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We consider the Fokker-Planck equation with subcritical confinement force field which may not derive from a potential function. We prove the existence of an equilibrium (in the case of a general force) and we establish some (polynomial and…

Analysis of PDEs · Mathematics 2020-10-12 Otared Kavian , Stéphane Mischler , Mamadou Ndao

Recently a useful finite-difference scheme was proposed in [Phys. Rev. E 98, 033302 (2018)] to solve Fokker-Planck equations with drift-admitting jumps. However, while the scheme is fifth order for the case with smooth drifts, it is only…

Statistical Mechanics · Physics 2019-11-05 Yaming Chen , Xiaogang Deng

Many systems of partial differential equations have been proposed as simplified representations of complex collective behaviours in large networks of neurons. In this survey, we briefly discuss their derivations and then review the…

Analysis of PDEs · Mathematics 2025-01-13 José A Carrillo , Pierre Roux

We present a new approach to analyze homogeneous nucleation based on non-equilibrium thermodynamics. The starting point is the formulation of a Gibbs equation for the variations of the entropy of the system, whose state is characterized by…

Condensed Matter · Physics 2007-05-23 D. Reguera Lopez , J. M. Rubi , A. Perez-Madrid

We describe the structure of solutions of the kinetic Fokker-Planck equations in domains with boundaries near the singular set in one-space dimension. We study in particular the behaviour of the solutions of this equation for inelastic…

Analysis of PDEs · Mathematics 2018-02-21 Hyung Ju Hwang , Juhi Jang , Juan J. L. Velázquez

We provide a method to select flows of solutions to the Cauchy problem for linear and nonlinear Fokker--Planck--Kolmogorov equations (FPK equations) for measures on Euclidean space. In the linear case, our method improves similar results of…

Probability · Mathematics 2023-02-03 Marco Rehmeier

This study investigates the interconnections between the traditional Fokker-Planck Equation (FPE) and its fractal counterpart (FFPE), utilizing fractal derivatives. By examining the continuous approximation of fractal derivatives in the…

High Energy Physics - Phenomenology · Physics 2024-03-18 Eugenio Megias , Alireza K. Golmankhaneh , Airton Deppman

In this paper we present an adaptive deep density approximation strategy based on KRnet (ADDA-KR) for solving the steady-state Fokker-Planck (F-P) equations. F-P equations are usually high-dimensional and defined on an unbounded domain,…

Machine Learning · Statistics 2022-03-14 Kejun Tang , Xiaoliang Wan , Qifeng Liao

This work is devoted to studying complex dynamical systems under non-Gaussian fluctuations. We first estimate the Kantorovich-Rubinstein distance for solutions of non-local Fokker-Planck equations associated with stochastic differential…

Probability · Mathematics 2021-11-24 Ao Zhang , Jinqiao Duan

In this work, we propose an adaptive learning approach based on temporal normalizing flows for solving time-dependent Fokker-Planck (TFP) equations. It is well known that solutions of such equations are probability density functions, and…

Machine Learning · Computer Science 2022-09-07 Xiaodong Feng , Li Zeng , Tao Zhou

In this paper, we study the asymptotic behavior of a class of nonlinear Fokker-Planck type equations in a bounded domain with periodic boundary conditions. The system is motivated by our study of grain boundary dynamics, especially under…

Analysis of PDEs · Mathematics 2025-03-04 Yekaterina Epshteyn , Chun Liu , Masashi Mizuno

We propose a high order adaptive-rank implicit integrators for stiff time-dependent PDEs, leveraging extended Krylov subspaces to efficiently and adaptively populate low-rank solution bases. This allows for the accurate representation of…

Numerical Analysis · Mathematics 2024-04-05 Hamad El Kahza , William Taitano , Jing-Mei Qiu , Luis Chacón

We consider the relativistic, spatially inhomogeneous Fokker-Planck equation with an external confining potential. We prove the exponential time decay of solutions towards the global equilibrium in weighted $L^2$ and Sobolov spaces. Our…

Analysis of PDEs · Mathematics 2025-11-13 Anton Arnold , Gayrat Toshpulatov

In this work, we present a second-order numerical scheme to address the solution of optimal control problems constrained by the evolution of nonlinear Fokker-Planck equations arising from socio-economic dynamics. In order to design an…

Numerical Analysis · Mathematics 2025-10-20 Giacomo Albi , Elisa Calzola

We formulate extensions to Data Driven Computing for both distance minimizing and entropy maximizing schemes to incorporate time integration. Previous works focused on formulating both types of solvers in the presence of static equilibrium…

Computational Physics · Physics 2017-06-14 Trenton Kirchdoerfer , Michael Ortiz

The energy method can be used to identify well-posed initial boundary value problems for quasi-linear, symmetric hyperbolic partial differential equations with maximally dissipative boundary conditions. A similar analysis of the discrete…

General Relativity and Quantum Cosmology · Physics 2009-11-10 Luis Lehner , David Neilsen , Oscar Reula , Manuel Tiglio

Energy landscapes play a crucial role in shaping dynamics of many real-world complex systems. System evolution is often modeled as particles moving on a landscape under the combined effect of energy-driven drift and noise-induced diffusion,…

Computational Engineering, Finance, and Science · Computer Science 2025-03-04 Ruikun Li , Huandong Wang , Qingmin Liao , Yong Li

A kinetic-fluid model describing the evolutions of disperse two-phase flows is considered. The model consists of the Vlasov-Fokker-Planck equation for the particles (disperse phase) coupled with the compressible Navier-Stokes equations for…

Analysis of PDEs · Mathematics 2017-04-06 Fucai Li , Yanmin Mu , Dehua Wang

The aim of this paper is to study the convergence of the solution of the Fokker-Planck equation to the associated stationary state when time goes to infinity. The force field which we consider here is of a general structure, that is it may…

Analysis of PDEs · Mathematics 2016-03-17 Mamadou Ndao

We propose a unified method for the large space-time scaling limit of \emph{linear} collisional kinetic equations in the whole space. The limit is of \emph{fractional} diffusion type for heavy tail equilibria with slow enough decay, and of…

Analysis of PDEs · Mathematics 2023-02-22 Emeric Bouin , Clément Mouhot