Related papers: Environmental Averaging
A numerical scheme for approximating the nonlinear filtering density is introduced and its convergence rate is established, theoretically under a parabolic H\"{o}rmander condition, and empirically in numerical examples. In a prediction…
We propose a general multi-species Fokker-Planck model. We prove consistency of our model: conservation properties, positivity of all temperatures, H-Theorem and the shape of equilibrium as Maxwell distributions with the same mean velocity…
We study the evolution in time of the statistical distribution of some addiction phenomena in a system of individuals. The kinetic approach leads to build up a novel class of Fokker--Planck equations describing relaxation of the probability…
This paper is devoted to provide a theoretical underpinning for ensemble forecasting with rapid fluctuations in body forcing and in boundary conditions. Ensemble averaging principles are proved under suitable `mixing' conditions on random…
In particle systems, flocking refers to the phenomenon where particles' individual velocities eventually align. The Cucker-Smale model is a well-known mathematical framework that describes this behavior. Many continuous descriptions of the…
We consider a 1D-2V Vlasov-Fokker-Planck multi-species ionic description coupled to fluid electrons. We address temporal stiffness with implicit time stepping, suitably preconditioned. To address temperature disparity in time and space, we…
We introduce a random matrix framework for studying statistical-mechanical lattice systems through spectral observables. Equilibrium configurations sampled from a Boltzmann measure are mapped to matrix ensembles whose covariance structure…
Solving the Fokker-Planck equation for high-dimensional complex turbulent dynamical systems is an important and practical issue. However, most traditional methods suffer from the curse of dimensionality and have difficulties in capturing…
Rich out of equilibrium collective dynamics of strongly interacting large assemblies emerge in many areas of science. Some intriguing and not fully understood examples are the glassy arrest in atomic, molecular or colloidal systems,…
The influence of crowding on the diffusion of tagged particles in a dense medium is investigated in the framework of a mean-field model, derived in the continuum limit from a microscopic stochastic process with exclusion. The probability…
We use the Fokker-Planck equation and its moment equations to study the collective behavior of interacting particles in unsteady one-dimensional flows. Particles interact according to a long-range attractive and a short-range repulsive…
This paper shows that large nonparametric classes of conditional multivariate densities can be approximated in the Kullback--Leibler distance by different specifications of finite mixtures of normal regressions in which normal means and…
We improve recently introduced consensus-based optimization method, proposed in [R. Pinnau, C. Totzeck, O. Tse and S. Martin, Math. Models Methods Appl. Sci., 27(01):183--204, 2017], which is a gradient-free optimization method for general…
Combining the results of [14] and [10], the trend to equilibrium in large time is studied for a large particle system associated to a Vlasov-Fokker-Planck equation. Under some conditions (that allow non-convex confining potentials) the…
The configurational distribution function, solution of an evolution (diffusion) equation of the Fokker-Planck-Smoluchowski type, is (at least part of) the corner stone of polymer dynamics: it is the key to calculating the stress tensor…
A class of linear kinetic Fokker-Planck equations with a non-trivial diffusion matrix and with periodic boundary conditions in the spatial variable is considered. After formulating the problem in a geometric setting, the question of the…
Sunspot numbers exhibit large short-timescale (daily-monthly) variation in addition to longer timescale variation due to solar cycles. A formal statistical framework is presented for estimating and forecasting randomness in sunspot numbers…
This paper presents a position-based flocking model for interacting agents, balancing cohesion-separation and alignment to achieve stable collective motion. The model modifies a position-velocity-based approach by approximating velocity…
We introduce a model of long-range interacting particles evolving under a stochastic Monte Carlo dynamics, in which possible increase or decrease in the values of the dynamical variables is accepted with preassigned probabilities. For…
The dynamical evolution of a neural network during training has been an incredibly fascinating subject of study. First principal derivation of generic evolution of variables in statistical physics systems has proved useful when used to…