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The normalization constraint on probability density poses a significant challenge for solving the Fokker-Planck equation. Normalizing Flow, an invertible generative model leverages the change of variables formula to ensure probability…

Machine Learning · Computer Science 2023-09-28 Feng Liu , Faguo Wu , Xiao Zhang

Inferring the driving equations of a dynamical system from population or time-course data is important in several scientific fields such as biochemistry, epidemiology, financial mathematics and many others. Despite the existence of…

Machine Learning · Computer Science 2020-12-10 Anastasios Tsourtis , Yannis Pantazis , Ioannis Tsamardinos

Point discretization of curved surfaces is required in many applications ranging from object rendering to the solution of surface partial differential equations (PDEs). These applications often impose that surfaces are sampled with local…

Computational Engineering, Finance, and Science · Computer Science 2026-05-06 Lennart J. Schulze , Ivo F. Sbalzarini

The probability density function of stochastic differential equations is governed by the Fokker-Planck (FP) equation. A novel machine learning method is developed to solve the general FP equations based on deep neural networks. The proposed…

Computational Physics · Physics 2020-02-19 Yong Xu , Hao Zhang , Yongge Li , Kuang Zhou , Qi Liu , Jürgen Kurths

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…

Astrophysics of Galaxies · Physics 2017-10-06 Eugene Vasiliev

The Fokker-Planck equation describing the transport of energetic particles interacting with turbulence is difficult to solve analytically. Numerical solutions are of course possible but they are not always useful for applications. In the…

Solar and Stellar Astrophysics · Physics 2025-04-29 B. Klippenstein , A. Shalchi

We develop new adaptive algorithms for temporal integration of nonlinear evolution equations on tensor manifolds. These algorithms, which we call step-truncation methods, are based on performing one time step with a conventional…

Numerical Analysis · Mathematics 2022-03-09 Abram Rodgers , Alec Dektor , Daniele Venturi

Learning high-dimensional distributions is an important yet challenging problem in machine learning with applications in various domains. In this paper, we introduce new techniques to formulate the problem as solving Fokker-Planck equation…

Machine Learning · Computer Science 2021-05-11 Yufan Zhou , Changyou Chen , Jinhui Xu

We propose a numerical method for fluid deformable surfaces governed by surface Stokes flow and Helfrich bending energy under active growth, aiming to model shape evolution of the epithelium in developmental processes. To prevent…

Fluid Dynamics · Physics 2026-02-17 Maik Porrmann , Sören Bartels , Axel Voigt

A new model to describe the dynamics of particles undergoing diffusion in general relativity is proposed. The evolution of the particle system is described by a Fokker-Planck equation without friction on the tangent bundle of spacetime. It…

General Relativity and Quantum Cosmology · Physics 2015-05-28 Simone Calogero

This paper shows in detail the application of a new stochastic approach for the characterization of surface height profiles, which is based on the theory of Markov processes. With this analysis we achieve a characterization of the scale…

Data Analysis, Statistics and Probability · Physics 2007-05-23 M. Waechter , F. Riess , Th. Schimmel , U. Wendt , J. Peinke

We present a new strategy to approximate the global solution of the Fokker-Planck equation efficiently in higher dimensions and show its convergence. The main ingredients are the Euler scheme to solve the associated stochastic differential…

Numerical Analysis · Mathematics 2024-01-29 Max Jensen , Fabian Merle , Andreas Prohl

We consider the problem of filtering dynamical systems, possibly stochastic, using observations of statistics. Thus, the computational task is to estimate a time-evolving density $\rho(v, t)$ given noisy observations of the true density…

Methodology · Statistics 2024-03-12 Eviatar Bach , Tim Colonius , Isabel Scherl , Andrew Stuart

Fokker-Planck equations are extensively employed in various scientific fields as they characterise the behaviour of stochastic systems at the level of probability density functions. Although broadly used, they allow for analytical treatment…

Statistical Mechanics · Physics 2020-08-26 Dimitra Maoutsa , Sebastian Reich , Manfred Opper

Recently, arbitrary-scale point cloud upsampling mechanism became increasingly popular due to its efficiency and convenience for practical applications. To achieve this, most previous approaches formulate it as a problem of surface…

Computer Vision and Pattern Recognition · Computer Science 2024-03-11 Hang Du , Xuejun Yan , Jingjing Wang , Di Xie , Shiliang Pu

Realistic models of biological processes typically involve interacting components on multiple scales, driven by changing environment and inherent stochasticity. Such models are often analytically and numerically intractable. We revisit a…

Populations and Evolution · Quantitative Biology 2022-01-19 K. Bodova , E. Szep , N. H. Barton

3D Gaussian Splatting has recently achieved notable success in novel view synthesis for dynamic scenes and geometry reconstruction in static scenes. Building on these advancements, early methods have been developed for dynamic surface…

Computer Vision and Pattern Recognition · Computer Science 2024-11-12 Decai Chen , Brianne Oberson , Ingo Feldmann , Oliver Schreer , Anna Hilsmann , Peter Eisert

This work is aimed at the derivation of reliable and efficient a posteriori error estimates for convection-dominated diffusion problems motivated by a linear Fokker-Planck problem appearing in computational neuroscience. We obtain…

Numerical Analysis · Computer Science 2018-05-16 Svetlana Matculevich , Monika Wolfmayr

Motivated by considering partial differential equations arising from conservation laws posed on evolving surfaces, a new numerical method for an advection problem is developed and simple numerical tests are performed. The method is based on…

Numerical Analysis · Mathematics 2016-02-03 Christian Engwer , Thomas Ranner , Sebastian Westerheide

An algorithm is proposed for generalized mean curvature flow of closed two-dimensional surfaces, which include inverse mean curvature flow, powers of mean and inverse mean curvature flow, etc. Error estimates are proven for semi- and full…

Numerical Analysis · Mathematics 2021-03-16 Tim Binz , Balázs Kovács