Related papers: Adaptive deep density approximation for Fokker-Pla…
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…
We study the rate of convergence to equilibrium of the solutions to Fokker-Planck type equations with linear drift by means of Cram\'er and Energy distances, which have been recently widely used in problems related to AI, in particular for…
The performance of Deep Neural Networks (DNNs) keeps elevating in recent years with increasing network depth and width. To enable DNNs on edge devices like mobile phones, researchers proposed several network compression methods including…
We prove convergence of a variational formulation of the BDF2 method applied to the non-linear Fokker-Planck equation. Our approach is inspired by the JKO-method and exploits the differential structure of the underlying $L^2$-Wasserstein…
In this article, we investigate the existence of a deep neural network (DNN) capable of approximating solutions to partial integro-differential equations while circumventing the curse of dimensionality. Using the Feynman-Kac theorem, we…
This paper deals with the state estimation of stochastic models with continuous dynamics. The aim is to incorporate spectral differentiation methods into the solution to the Fokker-Planck equation in grid-based state estimation routine,…
Modern datasets arising from social media, genomics, and biomedical informatics are often heterogeneous and (ultra) high-dimensional, creating substantial challenges for conventional modeling techniques. Quantile regression (QR) not only…
This paper aims to explore non-Markovian dynamics of nonlinear dynamical systems subjected to fractional Gaussian noise (FGN) and Gaussian white noise (GWN). A novel memory-dependent Fokker-Planck-Kolmogorov (memFPK) equation is developed…
The reconstruction of smooth density fields from scattered data points is a procedure that has multiple applications in a variety of disciplines, including Lagrangian (particle-based) models of solute transport in fluids. In random walk…
Deep neural networks face several challenges in hyperspectral image classification, including high-dimensional data, sparse distribution of ground objects, and spectral redundancy, which often lead to classification overfitting and limited…
The Finitely Extensible Nonlinear Elastic (FENE) dumbbell model is a widely used mathematical model for complex fluids. Direct simulation of the FENE Fokker--Planck equation is computationally challenging due to high dimensionality and…
In this study, we present an optimal implicit algorithm specifically designed to accurately solve the multi-species nonlinear 0D-2V axisymmetric Fokker-Planck-Rosenbluth (FPR) collision equation while preserving mass, momentum, and energy.…
We develop new adaptive algorithms for temporal integration of nonlinear evolution equations on tensor manifolds. These algorithms, which we call step-truncation methods, are based on performing one time step with a conventional…
Learned dense representations are a popular family of techniques for encoding queries and documents using high-dimensional embeddings, which enable retrieval by performing approximate k nearest-neighbors search (A-kNN). A popular technique…
We propose a high order discontinuous Galerkin (DG) method for solving nonlinear Fokker-Planck equations with a gradient flow structure. For some of these models it is known that the transient solutions converge to steady-states when time…
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…
A recently introduced nonlinear Fokker-Planck equation, derived directly from a master equation, comes out as a very general tool to describe phenomenologically systems presenting complex behavior, like anomalous diffusion, in the presence…
We study the long-time behaviour of a nonlinear Fokker-Planck equation, which models the evolution of rigid polymers in a given flow, after a closure approximation. The aim of this work is twofold: first, we propose a microscopic derivation…
By constructing successful couplings for degenerate diffusion processes, explicit derivative formula and Harnack type inequalities are presented for solutions to a class of degenerate Fokker-Planck equations on $\R^m\times\R^{d}$. The main…
Kernel learning forward backward SDE filter is an iterative and adaptive meshfree approach to solve the nonlinear filtering problem. It builds from forward backward SDE for Fokker-Planker equation, which defines evolving density for the…