Related papers: Fokker-Planck equations on discrete infinite graph…
We study the convergence analysis for general degenerate and non-reversible stochastic differential equations (SDEs). We apply the Lyapunov method to analyze the Fokker-Planck equation, in which the Lyapunov functional is chosen as a…
In this paper, we study the long time behaviour of the Fokker-Planck and the kinetic Fokker-Planck equations with many body interaction, more precisely with interaction defined by U-statistics, whose macroscopic limits are often called…
We consider the so-called spatially homogenous Kolmogorov-Vicsek model, a non-linear Fokker-Planck equation of self-driven stochastic particles with orientation interaction under the space-homogeneity. We prove the global existence and…
Many generative models originally developed in finite-dimensional Euclidean space have functional generalizations in infinite-dimensional settings. However, the extension of rectified flow to infinite-dimensional spaces remains unexplored.…
We propose and rigorously analyze a finite element method for the approximation of stationary Fokker--Planck--Kolmogorov (FPK) equations subject to periodic boundary conditions in two settings: one with weakly differentiable coefficients,…
The Fokker-Planck equation describes the evolution of the probability density associated with a stochastic differential equation. As the dimension of the system grows, solving this partial differential equation (PDE) using conventional…
We propose and analyze an energy-stable fully discrete parametric approximation for Willmore flow of hypersurfaces in two and three space dimensions. We allow for the presence of spontaneous curvature effects and for open surfaces with…
In this work we consider the numerical solution of incompressible flows on two-dimensional manifolds. Whereas the compatibility demands of the velocity and the pressure spaces are known from the flat case one further has to deal with the…
In this work, we show that a family of non-linear mean-field equations on discrete spaces can be viewed as a gradient flow of a natural free energy functional with respect to a certain metric structure we make explicit. We also prove that…
We analyze and test using Fourier extensions that minimize a Hilbert space norm for the purpose of solving partial differential equations (PDEs) on surfaces. In particular, we prove that the approach is arbitrarily high-order and also show…
To the spectral curves of smooth periodic solutions of the $n$-wave equation the points with infinite energy are added. The resulting spaces are considered as generalized Riemann surfcae. In general the genus is equal to infinity,…
A systematic search for the Lie point symmetries admitted by the steady hydromagnetic two-dimensional incompressible viscous flow boundary layer equation and associated boundary conditions is performed. Unlike previous works, the specific…
We study a numerical method to compute probability density functions of solutions of stochastic differential equations. The method is sometimes called the numerical path integration method and has been shown to be fast and accurate in…
We prove an abstract compactness result for gradient flow lines of a non-local unregularized gradient flow equation on a scale Hilbert space. This is the first step towards Floer theory on scale Hilbert spaces.
Non-Gaussian L\'evy noises are present in many models for understanding underlining principles of physics, finance, biology and more. In this work, we consider the Fokker-Planck equation(FPE) due to one-dimensional asymmetric L\'evy motion,…
In this paper, we exploit the gradient flow structure of continuous-time formulations of Bayesian inference in terms of their numerical time-stepping. We focus on two particular examples, namely, the continuous-time ensemble Kalman-Bucy…
We investigate the validity of the Phragm\`en-Lindel\"of principle for a class of elliptic equations with a potential, posed on infinite graphs. Consequently, we get uniqueness, in the class of solutions satisfying a suitable growth…
The goal of this paper is to create a fruitful bridge between the numerical methods for approximating partial differential equations (PDEs) in fluid dynamics and the (iterative) numerical methods for dealing with the resulting large linear…
This paper is devoted to $\phi$-entropies applied to Fokker-Planck and kinetic Fokker-Planck equations in the whole space, with confinement. The so-called $\phi$-entropies are Lyapunov functionals which typically interpolate between Gibbs…
By constructing successful couplings for degenerate diffusion processes, explicit derivative formula and Harnack type inequalities are presented for solutions to a class of degenerate Fokker-Planck equations on $\R^m\times\R^{d}$. The main…