Related papers: Data-dependent density estimation for the Fokker-P…
In this article, we propose and study several discrete versions of homogeneous and inhomogeneous one-dimensional Fokker-Planck equations. In particular, for these discretizations of velocity and space, we prove the exponential convergence…
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…
Starting from first principles, we formulate a theory of wave packet propagation in a nonlinear, disordered medium of any dimension, through the derivation of a Fokker-Planck transport equation. Our theory is based on a diagrammatic…
Particle-based stochastic approximations of the Boltzmann equation are popular tools for simulations of non-equilibrium gas flows, for which the Navier-Stokes-Fourier equations fail to provide accurate description. However, these numerical…
Learning nonlinear dynamics from aggregate data is a challenging problem because the full trajectory of each individual is not available, namely, the individual observed at one time may not be observed at the next time point, or the…
We develop a model in two dimensions to characterise the growth rate of a tracer gradient mixed by a statistically homogeneous flow with rapid temporal variations. % % The model is based on the orientation dynamics of the passive-tracer…
We design a deterministic particle method for the solution of the spatially homogeneous Landau equation with uncertainty. The deterministic particle approximation is based on the reformulation of the Landau equation as a formal gradient…
The study of the density evolution naturally arises in Mean Field Game theory for the estimation of the density of the large population dynamics. In this paper, we study the density evolution of McKean-Vlasov stochastic differential…
A method for the analysis of superresolution microscopy images is presented. This method is based on the analysis of stochastic trajectories of particles moving on the membrane of a cell with the assumption that this motion is determined by…
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…
In this paper, we develop numerical methods for solving Stochastic Differential Equations (SDEs) with solutions that evolve within a hypercube $D$ in $\mathbb{R}^d$. Our approach is based on a convex combination of two numerical flows, both…
In this paper, we employ a Schauder-type estimate method, as developed in \cite{CHN}, to establish critical well-posedness result for the Fractional Fokker-Planck Equation. This equation serves as a fundamental model in kinetic theory and…
This paper investigates the gradient flow structure, well-posedness, and asymptotic behavior of the Fokker-Planck equation defined on locally uniformly finite graphs, which is highly non-trivial compared with the finite case. We first…
Multiple scale homogenization problems are reduced to single scale problems in higher dimension. It is shown that sparse tensor product Finite Element Methods (FEM) allow the numerical solution in complexity independent of the dimension and…
We present a method to numerically estimate the densities of a discretely sampled data based on binary space partitioning tree. We start with a root node containing all the particles and then recursively divide each node into two nodes each…
In this paper, we extend the spectral method developed [Dechicha and Puel, 2023] to any dimension $d\geqslant 1$, in order to construct an eigen-solution for the Fokker-Planck operator with heavy tail equilibria, of the form…
We study the strong approximation of stochastic differential equations with discontinuous drift coefficients and (possibly) degenerate diffusion coefficients. To account for the discontinuity of the drift coefficient we construct an…
We show that solutions of the 2D Fokker-Planck equation for bosons are defined globally in time and converge to equilibrium, and this convergence is shown to be exponential for radially symmetric solutions. The main observation is that a…
Diffusion theory establishes a fundamental connection between stochastic differential equations and partial differential equations. The solution of a partial differential equation known as the Fokker-Planck equation describes the…
In this paper, we introduce second order and fourth order space discretization via finite difference implementation of the finite element method for solving Fokker-Planck equations associated with irreversible processes. The proposed…