Related papers: Probabilistic Analysis of Replicator-Mutator Equat…
This paper investigates the transient probabilistic responses of nonlinear single-degree-of-freedom oscillators subjected to external fractional Gaussian noise (FGN) excitation. Owing to the inherent long-range correlations and memory…
We develop computational methods for approximating the solution of a linear multi-term matrix equation in low rank. We follow an alternating minimization framework, where the solution is represented as a product of two matrices, and…
Many complex systems in mathematical biology and other areas can be described by the replicator equation. We show that solutions of a wide class of replicator equations minimize the production of information under time-dependent…
In this work, we consider the solvability of the Fokker-Planck equation with both time-dependent drift and diffusion coefficients by means of the similarity method. By the introduction of the similarity variable, the Fokker-Planck equation…
In this paper, we employ a Schauder-type estimate method, as developed in \cite{CHN}, to establish critical well-posedness result for the Fractional Fokker-Planck Equation. This equation serves as a fundamental model in kinetic theory and…
We prove long-time contractivity estimates and exponential rates of convergence to equilibrium for solutions of hypoelliptic diffusion equations, which include the well-known Kolmogorov equation and similar kinetic Fokker-Planck equations…
This paper establishes Fokker-Planck-Kolmogorov type equations for time-changed Gaussian processes. Examples include those equations for a time-changed fractional Brownian motion with time-dependent Hurst parameter and for a time-changed…
The fractional Fokker-Planck system with multiple internal states is derived in [Xu and Deng, Math. Model. Nat. Phenom., $\mathbf{13}$, 10 (2018)], where the space derivative is Laplace operator. If the jump length distribution of the…
Fock space quantization of Hamiltonian constraints of General Relativity and thermodynamics of quantum states for flat Friedmann-Lemaitre-Robertson-Walker metrics is presented.
We present a perturbation approach to calculate the short-time propagator, or transition density, of the one-dimensional Fokker-Planck equation, to in principle arbitrary order in the time increment. Our approach preserves probability…
In this paper, we propose a novel conservative formulation for solving kinetic equations via neural networks. More precisely, we formulate the learning problem as a constrained optimization problem with constraints that represent the…
We study a particular generalisation of the classical Kramers model describing Brownian particles in the external potential. The generalised model includes the stochastic force which is modelled as an additive random noise that depends upon…
Given a probability-measure-valued process $(\mu_t)$, we aim to find, among all path-continuous stochastic processes whose one-dimensional time marginals coincide almost surely with $(\mu_t)$ (if there is any), a process that minimizes a…
The aim of this paper is to rewrite the Fokker - Planck equation according to transformation of space coordinates. This is nontrivial problem, because transformation of space coordinates induces transformation of velocities. We can use…
The paper is devoted to the construction of a probabilistic particle algorithm. This is related to nonlin-ear forward Feynman-Kac type equation, which represents the solution of a nonconservative semilinear parabolic Partial Differential…
We propose a discrete lattice version of the Fokker-Planck kinetic equation along lines similar to the Lattice-Boltzmann scheme. Our work extends an earlier one-dimensional formulation to arbitrary spatial dimension $D$. A generalized…
In this article we derive Fokker - Planck equation for incompressible fluid and investigate its properties. In version 2 symmetries of linearized equations and some examples of invariant solutions are added.
In this paper, we propose a new method for removing all the redundant inequalities generated by Fourier-Motzkin elimination. This method is based on an improved version of Balas' work and can also be used to remove all the redundant…
In this paper, we mainly study the global strong solutions and its long time decay rates of all order spatial derivatives to a micro-macro model for compressible polymeric fluids with small initial data. This model is a coupling of…
The time-fractional Fokker-Planck equation is a key model for characterizing anomalous diffusion, stochastic transport, and non-equilibrium statistical mechanics with applications in finance, chaotic dynamics, optical physics, and…