Related papers: Simulating Fokker-Planck equations via mean field …
Here, we introduce a numerical approach for a class of Fokker-Planck (FP) equations. These equations are the adjoint of the linearization of Hamilton-Jacobi (HJ) equations. Using this structure, we show how to transfer the properties of…
Understanding neural dynamics is a central topic in machine learning, non-linear physics and neuroscience. However, the dynamics is non-linear, stochastic and particularly non-gradient, i.e., the driving force can not be written as gradient…
We study the long-time dynamics of two-dimensional linear Fokker-Planck equations driven by a drift that can be decomposed in the sum of a large shear component and the gradient of a regular potential depending on one spatial variable. The…
Coordinating large populations of autonomous agents, such as UAV swarms or satellite constellations, poses significant computational challenges for traditional multi-agent control methods. This paper introduces a new optimization framework…
The long time behavior and detailed convergence analysis of Langevin equations has received increased attention over the last years. Difficulties arise from a lack of coercivity, usually termed hypocoercivity, of the underlying kinetic…
Starting from interaction rules based on two levels of stochasticity we study the influence of the microscopic dynamics on the macroscopic properties of vehicular flow. In particular, we study the qualitative structure of the resulting…
We perform a numerical approximation of coherent sets in finite-dimensional smooth dynamical systems by computing singular vectors of the transfer operator for a stochastically perturbed flow. This operator is obtained by solution of a…
In this paper we proceed with investigation of connections between Fokker - Planck equation and continuum mechanics. In spectral decomposition of Fokker - Planck equation solution we preserve only terms with the smallest degree of damping.…
The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. However, there are both theoretical and empirical reasons to consider similar equations driven by…
Fokker-Planck equation with the velocity-dependent coefficients is considered for various isotropic systems on the basis of probability transition (PT) approach. This method provides the self-consistent and universal description of friction…
We consider a mean-field control problem in which admissible controls are required to be adapted to the common noise filtration. The main objective is to show how the mean-field control problem can be approximates by time consistent…
We consider a system of classical Brownian particles interacting via a smooth long-range potential in the mean-field regime, and we analyze the propagation of chaos in form of sharp, uniform-in-time estimates on many-particle correlation…
We study the mean field Schr\"odinger problem (MFSP), that is the problem of finding the most likely evolution of a cloud of interacting Brownian particles conditionally on the observation of their initial and final configuration. Its…
We study mean field games with unbounded coefficients. The existence of a solution is proved. We propose a new approach based on Fokker-Planck-Kolmogorov equations, the Ambrosio-Figalli-Trevisan superposition principle, the method of…
We propose a novel method to solve a chemical diffusion master equation of birth and death type. This is an infinite system of Fokker-Planck equations where the different components are coupled by reaction dynamics similar in form to a…
Dynamical mean field theory (DMFT) is a tool that allows to analyze the stochastic dynamics of $N$ interacting degrees of freedom in terms of a self-consistent $1$-body problem. In this work, focusing on models of ecosystems, we present the…
We consider the solvability of the Fokker-Planck equation with both time-dependent drift and diffusion coefficients by means of the similarity method. By the introduction of the similarity variable, the Fokker-Planck equation is reduced to…
Multi-phase phenomena remain at the heart of many challenging fluid dynamics problems. Molecular fluxes at the interface determine the fate of neighboring phases, yet their closure far from the continuum needs to be modeled. Along the…
The well-posedness of a class of optimal control problems is analysed, where the state equation couples a nonlinear degenerate Fokker-Planck equation with a system of Ordinary Differential Equations (ODEs). Such problems naturally arise as…
We introduce a novel spatio-temporal discretization for nonlinear Fokker-Planck equations on the multi-dimensional unit cube. This discretization is based on two structural properties of these equations: the first is the representation as a…