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The Fokker-Planck equations (FPEs) for stochastic systems driven by additive symmetric $\alpha$-stable noises may not adequately describe the time evolution for the probability densities of solution paths in some practical applications,…

Dynamical Systems · Mathematics 2020-03-11 Yanjie Zhang , Xiao Wang , Qiao Huang , Jinqiao Duan , Tingting Li

The existence and characterisation of noise-driven bifurcations from the spatially homogeneous stationary states of a nonlinear, non-local Fokker--Planck type partial differential equation describing stochastic neural fields is established.…

Analysis of PDEs · Mathematics 2023-04-26 José A. Carrillo , Pierre Roux , Susanne Solem

In neuroscience, the distribution of a decision time is modelled by means of a one-dimensional Fokker--Planck equation with time-dependent boundaries and space-time-dependent drift. Efficient approximation of the solution to this equation…

Numerical Analysis · Mathematics 2023-02-08 Udo Boehm , Sonja Cox , Gregor Gantner , Rob Stevenson

Transport-dominated partial differential equation models have been used extensively over the past two decades to describe various collective migration phenomena in cell biology and ecology. To understand the behaviour of these models (and…

Numerical Analysis · Mathematics 2025-05-05 Johan Marguet , Raluca Eftimie , Alexei Lozinski

The Fokker-Planck equations describe time evolution of probability densities of stochastic dynamical systems and are thus widely used to quantify random phenomena such as uncertainty propagation. For dynamical systems driven by non-Gaussian…

Dynamical Systems · Mathematics 2015-06-04 Xu Sun , Jinqiao Duan

Stochastic differential equations with Levy motion arise the mathematical models for various phenomenon in geophysical and biochemical sciences. The Fokker Planck equation for such a stochastic differential equations is a nonlocal partial…

Analysis of PDEs · Mathematics 2020-06-08 Li Lin

In this work we present an application of modern deep learning methodologies to the numerical solution of partial differential equations in transport models. More specifically, we employ a supervised deep neural network that takes into…

Numerical Analysis · Mathematics 2021-02-10 Eduardo Abreu , Joao B. Florindo

The Fokker-Planck (FP) equation is a linear partial differential equation which governs the temporal and spatial evolution of the probability density function (PDF) associated with the response of stochastic dynamical systems. An exact…

Computational Physics · Physics 2023-10-02 Hussam Alhussein , Mohammed Khasawneh , Mohammed F. Daqaq

The relaxation to equilibrium in many systems which show strange kinetics is described by fractional Fokker-Planck equations (FFPEs). These can be considered as phenomenological equations of linear nonequilibrium theory. We show that the…

Statistical Mechanics · Physics 2009-11-07 I. M. Sokolov

Analytical expressions are put forward to investigate the forced spiking activity of abstract neuron models such as the driven leaky integrate-and-fire (LIF) model. The method is valid in a wide parameter regime beyond the restraining…

Neurons and Cognition · Quantitative Biology 2007-05-23 Michael Schindler , Peter Talkner , Peter Hänggi

One of the most important challenges in mathematical neuroscience is to properly illustrate the stochastic nature of neurons. Among different approaches, the noisy leaky integrate-and-fire and the escape rate models are probably the most…

Analysis of PDEs · Mathematics 2017-02-07 Grégory Dumont , Jacques Henry , Carmen Oana Tarniceriu

Some of recent developments, including recent results, ideas, techniques, and approaches, in the study of degenerate partial differential equations are surveyed and analyzed. Several examples of nonlinear degenerate, even mixed, partial…

Analysis of PDEs · Mathematics 2015-03-17 Gui-Qiang G. Chen

One obtains a probabilistic representation for the entropic generalized solutions to a nonlinear Fokker-Planck equation in $\mathbb R^d$ with multivalued nonlinear diffusion term as density probabilities of solutions to a nonlinear…

Probability · Mathematics 2018-02-01 Viorel Barbu , Michael Röckner

We propose a new approach to describe the effective microscopic dynamics of (power-law) nonlinear Fokker-Planck equations. Our formalism is based on a nonextensive generalization of the Wiener process. This allow us to obtain, in addition…

Statistical Mechanics · Physics 2021-03-17 Leonardo Santos

Non-Gaussian L\'evy noises are present in many models for understanding underlining principles of physics, finance, biology and more. In this work, we consider the Fokker-Planck equation(FPE) due to one-dimensional asymmetric L\'evy motion,…

Dynamical Systems · Mathematics 2018-03-05 Xiao Wang , Wenpeng Shang , Xiaofan Li , Jinqiao Duan , Yanghong Huang

Pseudo-Hamiltonian neural networks (PHNN) were recently introduced for learning dynamical systems that can be modelled by ordinary differential equations. In this paper, we extend the method to partial differential equations. The resulting…

Machine Learning · Computer Science 2024-01-03 Sølve Eidnes , Kjetil Olsen Lye

Physics Informed Neural Networks is a numerical method which uses neural networks to approximate solutions of partial differential equations. It has received a lot of attention and is currently used in numerous physical and engineering…

Numerical Analysis · Mathematics 2025-07-10 Dimitrios Gazoulis , Ioannis Gkanis , Charalambos G. Makridakis

The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. In this paper, we derive a Fractional Fokker--Planck equation for the probability distribution of…

Analysis of PDEs · Mathematics 2009-11-10 D. Schertzer , M. Larchev , J. Duan , V. V. Yanovsky , S. Lovejoy

Partial differential equations (PDEs) are used, with huge success, to model phenomena arising across all scientific and engineering disciplines. However, across an equally wide swath, there exist situations in which PDE models fail to…

Numerical Analysis · Mathematics 2020-12-16 Marta D'Elia , Qiang Du , Christian Glusa , Max Gunzburger , Xiaochuan Tian , Zhi Zhou

Partial differential equations have a wide range of applications in modeling multiple physical, biological, or social phenomena. Therefore, we need to approximate the solutions of these equations in computationally feasible terms. Nowadays,…

Numerical Analysis · Mathematics 2024-11-14 Carlos Uriarte