Related papers: Probabilistic Analysis of Replicator-Mutator Equat…
Fokker-Planck equation with the velocity-dependent coefficients is considered for various isotropic systems on the basis of probability transition (PT) approach. This method provides the self-consistent and universal description of friction…
We propose a closed-form spectral framework for relative log-density estimation in linearly parameterized probabilistic models, including unnormalized and conditional models. This is achieved by representing the Kullback-Leibler (KL)…
In this paper, global well-posedness of the non-Markovian Unruh-Zurek and Hu-Paz-Zhang master equations with nonlinear electrostatic coupling is demonstrated. They both consist of a Wigner-Poisson like equation subjected to a dissipative…
Particle-based stochastic approximations of the Boltzmann equation are popular tools for simulations of non-equilibrium gas flows, for which the Navier-Stokes-Fourier equations fail to provide accurate description. However, these numerical…
We study Markov processes associated with stochastic differential equations, whose non-linearities are gradients of convex functionals. We prove a general result of existence of such Markov processes and a priori estimates on the transition…
We calculate all point symmetries of the Fokker - Planck equation in one-dimensional Euclidean space. General expression of symmetry group action on arbitrary solution of Fokker - Planck equation is presented. We propose new notation for…
A probabilistic approach is developed for the exact solution $u$ to a determinist partial differential equation as well as for its associated approximation $u^{(k)}_{h}$ performed by $P_k$ Lagrange finite element. Two limitations motivated…
In this paper, we investigate the well-posedness of weak solutions to the time-fractional Fokker-Planck equation. Its dynamics is governed by anomalous diffusion, and we consider the most general case of space-time dependent forces.…
This paper studies the probabilistic function approximation problem over reproducing kernel Hilbert spaces. We show the existence and uniqueness of the optimizer under mild assumptions. Furthermore, we generalize the celebrated representer…
Here, we introduce a numerical approach for a class of Fokker-Planck (FP) equations. These equations are the adjoint of the linearization of Hamilton-Jacobi (HJ) equations. Using this structure, we show how to transfer the properties of…
We study the pointwise (in the space and time variables) behavior of the Fokker-Planck Equation with flat confinement. The solution has very clear description in the $xt-$plane, including large time behavior, initial layer and asymptotic…
The Rayleigh model of nonlinear Brownian motion is revisited in which the heavy particle of mass M interacts with ideal gas molecules of mass m via instantaneous collisions. Using the van Kampen method of expansion of the master equation,…
We consider a Markov process on a Riemannian manifold, which solves a stochastic differential equation in the interior of the manifold and jumps according to a deterministic reset map when it reaches the boundary. We derive a partial…
The usual derivation of the Fokker-Planck partial differential eqn. assumes the Chapman-Kolmogorov equation for a Markov process. Starting instead with an Ito stochastic differential equation we argue that finitely many states of memory are…
We study the global existence and uniqueness of weak solutions to kinetic Kolmogorov-Vicsek models that can be considered a non-local non-linear Fokker-Planck type equation describing the dynamics of individuals with orientational…
After a short outline of the factorization and Grassmann picture of the one-dimensional (1D) Fokker-Planck (FP) equation, we consider a class of spatially-inhomogeneous solutions of the 2D FP equation with symmetric 2D (super)potentials. We…
The extended Fisher--Kolmogorov (EFK) equation has been used to describe some phenomena in physical, material and biology systems. In this paper, we propose a full-rank splitting scheme and a rank-adaptive splitting approach for this…
We consider the FENE dumbbell polymer model which is the coupling of the incompressible Navier-Stokes equations with the corresponding Fokker-Planck-Smoluchowski di ffusion equation. We show global well-posedness in the case of a 2D bounded…
The quantum Boltzmann equation, or Fokker-Planck equation, has been used to successfully explain a number of experiments in semiconductor optics in the past two decades. This paper reviews some of the developments of this work, including…
We propose a method to analyze the dynamics of systems exhibiting slow relaxation which is based on mesoscopic non-equilibrium thermodynamics. The method allows us to obtain kinetic equations of the Fokker-Planck type for the probability…