Related papers: When surface evolution meets Fokker-Planck equatio…
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…
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…
When the complete understanding of a complex system is not available, as, e.g., for systems considered in the real-world, we need a top-down approach to complexity. In this approach one may start with the desire to understand general…
In this paper, we study a numerical method for the solution of partial differential equations on evolving surfaces. The numerical method is built on the stabilized trace finite element method (TraceFEM) for the spatial discretization and…
We propose the novel numerical scheme for solution of the multidimensional Fokker-Planck equation, which is based on the Chebyshev interpolation and the spectral differentiation techniques as well as low rank tensor approximations, namely,…
We study the Fokker-Planck equation for an active particle with both the radial and tangential forces and the perturbative force. We find the solution of the joint probability density. In the limit of the long-time domain and for the…
Fokker-Planck equations (forward Kolmogorov equations) evolve probability densities in time from an initial condition. For distributions over the real line, these evolution equations can sometimes be transformed into dynamics over the…
A central but controversial issue in free turbulent shear flows has been the universality (or otherwise) of their growth rates. We resolve this issue here in the special case of a temporal 2D mixing layer in a point vortex gas by extensive…
We improve recently introduced consensus-based optimization method, proposed in [R. Pinnau, C. Totzeck, O. Tse and S. Martin, Math. Models Methods Appl. Sci., 27(01):183--204, 2017], which is a gradient-free optimization method for general…
Normalizing flows are generative models that provide tractable density estimation via an invertible transformation from a simple base distribution to a complex target distribution. However, this technique cannot directly model data…
We study the formation and the evolution of velocity distribution tails for systems with long-range interactions. In the thermal bath approximation, the evolution of the distribution function of a test particle is governed by a…
Sampling a target probability distribution with an unknown normalization constant is a fundamental challenge in computational science and engineering. Recent work shows that algorithms derived by considering gradient flows in the space of…
We investigate Markov property of rough surfaces. Using stochastic analysis we characterize the complexity of the surface roughness by means of a Fokker-Planck or Langevin equation. The obtained Langevin equation enables us to regenerate…
We derive a priori error estimates for the standard Galerkin and streamline diffusion finite element methods for the Fermi pencil-beam equation obtained from a fully three dimensional Fokker-Planck equation in space ${\mathbf x}=(x,y,z)$…
Recent work has shown that diffusion models trained with the denoising score matching (DSM) objective often violate the Fokker--Planck (FP) equation that governs the evolution of the true data density. Directly penalizing these deviations…
We propose a gate-based quantum algorithm for the prediction step of Bayesian state estimation based on the Fokker-Planck equation on a discretized position-velocity state space. The probability density is encoded in the amplitudes of a…
A finite difference method is constructed to solve singularly perturbed convection-diffusion problems posed on smooth domains. Constraints are imposed on the data so that only regular exponential boundary layers appear in the solution. A…
Gaussian Splatting and its dynamic extensions are effective for reconstructing 3D scenes from 2D images when there is significant camera movement to facilitate motion parallax and when scene objects remain relatively static. However, in…
Domain discretization is considered a dominant part of solution procedures for solving partial differential equations. It is widely accepted that mesh generation is among the most cumbersome parts of the FEM analysis and often requires…
In this paper we develop a model for nematic alignment of self-propelled rods interacting through binary collisions. We avoid phenomenological descriptions of rod interaction in favor of rigorously using a set of microscopic-level rules.…