Related papers: Invariant closure for the Fokker-Planck equation
We perform a numerical approximation of coherent sets in finite-dimensional smooth dynamical systems by computing singular vectors of the transfer operator for a stochastically perturbed flow. This operator is obtained by solution of a…
Tools of the intrinsic analysis on manifolds, helpful in solving the invariant inverse problem of the calculus of variations are being presented comprising a combined approach which consists in the simultaneous imposition of symmetry…
We are concerned with the study of the well-posedness of a nonlinear diffusion equation with a monotonically increasing multivalued time-dependent nonlinearity derived from a convex continuous potential having a superlinear growth to…
Low-rank methods for kinetic equations have attracted increasing attention due to their effectiveness in reducing the high dimensionality of phase space. In our previous work [G. Wang & J. Hu, J. Comput. Phys. 558 (2026) 114884], we…
We consider the linear Wigner-Fokker-Planck equation subject to confining potentials which are smooth perturbations of the harmonic oscillator potential. For a certain class of perturbations we prove that the equation admits a unique…
The Fokker--Planck equation describes the evolution of a probability distribution towards equilibrium--the flow parameter is the equilibration time. Assuming the distribution remains normalizable for all times, it is equivalent to an open…
We develop method that allows to derive reductions and solutions to hyperbolic systems of partial differential equations. The method is based on using functions that are constant in the direction of characteristics of the system. These…
We prove existence and uniqueness of solutions to Fokker--Planck equations associated to Markov operators multiplicatively perturbed by degenerate time-inhomogeneous coefficients. Precise conditions on the time-inhomogeneous coefficients…
Fokker-Planck equations are extensively employed in various scientific fields as they characterise the behaviour of stochastic systems at the level of probability density functions. Although broadly used, they allow for analytical treatment…
The Fokker-Planck equation can be reformulated as a continuity equation, which naturally suggests using the associated velocity field in particle flow methods. While the resulting probability flow ODE offers appealing properties - such as…
We discuss the systematic expansion of the solution of the Fokker-Planck equation with the help of the eigenfunctions of the time-dependent Fokker-Planck operator. The expansion parameter is the time derivative of the external parameter…
We present the Constructive Methods of Invariant Manifolds for model reduction in physical and chemical kinetics, developed during last two decades. The problem of reduced description is studied as a problem of constructing the slow…
Stochastic differential equations with Levy motion arise the mathematical models for various phenomenon in geophysical and biochemical sciences. The Fokker Planck equation for such a stochastic differential equations is a nonlocal partial…
We consider linear and quadratic integrals of motion for general variable quadratic Hamiltonians. Fundamental relations between the eigenvalue problem for linear dynamical invariants and solutions of the corresponding Cauchy initial value…
We discuss physical and mathematical aspects of the over-damped motion of a Brownian particle in fluctuating potentials. It is shown that such a system can be described quantitatively by fluctuating rates if the potential fluctuations are…
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…
An integral relation is derived from the Fokker-Planck equation which connects the steady-state probability currents with the dynamics of relaxation on short timescales in the limit of small perturbation fields. As a consequence of this…
The new scheme of stochastic quantization is proposed. This quantization procedure is equivalent to the deformation of an algebra of observables in the manner of deformation quantization with an imaginary deformation parameter (the Planck…
A general dynamical invariant operator for three coupled time-dependent oscillators is derived. Although the obtained invariant operator satisfies the Liouville-von Neumann equation, its mathematical formula is somewhat complicated due to…
We introduce a new class of nonlocal kinetic equations and nonlocal Fokker-Planck equations associated with an effective generalized thermodynamical formalism. These equations have a rich physical and mathematical structure that can…