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Inspired on the continued-fraction technique to solve the classical Fokker--Planck equation, we develop continued-fraction methods to solve quantum master equations in phase space (Wigner representation of the density matrix). The approach…
In this paper we discuss the existence and non-existence of weak solutions to parametric fractional equations involving the square root of the Laplacian $A_{1/2}$ in a smooth bounded domain $\Omega\subset \mathbb{R}^n$ ($n\geq 2$) and with…
We consider a weak adversarial network approach to numerically solve a class of inverse problems, including electrical impedance tomography and dynamic electrical impedance tomography problems. We leverage the weak formulation of PDE in the…
Reaction--diffusion equations with a fractional Laplacian are reduced near a long wave Hopf bifurcation. The obtained amplitude equation is shown to be the complex Ginzburg-Landau equation with a fractional Laplacian. Some of the properties…
We study Fokker--Planck equations with symmetric, positive definite mobility matrices capturing diffusion in heterogeneous environments. A weighted Wasserstein metric is introduced for which these equations are gradient flows. This metric…
This paper provides a finite difference discretization for the backward Feynman-Kac equation, governing the distribution of functionals of the path for a particle undergoing both reaction and diffusion [Hou and Deng, J. Phys. A: Math.…
In non-stationary signal processing, prior work has incorporated the quadratic-phase Fourier transform (QPFT) into the ambiguity function (AF) and Wigner distribution (WD) to enhance their performance. This paper introduces an advanced…
We consider and compare two different approaches to the fractional subdiffusion and transport in washboard potentials. One is based on the concept of random fractal time and is associated with the fractional Fokker-Planck equation. Another…
We derive continuous dependence estimates for weak entropy solutions of degenerate parabolic equations with nonlinear fractional diffusion. The diffusion term involves the fractional Laplace operator, $\Delta^{\alpha/2}$ for $\alpha \in…
We develop a novel a posteriori error estimator for the $L^2$ error committed by the finite element discretization of the solution of the fractional Laplacian. Our a posteriori error estimator takes advantage of the semi-discretization…
We introduce two reconstruction schemes that enable the recovery of a function in the entire Euclidean space $\mathbb{R}^n$ from local data $(u|_W, [(-\Delta)^s u]|_W)$, where $W$ is an arbitrarily small nonempty open subset of $\mathbb…
First we show that physics-informed neural networks are not suitable for a large class of parabolic partial differential equations including the Fokker-Planck equation. Then we devise an algorithm to compute solutions of the Fokker-Planck…
We study a porous medium equation, with nonlocal diffusion effects given by an inverse fractional Laplacian operator. We pose the problem in n-dimensional space for all t>0 with bounded and compactly supported initial data, and prove…
We study the numerical evaluation of the integral fractional Laplacian and its application in solving fractional diffusion equations. We derive a pseudo-spectral formula for the integral fractional Laplacian operator based on fractional…
Due to the curse of dimensionality, solving high dimensional parabolic partial differential equations (PDEs) has been a challenging problem for decades. Recently, a weak adversarial network (WAN) proposed in (Y.Zang et al., 2020) offered a…
We present a fast iterative solver for scattering problems in 2D, where a penetrable object with compact support is considered. By representing the scattered field as a volume potential in terms of the Green's function, we arrive at the…
We present a method for solving the reaction-diffusion equation with general potential in free space. It is based on the approximation of the Feynman-Kac formula by a sequence of convolutions on sequentially diminishing grids. For…
The convergence of Boltzmann Fokker Planck solution can become arbitrarily slow with iterative procedures like source iteration. This paper derives and investigates a nonlinear diffusion acceleration scheme for the solution of the Boltzmann…
We present Wideband Back-Projection Diffusion, an end-to-end probabilistic framework for approximating the posterior distribution induced by the inverse scattering map from wideband scattering data. This framework produces highly accurate…
The Fokker-Planck (FP) model is one of the commonly used methods for studies of the dynamical evolution of dense spherical stellar systems such as globular clusters and galactic nuclei. The FP model is numerically stable in most cases, but…