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The time evolution of the energy transport triggered in a strongly coupled system by a temperature gradient is holographically related to the evolution of an asymptotically AdS black brane. We study the far-from-equilibrium properties of…

High Energy Physics - Theory · Physics 2018-02-14 Eugenio Megias

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

We consider a Fokker-Planck equation which is coupled to an externally given time-dependent constraint on its first moment. This constraint introduces a Lagrange-multiplier which renders the equation nonlocal and nonlinear. In this paper we…

Analysis of PDEs · Mathematics 2018-11-28 Simon Eberle , Barbara Niethammer , André Schlichting

Using energy methods, we prove some power-law and exponential decay estimates for classical and nonlocal evolutionary equations. The results obtained are framed into a general setting, which comprise, among the others, equations involving…

Analysis of PDEs · Mathematics 2018-07-27 Elisa Affili , Enrico Valdinoci

We study the rate of convergence to equilibrium of the solution of a Fokker--Planck type equation introduced by one of the authors in 2006 to describe opinion formation in a multi-agent system. The main feature of this Fokker--Planck…

Mathematical Physics · Physics 2019-05-31 Giulia Furioli , Ada Pulvirenti , Elide Terraneo , Giuseppe Toscani

We address the problem of constructing accurate mathematical models of the dynamics of complex systems projected on a collective variable. To this aim we introduce a conceptually simple yet effective algorithm for estimating the parameters…

Statistical Mechanics · Physics 2022-09-28 Karen Palacio-Rodriguez , Fabio Pietrucci

In this paper, we propose a novel conservative formulation for solving kinetic equations via neural networks. More precisely, we formulate the learning problem as a constrained optimization problem with constraints that represent the…

Numerical Analysis · Mathematics 2021-06-24 Hyung Ju Hwang , Hwijae Son

In this paper we proceed with investigation of connections between Fokker - Planck equation and continuum mechanics. We base upon expressions from our work [2], based upon the spectral decomposition of Fokker - Planck equation solution. In…

Chaotic Dynamics · Physics 2007-09-17 Igor A. Tanski

Simulation-based techniques such as variants of stochastic Runge-Kutta are the de facto approach for inference with stochastic differential equations (SDEs) in machine learning. These methods are general-purpose and used with parametric and…

Machine Learning · Computer Science 2021-11-01 Arno Solin , Ella Tamir , Prakhar Verma

A surrogate model of the runaway electron avalanche growth rate in a magnetic fusion plasma is developed. This is accomplished by employing a physics-informed neural network (PINN) to learn the parametric solution of the adjoint to the…

Plasma Physics · Physics 2024-03-11 Jonathan S. Arnaud , Tyler Mark , Christopher J. McDevitt

We consider new connections between the problem of trend to equilibrium for the n-dimensional Fokker--Planck equation of statistical physics, and weighted Poincar\'e inequality. To this aim we consider a class of n-dimensional…

Analysis of PDEs · Mathematics 2025-11-18 G. Furioli , A. Pulvirenti , E. Terraneo , G. Toscani

The relaxation towards equilibrium of systems with long range interactions is not yet fully understood. As a step towards such a comprehension, we propose the study of the dynamical equilibrium fluctuations in a model system with long range…

Statistical Mechanics · Physics 2009-11-10 Freddy Bouchet

An implicit and conservative numerical scheme is proposed for the isotropic quantum Fokker-Planck equation describing the evolution of degenerate electrons subject to elastic collisions with other electrons and ions. The electron-ion and…

Plasma Physics · Physics 2021-03-17 H. P. Le

Energy-based learning algorithms are alternatives to backpropagation and are well-suited to distributed implementations in analog electronic devices. However, a rigorous theory of convergence is lacking. We make a first step in this…

Optimization and Control · Mathematics 2026-01-28 Anne-Men Huijzer , Thomas Chaffey , Bart Besselink , Henk J. van Waarde

We consider a second order equation with a linear "elastic" part and a nonlinear damping term depending on a power of the norm of the velocity. We investigate the asymptotic behavior of solutions, after rescaling them suitably in order to…

Analysis of PDEs · Mathematics 2017-01-31 Marina Ghisi , Massimo Gobbino , Alain Haraux

The purpose of this paper is to explore the use of deep learning for the solution of the nonlinear filtering problem. This is achieved by solving the Zakai equation by a deep splitting method, previously developed for approximate solution…

Computation · Statistics 2024-09-25 Kasper Bågmark , Adam Andersson , Stig Larsson

We consider the kinetic Fokker-Planck equation with weak confinement force. We proved some (polynomial and sub-exponential) rate of convergence to the equilibrium (depending on the space to which the initial datum belongs). Our results…

Analysis of PDEs · Mathematics 2018-06-11 Chuqi Cao

In this paper, we mainly study the large time behavior to a 2D micro-macro model for compressible polymeric fluids with small initial data. This model is a coupling of isentropic compressible Navier-Stokes equations with a nonlinear…

Analysis of PDEs · Mathematics 2023-03-30 Wenjie Deng , Wei Luo , Zhaoyang Yin

A class of one-dimensional Fokker-Plank equations having a common stationary solution, which is a power function of the state of the process, was found. We prove that these equations also have generalized self-similar solutions which…

Quantitative Methods · Quantitative Biology 2007-05-23 F. Berezovskaya , G. Karev

We consider a system of Fokker-Planck-Kolmogorov (FPK) equations, where the dependence of the coefficients is nonlinear and nonlocal in time with respect to the unknowns. We extend the numerical scheme proposed and studied recently by the…

Numerical Analysis · Mathematics 2018-05-03 Elisabetta Carlini , Francisco J. Silva
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