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Related papers: Solving high-dimensional Fokker-Planck equation wi…

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We consider three classes of linear non-symmetric Fokker-Planck equations having a unique steady state and establish exponential convergence of solutions towards the steady state with explicit (estimates of) decay rates. First,…

Analysis of PDEs · Mathematics 2023-08-21 Franz Achleitner , Anton Arnold , Dominik Stürzer

We investigate a family of generalized Fokker-Planck equations that contains Richardson and porous media equations as members. Considering a confining drift term that is related to an effective potential, we show that each equation of this…

Statistical Mechanics · Physics 2021-10-04 Max Jauregui , Anna L. F. Lucchi , Jean H. Y. Passos , Renio S. Mendes

In this work, we propose an adaptive learning approach based on temporal normalizing flows for solving time-dependent Fokker-Planck (TFP) equations. It is well known that solutions of such equations are probability density functions, and…

Machine Learning · Computer Science 2022-09-07 Xiaodong Feng , Li Zeng , Tao Zhou

A spectrally sparse signal of order $r$ is a mixture of $r$ damped or undamped complex sinusoids. This paper investigates the problem of reconstructing spectrally sparse signals from a random subset of $n$ regular time domain samples, which…

Information Theory · Computer Science 2016-06-07 Jian-Feng Cai , Tianming Wang , Ke Wei

In this paper we suggest a consistent approach to derivation of generalized Fokker-Planck equation (GFPE) for Gaussian non-Markovian processes with stationary increments. This approach allows us to construct the probability density function…

Statistical Mechanics · Physics 2011-07-06 O. Yu. Sliusarenko

In this paper we present an adaptive deep density approximation strategy based on KRnet (ADDA-KR) for solving the steady-state Fokker-Planck (F-P) equations. F-P equations are usually high-dimensional and defined on an unbounded domain,…

Machine Learning · Statistics 2022-03-14 Kejun Tang , Xiaoliang Wan , Qifeng Liao

Wasserstein gradient flows provide a powerful means of understanding and solving many diffusion equations. Specifically, Fokker-Planck equations, which model the diffusion of probability measures, can be understood as gradient descent over…

Machine Learning · Computer Science 2021-10-26 Petr Mokrov , Alexander Korotin , Lingxiao Li , Aude Genevay , Justin Solomon , Evgeny Burnaev

This article introduces a framework for measuring the uncertain behaviour of a changing system in terms of the solution of a class of fractional stochastic differential equations (fsDEs). This is accomplished via operational matrices based…

General Mathematics · Mathematics 2025-06-03 O. T. Birgani , J. F. Peters , S. Kouhkani

We present a tensor-structured algorithm for efficient large-scale DFT calculations by constructing a Tucker tensor basis that is adapted to the Kohn-Sham Hamiltonian and localized in real-space. The proposed approach uses an additive…

Computational Physics · Physics 2021-01-12 Chih-Chuen Lin , Phani Motamarri , Vikram Gavini

In many real-world scenarios, such as gas leak detection or environmental pollutant tracking, solving the Inverse Source Localization and Characterization problem involves navigating complex, dynamic fields with sparse and noisy…

Machine Learning · Computer Science 2025-01-23 Yiwei Shi , Mengyue Yang , Qi Zhang , Weinan Zhang , Cunjia Liu , Weiru Liu

Parameterized complexity theory offers a framework for a refined analysis of hard algorithmic problems. Instead of expressing the running time of an algorithm as a function of the input size only, running times are expressed with respect to…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-02-18 Sebastian Siebertz , Alexandre Vigny

Fractional Ginzburg-Landau equations as the generalization of the classical one have been used to describe various physical phenomena. In this paper, we propose a numerical integration method for solving space fractional Ginzburg-Landau…

Numerical Analysis · Mathematics 2024-03-20 Yong-Liang Zhao , Alexander Ostermann , Xian-Ming Gu

In this work, we propose adaptive deep learning approaches based on normalizing flows for solving fractional Fokker-Planck equations (FPEs). The solution of a FPE is a probability density function (PDF). Traditional mesh-based methods are…

Machine Learning · Computer Science 2022-10-27 Li Zeng , Xiaoliang Wan , Tao Zhou

Many problems in science and engineering can be rigorously recast into minimizing a suitable energy functional. We have been developing efficient and flexible solution strategies to tackle various minimization problems by employing finite…

Computational Engineering, Finance, and Science · Computer Science 2023-10-03 Miroslav Frost , Alexej Moskovka , Jan Valdman

The Helmholtz energy is a key thermodynamic quantity representing available energy to do work at a constant temperature and volume. Despite a well-established methodology from first-principles calculations, a comprehensive tool and database…

Materials Science · Physics 2025-04-25 Nigel Lee En Hew , Luke Allen Myers , Axel van de Walle , Shun-Li Shang , Zi-Kui Liu

Efficiently solving the Fokker-Planck equation (FPE) is central to analyzing complex parameterized stochastic systems. However, current numerical methods lack parallel computation capabilities across varying conditions, severely limiting…

Computational Physics · Physics 2026-04-08 Xiaolong Wang , Jing Feng , Qi Liu , Chengli Tan , Yuanyuan Liu , Yong Xu

With the widespread use of self-consistent field methods, including Hartree-Fock and Density Functional Theory, the implications of accelerating these methods are immense. To this end, we develop a tensor hypercontraction construction with…

Chemical Physics · Physics 2025-08-27 Andreas Erbs Hillers-Bendtsen , Todd J. Martínez

Many systems of partial differential equations have been proposed as simplified representations of complex collective behaviours in large networks of neurons. In this survey, we briefly discuss their derivations and then review the…

Analysis of PDEs · Mathematics 2025-01-13 José A Carrillo , Pierre Roux

In this paper we propose a tensor-based nonlinear model for high-order data classification. The advantages of the proposed scheme are that (i) it significantly reduces the number of weight parameters, and hence of required training samples,…

Homogeneous polynomial dynamical systems (HPDSs), which can be equivalently represented by tensors, are essential for modeling higher-order networked systems, including ecological networks, chemical reactions, and multi-agent robotic…

Systems and Control · Electrical Eng. & Systems 2026-04-07 Xin Mao , Joshua Pickard , Can Chen