Related papers: Well posedness and Maximum Entropy Approximation f…
We analyze the diffusion of a Brownian particle in a fluid under stationary flow. By using the scheme of non-equilibrium thermodynamics in phase space, we obtain the Fokker-Planck equation which is compared with others derived from kinetic…
Stochastic hybrid systems combine continuous-time stochastic dynamics with discrete reset events, producing intrinsically non-Gaussian and often multimodal uncertainty. A consistent propagation law must also account for boundary-induced…
We propose a gate-based quantum algorithm for the prediction step of Bayesian state estimation based on the Fokker-Planck equation on a discretized position-velocity state space. The probability density is encoded in the amplitudes of a…
In this work, we study a class of nonlocal-in-time kinetic models of incompressible dilute polymeric fluids. The system couples a macroscopic balance of linear momentum equation with a mezoscopic subdiffusive Fokker-Planck equation…
A recently introduced nonlinear Fokker-Planck equation, derived directly from a master equation, comes out as a very general tool to describe phenomenologically systems presenting complex behavior, like anomalous diffusion, in the presence…
Employing time-dependent projection formalism, a Fokker-Planck equation with non-Markovian transport coefficients is derived for large amplitude collective motion. Properties of transport coefficients for diffusion processes in a potential…
In this paper, we develop a theoretical framework for nonlinear stochastic optimal control problems with optimal stopping by establishing a density-based deterministic representation of the underlying diffusion. For state-independent…
The Fokker-Planck equation with diffusion coefficient quadratic in space variable, linear drift coefficient, and nonlocal nonlinearity term is considered in the framework of a model of analysis of asset returns at financial markets. For…
We investigate the Cauchy problem and the diffusion asymptotics for a spatially inhomogeneous kinetic model associated to a nonlinear Fokker-Planck operator. We derive the global well-posedness result with instantaneous smoothness effect,…
The Fokker-Planck equation describing the transport of energetic particles interacting with turbulence is difficult to solve analytically. Numerical solutions are of course possible but they are not always useful for applications. In the…
We consider a system of $N$ interacting particles, governed by transport and diffusion, that converges in a mean-field limit to the solution of a McKean-Vlasov equation. From the observation of a trajectory of the system over a fixed time…
We study the initial-boundary value problem for the Fokker-Planck equation in an interval with absorbing boundary conditions. We develop a theory of well-posedness of classical solutions for the problem. We also prove that the resulting…
This paper is concerned with a modified entropy method to establish the large-time convergence towards the (unique) steady state, for kinetic Fokker-Planck equations with non-quadratic confinement potentials in whole space. We extend…
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,…
We consider the discretization of a semilinear damped wave equation arising, for instance, in the modeling of gas transport in pipeline networks. For time invariant boundary data, the solutions of the problem are shown to converge…
In neuroscience, the distribution of a decision time is modelled by means of a one-dimensional Fokker--Planck equation with time-dependent boundaries and space-time-dependent drift. Efficient approximation of the solution to this equation…
We show that the principle of maximum entropy, a variational method appearing in statistical inference, statistical physics, and the analysis of stochastic dynamical systems, admits a geometric description from gauge theory. Using the…
We study a system of Fokker-Planck equations recently introduced to describe the temporal evolution of statistical distributions of population densities with predator-prey interactions. At the macroscopic level, the system recovers a…
We study Brownian motion driven with both conservative and nonconservative external forces. By using the thermodynamic approach of the theory of Brownian motion we obtain the Fokker-Planck equation and derive expressions for the Fluctuation…
The Fokker-Planck equation is a partial differential equation which is a key ingredient in many models in physics. This paper aims to obtain a quantum counterpart of Fokker-Planck dynamics, as a means to describing quantum Fokker-Planck…