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Solving the stationary nonlinear Fokker-Planck equations is important in applications and examples include the Poisson-Boltzmann equation and the two layer neural networks. Making use of the connection between the interacting particle…
We study convergence in variation of probability solutions of nonlinear Fokker-Planck-Kolmogorov equations to stationary solutions. We obtain sufficient conditions for the exponential convergence of solutions to the stationary solution in…
In this paper, we develop a Galerkin-type approximation, with quantitative error estimates, for weak solutions to the Cauchy problem for kinetic Fokker-Planck equations in the domain $(0, T) \times D \times \mathbb{R}^d$, where $D$ is…
In this paper we study a new generalization of the kinetic equation emerging in run-and-tumble models. We show that this generalization leads to a wide class of generalized fractional kinetic (GFK) and telegraph-type equations depending by…
Computing the invariant probability measure of a randomly perturbed dynamical system usually means solving the stationary Fokker-Planck equation. This paper studies several key properties of a novel data-driven solver for low-dimensional…
In this work, we propose adaptive deep learning approaches based on normalizing flows for solving fractional Fokker-Planck equations (FPEs). The solution of a FPE is a probability density function (PDF). Traditional mesh-based methods are…
We consider the relativistic, spatially inhomogeneous Fokker-Planck equation with an external confining potential. We prove the exponential time decay of solutions towards the global equilibrium in weighted $L^2$ and Sobolov spaces. Our…
We propose a novel approach for modeling chemical reactions within the particle-based Fokker-Planck framework for gas flow simulations which conserves mass, momentum, and energy while retaining the performance advantages of the…
For stochastic systems with discrete time delay, the Fokker-Planck equation (FPE) of the one-time probability density function (PDF) does not provide a complete, self-contained probabilistic description. It explicitly involves the two-time…
The task of reconstructing a matrix given a sample of observedentries is known as the matrix completion problem. It arises ina wide range of problems, including recommender systems, collaborativefiltering, dimensionality reduction, image…
First we show that physics-informed neural networks are not suitable for a large class of parabolic partial differential equations including the Fokker-Planck equation. Then we devise an algorithm to compute solutions of the Fokker-Planck…
A relativistic quark model of mesons formulated within the formalism of Fokker-type action integrals is proposed, in which an interquark interaction is mediated by scalar-vector superposition of higher derivative fields. In the…
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…
We consider three classes of linear non-symmetric Fokker-Planck equations having a unique steady state and establish exponential convergence of solutions towards the steady state with explicit (estimates of) decay rates. First,…
We introduce a novel spatio-temporal discretization for nonlinear Fokker-Planck equations on the multi-dimensional unit cube. This discretization is based on two structural properties of these equations: the first is the representation as a…
When the complete understanding of a complex system is not available, as, e.g., for systems considered in the real-world, we need a top-down approach to complexity. In this approach one may start with the desire to understand general…
Probability is an important question in the ontological interpretation of quantum mechanics. It has been discussed in some trajectory interpretations such as Bohmian mechanics and stochastic mechanics. New questions arise when the…
In a previous work, a perturbative approach to a class of Fokker-Planck equations, which have constant diffusion coefficients and small time-dependent drift coefficients, was developed by exploiting the close connection between the…
The interaction of charged particles, moving in a uniform magnetic field, with a plane-polarized gravitational wave is considered using the Fokker-Planck- Kolmogorov (FPK) approach. By using a stochasticity criterion, we determine the exact…
Approximate solutions of the chemical master equation and the chemical Fokker-Planck equation are an important tool in the analysis of biomolecular reaction networks. Previous studies have highlighted a number of problems with the…