Related papers: Numerical solution for Fokker-Planck equation usin…
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…
A second order accurate (in time) numerical scheme is proposed and analyzed for the Poisson-Nernst-Planck equation (PNP) system, reformulated as a non-constant mobility $H^{-1}$ gradient flow in the Energetic Variational Approach (EnVarA).…
This paper explores the use of a discrete singular convolution algorithm as a unified approach for numerical integration of the Fokker-Planck equation. The unified features of the discrete singular convolution algorithm are discussed. It is…
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…
This paper studies a quantum simulation technique for solving the Fokker-Planck equation. Traditional semi-discretization methods often fail to preserve the underlying Hamiltonian dynamics and may even modify the Hamiltonian structure,…
The time evolution of the probability distribution of a stochastic differential equation follows the Fokker-Planck equation, which usually has an unbounded, high-dimensional domain. Inspired by our early study in \cite{li2018data}, we…
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 is reduced to…
The Fokker-Planck equation is a partial differential equation that describes the evolution of a probability distribution over time. It is used to model a wide range of physical and biological phenomena, such as diffusion, chemical…
The Rosenbluth-Fokker-Planck (RFP) equation describes Coulomb collisional dynamics within and across species in plasmas. It belongs to the broader class of anisotropic-diffusion-advection equations, whose numerical approximation is…
This paper presents a primal-dual weak Galerkin (PD-WG) finite element method for a class of second order elliptic equations of Fokker-Planck type. The method is based on a variational form where all the derivatives are applied to the test…
Schemes with the second-order approximation in time are considered for numerical solving the Cauchy problem for an evolutionary equation of first order with a self-adjoint operator. The implicit two-level scheme based on the Pad\'{e}…
The Fokker-Planck (FP) particle method accelerates rarefied-gas simulations by replacing the binary collisions of the commonly used Direct Simulation Monte Carlo (DSMC) method with a drift=diffusion process. Like all particle methods, the…
The normalization constraint on probability density poses a significant challenge for solving the Fokker-Planck equation. Normalizing Flow, an invertible generative model leverages the change of variables formula to ensure probability…
An implicit and conservative numerical scheme is proposed for the isotropic quantum Fokker-Planck equation describing the evolution of degenerate electrons subject to elastic collisions with other electrons and ions. The electron-ion and…
We introduce a stochastic particle system that corresponds to the Fokker-Planck equation with decay in the many-particles limit, and study its large deviations. We show that the large-deviation rate functional corresponds to an…
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…
Based on the continuous time random walk, we derive the Fokker-Planck equations with Caputo-Fabrizio fractional derivative, which can effectively model a variety of physical phenomena, especially, the material heterogeneities and structures…
The Fokker-Planck equations for stochastic dynamical systems, with non-Gaussian $\alpha-$stable symmetric L\'evy motions, have a nonlocal or fractional Laplacian term. This nonlocality is the manifestation of the effect of non-Gaussian…
In this work, we propose a positivity-preserving scheme for solving two-dimensional advection-diffusion equations including mixed derivative terms, in order to improve the accuracy of lower-order methods. The solution to these equations, in…
We perform a numerical approximation of coherent sets in finite-dimensional smooth dynamical systems by computing singular vectors of the transfer operator for a stochastically perturbed flow. This operator is obtained by solution of a…