting to numerical simulation is often…
We present a model-based output-only method for identifying from time series the parameters governing the dynamics of stochastically forced oscillators. In this context, suitable models of the oscillator's damping and stiffness properties…
In this work, we develop novel structure-preserving numerical schemes for a class of nonlinear Fokker--Planck equations with nonlocal interactions. Such equations can cover many cases of importance, such as porous medium equations with…
We establish a new approach to calculating spectral statistics in disordered conductors, by considering how energy levels move in response to changes in the impurity potential. We use this fictitious dynamics to calculate the spectral form…
We study a numerical method to compute probability density functions of solutions of stochastic differential equations. The method is sometimes called the numerical path integration method and has been shown to be fast and accurate in…