Related papers: Interacting particle solutions of Fokker-Planck eq…
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 present a possible approach to measuring inequality in a system of coupled Fokker-Planck-type equations that describe the evolution of distribution densities for two populations interacting pairwise due to social and/or economic factors.…
A class of stochastic individual-based models, written in terms of coupled velocity jump processes, is presented and analysed. This modelling approach incorporates recent experimental findings on behaviour of locusts. It exhibits nontrivial…
Near-future experiments with Petawatt class lasers are expected to produce a high flux of gamma-ray photons and electron-positron pairs through Strong Field Quantum Electrodynamical processes. Simulations of the expected regime of…
Beam dynamics calculations that are based on the Vlasov equation do not permit the the treatment of stochastic phenomena such as intra-beam scattering. If the nature of the stochastic process can be regarded as a Markov process, we are…
The spiking activity of single neurons can be well described by a nonlinear integrate-and-fire model that includes somatic adaptation. When exposed to fluctuating inputs sparsely coupled populations of these model neurons exhibit stochastic…
We use computer simulations to study highly dense systems of granular particles that are driven by oscillating forces. We implement different dissipation mechanisms that are used to extract the injected energy. In particular, the action of…
We study the problem of learning unknown parameters in stochastic interacting particle systems with polynomial drift, interaction and diffusion functions from the path of one single particle in the system. Our estimator is obtained by…
We propose a novel projection-based particle method for solving the McKean-Vlasov stochastic differential equations. Our approach is based on a projection-type estimation of the marginal density of the solution in each time step. The…
In this work, we systematically benchmark two recently developed deep density methods for nonlinear filtering. We model the filtering density of a discretely observed stochastic differential equation through the associated Fokker--Planck…
The Fokker-Planck equations (FPEs) for stochastic systems driven by additive symmetric $\alpha$-stable noises may not adequately describe the time evolution for the probability densities of solution paths in some practical applications,…
Efficient and accurate integration of stochastic (partial) differential equations with multiplicative noise can be obtained through a split-step scheme, which separates the integration of the deterministic part from that of the stochastic…
Convergence of a system of particles, interacting with a fluid, to Navier-Stokes-Vlasov-Fokker-Planck system is studied. The interaction between particles and fluid is described by Stokes drag force. The empirical measure of particles is…
Realistic models of biological processes typically involve interacting components on multiple scales, driven by changing environment and inherent stochasticity. Such models are often analytically and numerically intractable. We revisit a…
In this paper, we propose a novel method to approximate the mean field stochastic differential equation by means of approximating the density function via Fokker-Planck equation. We construct a well-posed truncated Fokker-Planck equation…
In this paper, a delay Vlasov-Fokker-Planck equation associated to a stochastic interacting particle system with delay is investigated analytically. Under certain restrictions on the parameters well-posedness and ergodicity of the…
Complex behaviour in many systems arises from the stochastic interactions of spatially distributed particles or agents. Stochastic reaction-diffusion processes are widely used to model such behaviour in disciplines ranging from biology to…
We introduce a method for determining the functional form of the stochastic and dissipative interactions in a dissipative particle dynamics (DPD) model from projected phase space trajectories. The DPD model is viewed as a coarse graining of…
In the past few decades, the development of fluorescent technologies and microscopic techniques has greatly improved scientists' ability to observe real-time single-cell activities. In this paper, we consider the filtering problem associate…
The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N stochastic variables with Lochner's generalized Dirichlet distribution (R.H. Lochner, A Generalized…