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The time-fractional Fokker-Planck equation is a key model for characterizing anomalous diffusion, stochastic transport, and non-equilibrium statistical mechanics with applications in finance, chaotic dynamics, optical physics, and…

Numerical Analysis · Mathematics 2026-01-28 Neetu Garg , Varsha R

Neuronal dynamics is driven by externally imposed or internally generated random excitations/noise, and is often described by systems of random or stochastic ordinary differential equations. Such systems admit a distribution of solutions,…

Neurons and Cognition · Quantitative Biology 2023-12-19 Tyler E. Maltba , Hongli Zhao , Daniel M. Tartakovsky

A long-standing problem at the interface of artificial intelligence and applied mathematics is to devise an algorithm capable of achieving human level or even superhuman proficiency in transforming observed data into predictive mathematical…

Machine Learning · Statistics 2018-01-23 Maziar Raissi

The issue of the relaxation to equilibrium has been at the core of the kinetic theory of rarefied gas dynamics. In the paper, we introduce the Deep Neural Network (DNN) approximated solutions to the kinetic Fokker-Planck equation in a…

Numerical Analysis · Mathematics 2020-07-15 Hyung Ju Hwang , Jin Woo Jang , Hyeontae Jo , Jae Yong Lee

Nonlinear kinetic equations are reviewed for a wide audience of specialists and postgraduate students in physics, mathematical physics, material science, chemical engineering and interdisciplinary research. Contents: The Boltzmann equation,…

Statistical Mechanics · Physics 2007-05-23 A. N. Gorban , I. V. Karlin

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…

Machine Learning · Computer Science 2025-06-06 Wei Bu , Uri Kol , Ziming Liu

We consider a system of nonlinear partial differential equations with stochastic dynamical boundary conditions that arises in models of neurophysiology for the diffusion of electrical potentials through a finite network of neurons.…

Analysis of PDEs · Mathematics 2008-08-10 Stefano Bonaccorsi , Carlo Marinelli , Giacomo Ziglio

We study hyperbolic systems of one-dimensional partial differential equations under general, possibly non-local boundary conditions. A large class of evolution equations, either on individual 1-dimensional intervals or on general networks,…

Analysis of PDEs · Mathematics 2021-01-19 Marjeta Kramar Fijavž , Delio Mugnolo , Serge Nicaise

Solving the stationary nonlinear Fokker-Planck equations is important in applications and examples include the Poisson-Boltzmann equation and the two layer neural networks. Making use of the connection between the interacting particle…

Numerical Analysis · Mathematics 2023-10-03 Lei Li , Yijia Tang , Jingtong Zhang

The Fokker-Planck equations for stochastic dynamical systems, with non-Gaussian $\alpha-$stable symmetric L\'evy motions, have a nonlocal or fractional Laplacian term. This nonlocality is the manifestation of the effect of non-Gaussian…

Numerical Analysis · Mathematics 2013-10-30 Ting Gao , Jinqiao Duan , Xiaofan Li

Physics informed neural networks (PINNs) have emerged as a powerful tool to provide robust and accurate approximations of solutions to partial differential equations (PDEs). However, PINNs face serious difficulties and challenges when…

Machine Learning · Computer Science 2023-07-11 Rajat Arora

The problems of high linear conductivity in an electric field, as well as nonlinear conductivity, are considered for plasma-like systems. First, we recall several observations of nonlinear fast charge transport in dusty plasma, molecular…

Plasma Physics · Physics 2015-06-23 S. A. Trigger , W. Ebeling , G. J. F. van Heijst , D. Litinski

Transport equations with a nonlocal velocity field have been introduced as a continuum model for interacting particle systems arising in physics, chemistry and biology. Fractional time derivatives, given by convolution integrals of the…

Analysis of PDEs · Mathematics 2019-04-16 Fabio Camilli , Raul De Maio

In recent years, a plethora of methods combining deep neural networks and partial differential equations have been developed. A widely known and popular example are physics-informed neural networks. They solve forward and inverse problems…

Optimization and Control · Mathematics 2022-07-04 Bastian Zapf , Johannes Haubner , Miroslav Kuchta , Geir Ringstad , Per Kristian Eide , Kent-Andre Mardal

First we show that physics-informed neural networks are not suitable for a large class of parabolic partial differential equations including the Fokker-Planck equation. Then we devise an algorithm to compute solutions of the Fokker-Planck…

Analysis of PDEs · Mathematics 2024-05-02 Pinak Mandal , Amit Apte

In this paper, we develop and analyze numerical methods for high dimensional Fokker-Planck equations by leveraging generative models from deep learning. Our starting point is a formulation of the Fokker-Planck equation as a system of…

Numerical Analysis · Mathematics 2022-06-22 Shu Liu , Wuchen Li , Hongyuan Zha , Haomin Zhou

Many problems in science and engineering can be represented by a set of partial differential equations (PDEs) through mathematical modeling. Mechanism-based computation following PDEs has long been an essential paradigm for studying topics…

Machine Learning · Computer Science 2022-11-21 Shudong Huang , Wentao Feng , Chenwei Tang , Jiancheng Lv

Whilst the partial differential equations that govern the dynamics of our world have been studied in great depth for centuries, solving them for complex, high-dimensional conditions and domains still presents an incredibly large…

Machine Learning · Computer Science 2023-03-07 Edward Small

In this paper, we study a nonlinear system of first order partial differential equations describing the macroscopic behavior of an ensemble of interacting self-propelled rigid bodies. Such system may be relevant for the modelling of bird…

Analysis of PDEs · Mathematics 2022-10-31 Pierre Degond , Amic Frouvelle , Sara Merino-Aceituno , Ariane Trescases

Neural network dynamics emerge from the interaction of spiking cells. One way to formulate the problem is through a theoretical framework inspired by ideas coming from statistical physics, the so-called mean-field theory. In this document,…

Analysis of PDEs · Mathematics 2020-11-11 Grégory Dumont , Pierre Gabriel