Related papers: Wasserstein Gradient Flow Formulation of the Time-…
The partial differential equation of Gaussian diffusion is generalized by using the time-fractional derivative of distributed order between 0 and 1, in both the Riemann-Liouville (R-L) and the Caputo (C) sense. For a general distribution of…
We develop a recursive method for perturbative solutions of the Fokker-Planck equation with nonlinear drift. The series expansion of the time-dependent probability density in terms of powers of the coupling constant is obtained by solving a…
The purpose of this work is mostly expository and aims to elucidate the Jordan-Kinderlehrer-Otto (JKO) scheme for uncertainty propagation, and a variant, the Laugesen-Mehta-Meyn-Raginsky (LMMR) scheme for filtering. We point out that these…
Policy gradients methods often achieve better performance when the change in policy is limited to a small Kullback-Leibler divergence. We derive policy gradients where the change in policy is limited to a small Wasserstein distance (or…
Wasserstein Gradient Flow (WGF) describes the gradient dynamics of probability density within the Wasserstein space. WGF provides a promising approach for conducting optimization over the probability distributions. Numerically approximating…
The solution of time fractional partial differential equations in general exhibit a weak singularity near the initial time. In this article we propose a method for solving time fractional diffusion equation with nonlocal diffusion term. The…
This study presents a novel high-order numerical method designed for solving the two-dimensional time-fractional convection-diffusion (TFCD) equation. The Caputo definition is employed to characterize the time-fractional derivative. A weak…
This paper develops solutions of fractional Fokker-Planck equations describing subdiffusion of probability densities of stochastic dynamical systems driven by non-Gaussian L\'evy processes, with space-time-dependent drift, diffusion and…
Fractional kinetic theory plays a vital role in describing anomalous diffusion in terms of complex dynamics generating semi-Markovian processes. Recently, the variational principle and associated Levy Ansatz have been proposed in order to…
We describe a class of evolution systems of linear partial differential equations with the Caputo-Dzhrbashyan fractional derivative of order $\alpha \in (0,1)$ in the time variable $t$ and the first order derivatives in spatial variables…
Gradient flows in the Wasserstein space have become a powerful tool in the analysis of diffusion equations, following the seminal work of Jordan, Kinderlehrer and Otto (JKO). The numerical applications of this formulation have been limited…
Fractional derivative in time variable is introduced into the Fokker-Planck equation of a population growth model. It's solution, the KNO scaling function, is transformed into the generating function for the multiplicity distribution.…
We study solution techniques for an evolution equation involving second order derivative in time and the spectral fractional powers, of order $s \in (0,1)$, of symmetric, coercive, linear, elliptic, second-order operators in bounded domains…
We propose a new semi-discretization scheme to approximate nonlinear Fokker-Planck equations, by exploiting the gradient flow structures with respect to the 2-Wasserstein metric. We discretize the underlying state by a finite graph and…
We develop the theory of fractional gradient flows: an evolution aimed at the minimization of a convex, l.s.c.~energy, with memory effects. This memory is characterized by the fact that the negative of the (sub)gradient of the energy equals…
In this paper, we propose a novel numerical scheme for solving time-fractional reaction-diffusion problems with Robin boundary conditions, where the time derivative is in the Caputo sense of order $\alpha\in(0,1)$. The existence and…
A class of linear evolutionary equations with material laws involving fractional time-derivatives is considered. The main result is well-posedness and causality for this problem class. The approach is illustrated with two examples: a…
We present and analyze a space-time Petrov-Galerkin finite element method for a time-fractional diffusion equation involving a Riemann-Liouville fractional derivative of order $\alpha\in(0,1)$ in time and zero initial data. We derive a…
In this paper, we study the numerical schemes for the two-dimensional Fokker-Planck equation governing the probability density function of the tempered fractional Brownian motion. The main challenges of the numerical schemes come from the…
In this paper hyperbolic partial differential equations with random coefficients are discussed. We consider the challenging problem of flux functions with coefficients modeled by spatiotemporal random fields. Those fields are given by…