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The object of this paper is the uniqueness for a $d$-dimensional Fokker-Planck type equation with non-homogeneous (possibly degenerated) measurable not necessarily bounded coefficients. We provide an application to the probabilistic…

Probability · Mathematics 2012-09-19 Nadia Belaribi , Francesco Russo

This paper explores the use of a discrete singular convolution algorithm as a unified approach for numerical integration of the Fokker-Planck equation. The unified features of the discrete singular convolution algorithm are discussed. It is…

Computational Physics · Physics 2009-11-06 G. W. Wei

We discuss a connection between a generative model, called the diffusion model, and nonequilibrium thermodynamics for the Fokker-Planck equation, called stochastic thermodynamics. Using techniques from stochastic thermodynamics, we derive…

Statistical Mechanics · Physics 2025-08-04 Kotaro Ikeda , Tomoya Uda , Daisuke Okanohara , Sosuke Ito

We present a novel numerical method for simulating the generation and propagation of surface gravity waves by vertical seabed displacements. The cornerstone of our method is the computation of a time dependent conformal map which…

The time evolution of the probability distribution of a stochastic differential equation follows the Fokker-Planck equation, which usually has an unbounded, high-dimensional domain. Inspired by our early study in \cite{li2018data}, we…

Numerical Analysis · Mathematics 2020-12-22 Jiayu Zhai , Matthew Dobson , Yao Li

We analyze statistically the energization of particles in a large scale environment of strong turbulence that is fragmented into a large number of distributed current filaments. The turbulent environment is generated through strongly…

Plasma Physics · Physics 2017-09-13 Heinz Isliker , Loukas Vlahos , Dana Constantinescu

A numerical solution to the Fokker-Planck equation using a two-level scheme is presented. The Fokker-Planck (FP) equation is of parabolic type equation govern the time evolution of probability density function of the stochastic processes.…

Numerical Analysis · Mathematics 2020-06-30 Muhammad Munir Butt

Surface-based data is commonly observed in diverse practical applications spanning various fields. In this paper, we introduce a novel nonparametric method to discover the underlying signals from data distributed on complex surface-based…

Methodology · Statistics 2024-03-12 Zhiling Gu , Shan Yu , Guannan Wang , Ming-Jun Lai , Li Wang

A proof of convergence is given for a novel evolving surface finite element semi-discretization of Willmore flow of closed two-dimensional surfaces, and also of surface diffusion flow. The numerical method proposed and studied here…

Numerical Analysis · Mathematics 2020-07-31 Balázs Kovács , Buyang Li , Christian Lubich

In this article we investigate a system of geometric evolution equations describing a curvature driven motion of a family of 3D curves in the normal and binormal directions. Evolving curves may be subject of mutual interactions having both…

Analysis of PDEs · Mathematics 2022-01-11 Michal Benes , Miroslav Kolar , Daniel Sevcovic

In recent years, parametric representations of point clouds have been widely applied in tasks such as memory-efficient mapping and multi-robot collaboration. Highly adaptive models, like spline surfaces or quadrics, are computationally…

Computer Vision and Pattern Recognition · Computer Science 2025-09-19 Yuan Gao , Wei Dong

We present a novel particle management method using the Characteristic Mapping framework. In the context of explicit evolution of parametrized curves and surfaces, the surface distribution of marker points created from sampling the…

Numerical Analysis · Mathematics 2023-02-21 Xi-Yuan Yin , Linan Chen , Jean-Christophe Nave

We build a new class of generative algorithms capable of efficiently learning an arbitrary target distribution from possibly scarce, high-dimensional data and subsequently generate new samples. These generative algorithms are particle-based…

Machine Learning · Statistics 2024-08-29 Hyemin Gu , Panagiota Birmpa , Yannis Pantazis , Luc Rey-Bellet , Markos A. Katsoulakis

We investigate the Cauchy problem and the diffusion asymptotics for a spatially inhomogeneous kinetic model associated to a nonlinear Fokker-Planck operator. We derive the global well-posedness result with instantaneous smoothness effect,…

Analysis of PDEs · Mathematics 2024-03-13 Francesca Anceschi , Yuzhe Zhu

Context. High-resolution numerical methods have been developed for nonlinear, discontinuous problems as they appear in simulations of astrophysical objects. One of the strategies applied is the concept of artificial viscosity. Aims.…

Instrumentation and Methods for Astrophysics · Physics 2013-06-19 Harald Höller , Antti Koskela , Ernst Dorfi , Werner Benger

A characteristic feature of the Earth is that diffuse thermal convection in the mantle produces localized deformation at the surface: Plate Tectonics. However, modelling this phenomenon remains a challenge, due to inability to simulate…

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…

Statistical Mechanics · Physics 2007-05-23 Arne Traulsen , Jens Christian Claussen , Christoph Hauert

The focus of our study in this paper is on the active dynamics and a fractional generalized Langevin equation with a memory kernel K(t). The Fokker-Planck equation is obtained by deriving it from a second-order differential equation. The…

Statistical Mechanics · Physics 2024-12-17 Yun Jeong Kang , Kyungsik Kim

We study the main properties of the solution of a Fokker-Planck equation characterized by a variable diffusion coefficient and a polynomial superlinear drift, modeling the formation of consensus in a large interacting system of individuals.…

Analysis of PDEs · Mathematics 2025-04-18 Giuseppe Toscani , Mattia Zanella

The steady state of the Fokker-Planck equation corresponding to a density dependent one-step process is approximated by a suitable normal distribution. Starting from the master equations of the process, written in terms of the time…

Dynamical Systems · Mathematics 2016-09-16 Peter L. Simon , Eszter Sikolya