Related papers: Operational solutions for the generalized Fokker-P…
We present an approach for simulating the collisional evolution of spherical isotropic stellar systems based on the one-dimensional Fokker-Planck equation. A novel aspect is that we use the phase volume as the argument of the distribution…
An equation describing the evolution of phenotypic distribution is derived using methods developed in statistical physics. The equation is solved by using the singular perturbation method, and assuming that the number of bases in the…
Diffusion models offer stable training and state-of-the-art performance for deep generative modeling tasks. Here, we consider their use in the context of multivariate subsurface modeling and probabilistic inversion. We first demonstrate…
This paper is devoted to the fractional generalization of the Fokker-Planck equation associated with a stochastic differential equation in a bounded domain. The driving process of the stochastic differential equation is a L\'evy process…
Large time behavior of solutions to abstract differential equations is studied. The corresponding evolution problem is: $$\dot{u}=A(t)u+F(t,u)+b(t), \quad t\ge 0; \quad u(0)=u_0. \qquad (*)$$ Here $\dot{u}:=\frac {du}{dt}$, $u=u(t)\in H$,…
We consider a biological population evolving under the joint action of selection, mutation and random genetic drift. The evolutionary dynamics are described by a one-dimensional Fokker-Planck equation whose eigenfunctions obey a confluent…
In this article we construct a generalized Gaussian process coming from Coxeter groups of type B. It is given by creation and annihilation operators on an $(\alpha,q)$-Fock space, which satisfy the commutation relation $$…
In this paper we find an explicit formula for the most general vector evolution of curves on $RP^{n-1}$ invariant under the projective action of $SL(n,R)$. When this formula is applied to the projectivization of solution curves of scalar…
Smoothing a signal based on local neighborhoods is a core operation in machine learning and geometry processing. On well-structured domains such as vector spaces and manifolds, the Laplace operator derived from differential geometry offers…
Aspects of the QCD parton densities are briefly reviewed, drawing some parallels to the density matrix formulation of quantum mechanics, exemplified by Wigner functions. We elaborate on the solution of their evolution equations using…
In this paper we prove global existence of weak solutions, their regularization, and relaxation for large data for a broad class of Fokker-Planck-Alignment models which appear in collective dynamics. The main feature of these results, as…
Coevolving and competing species or game-theoretic strategies exhibit rich and complex dynamics for which a general theoretical framework based on finite populations is still lacking. Recently, an explicit mean-field description in the form…
We consider Fokker-Planck equations in the whole Euclidean space, driven by Levy processes, under the action of confining drifts, as in the classical Ornstein-Ulhenbeck model. We introduce a new PDE method to get exponential or…
In this paper, we study the global properties of a class of evolution-like differential operator with a 0-order perturbation defined on the product of $r+1$ tori and $s$ spheres $\mathbb{T}^{r+1}\times(\mathbb{S}^{3})^s$, with $r$ and $s$…
We present a novel approach of discretizing variable coefficient diffusion operators in the context of meshfree generalized finite difference methods. Our ansatz uses properties of derived operators and combines the discrete Laplace…
This paper develops solutions of fractional Fokker-Planck equations describing subdiffusion of probability densities of stochastic dynamical systems driven by non-Gaussian L\'evy processes, with space-time-dependent drift, diffusion and…
It is long known that the Fokker-Planck equation with prescribed constant coefficients of diffusion and linear friction describes the ensemble average of the stochastic evolutions in velocity space of a Brownian test particle immersed in a…
We study generalized solutions of an evolutionary equation related to some densely defined skew-symmetric operator in a real Hilbert space. We establish existence of a contractive semigroup, which provides generalized solutions, and suggest…
Traditionally, the quantum Brownian motion is described by Fokker-Planck or diffusion equations in terms of quasi-probability distribution functions, e.g., Wigner functions. These often become singular or negative in the full quantum…
We consider generalized time-fractional evolution equations of the form $$u(t)=u_0+\int_0^tk(t,s)Lu(s)ds$$ with a fairly general memory kernel $k$ and an operator $L$ being the generator of a strongly continuous semigroup. In particular,…