Related papers: Energy distance and evolution problems: a promisin…
A numerical scheme for approximating the nonlinear filtering density is introduced and its convergence rate is established, theoretically under a parabolic H\"{o}rmander condition, and empirically in numerical examples. In a prediction…
We develop a finite difference scheme based on a grid staggered by flux points and solution points to solve Fokker-Planck equations with drift-admitting jumps. To satisfy the matching conditions at the jumps, i.e., the continuities of the…
The goal of this work is to find the sharp rate of convergence to equilibrium under the quadratic Fisher information functional for solutions to Fokker-Planck equations governed by a constant drift term and a constant, yet possibly…
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…
This contribution presents a derivation of the steady-state distribution of velocities and distances of vehicles in freeway traffic which has been suggested for the evaluation of interaction potentials among vehicles (see preprint…
We consider a Vlasov-Fokker-Planck equation governing the evolution of the density of interacting and diffusive matter in the space of positions and velocities. We use a probabilistic interpretation to obtain convergence towards equilibrium…
This letter is devoted to results on intermediate asymptotics for the heat equation. We study the convergence towards a stationary solution in self-similar variables. By assuming the equality of some moments of the initial data and of the…
We consider the Fokker-Planck equation with a strong external magnetic field. Global-in-time solutions are built near the Maxwellian, the global equilibrium state for the system. Moreover, we prove the convergence to equilibrium at…
Jarzynski's identity for the free energy difference between two equilibrium states can be viewed as a special case of a more general procedure based on phase space mappings. Solving a system's equation of motion by approximate means…
We develop a functional analytic approach to the study of the Kramers and kinetic Fokker-Planck equations which parallels the classical $H^1$ theory of uniformly elliptic equations. In particular, we identify a function space analogous to…
We propose a fully discrete finite volume scheme for the standard Fokker-Planck equation. The space discretization relies on the well-known square-root approximation, which falls into the framework of two-point flux approximations. Our time…
In this work, we consider the discretization of some nonlinear Fokker-Planck-Kolmogorov equations. The scheme we propose preserves the non-negativity of the solution, conserves the mass and, as the discretization parameters tend to zero,…
Stochastic differential equations play an important role in various applications when modeling systems that have either random perturbations or chaotic dynamics at faster time scales. The time evolution of the probability distribution of a…
The Fokker-Planck equations (FPEs) for stochastic systems driven by additive symmetric $\alpha$-stable noises may not adequately describe the time evolution for the probability densities of solution paths in some practical applications,…
The Cauchy problem to the Fokker-Planck-Boltzmann equation under Grad's angular cut-off assumption is investigated. When the initial data is a small perturbation of an equilibrium state, global existence and optimal temporal decay estimates…
This paper deals with the long time behavior of solutions to a "fractional Fokker-Planck" equation of the form $\partial_t f = I[f] + \text{div}(xf)$ where the operator $I$ stands for a fractional Laplacian. We prove an exponential in time…
In distributed and federated learning, heterogeneity across data sources remains a major obstacle to effective model aggregation and convergence. We focus on feature heterogeneity and introduce energy distance as a sensitive measure for…
In this paper, we address the question of estimating the energy decay of integro-differential evolution equations with glassy memory. This class of memory kernel was not analyzed in previous studies. Moreover, a detailed analysis provides…
Numerical techniques for discretization of velocity space in continuum kinetic calculations are described. An efficient spectral collocation method is developed for the speed coordinate - the radius in velocity space - employing a novel set…
Controllability and observability energy functions play a fundamental role in model order reduction and are inherently connected to optimal control problems. For linear dynamical systems the energy functions are known to be quadratic…