Related papers: Variational Schemes in the Fokker-Planck Equation
A simple procedure to approximate the noncommutation terms that arise whenever it is necessary to use a variable scale filtering of the motion equations and to compensate directly the flow solutions from the commutation error is here…
In this paper we consider a nonlinear Fokker-Planck equation with asymptotically small parameters. It describes the diffusion of finite-size particles in the presence of a fixed distribution of obstacles in the limit of low-volume fraction.…
This article considers a Cauchy problem of Helmholtz equations whose solution is well known to be exponentially unstable with respect to the inputs. In the framework of variational quasi-reversibility method, a Fourier truncation is applied…
Inspired by the modeling of grain growth in polycrystalline materials, we consider a nonlinear Fokker-Plank model, with inhomogeneous diffusion and with variable mobility parameters. We develop large time asymptotic analysis of such…
The main purpose of this paper is to demonstrate and illustrate, once again, the potency of the variational technique as an approximation procedure for the quantization of quantum mechanical systems. By choosing particle-in-a-box…
A variational principle for determining unstable periodic orbits of flows as well as unstable spatio-temporally periodic solutions of extended systems is proposed and implemented. An initial loop approximating a periodic solution is evolved…
We study the two-dimensional equations of motion for a charged particle subjected to white, thermal, and active noises in uniform a magnetic field. By deriving the corresponding Fokker Planck equation, analytical solutions for the joint…
We develop a non-Gaussian variational approach that enables us to study both equilibrium and far-from-equilibrium physics of the two-dimensional Fermi polaron. This method provides an unbiased analysis of the polaron-to-molecule phase…
We present a canonical formalism for computing quantum fluctuations of certain discrete degrees of freedom in systems governed by integrable partial differential equations with known Hamiltonian structure, provided these models are…
In this paper we use a Variational Quantum Algorithm to solve Initial Value Problems with the Implicit Crank-Nicolson and the Method of Lines (MoL) evolution schemes. The unknown functions use a spectral decomposition with the Fourier…
Computing the invariant probability measure of a randomly perturbed dynamical system usually means solving the stationary Fokker-Planck equation. This paper studies several key properties of a novel data-driven solver for low-dimensional…
In this paper, we study the numerical schemes for the two-dimensional Fokker-Planck equation governing the probability density function of the tempered fractional Brownian motion. The main challenges of the numerical schemes come from the…
In this paper, we propose a variational approach based on optimal transportation to study the existence and unicity of solution for a class of parabolic equations involving $q(x)$-Laplacian operator \begin{equation*}\label{equation variable…
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 study spectral properties of the Fokker-Planck operator that represents particles moving via a combination of diffusion and advection in a time-independent random velocity field, presenting in detail work outlined elsewhere [J. T.…
Bayesian inference can be embedded into an appropriately defined dynamics in the space of probability measures. In this paper, we take Brownian motion and its associated Fokker--Planck equation as a starting point for such embeddings and…
This paper analyzes the random fluctuations obtained by a heterogeneous multi-scale first-order finite element method applied to solve elliptic equations with a random potential. We show that the random fluctuations of such solutions are…
The Thomas - Fermi equation describing the screening of the Coulomb potential inside heavy neutral atoms is reconsidered. An accurate representation for its numerical solution was obtained by means of the variational principle. The proposed…
We present a quantum computing formulation to address a challenging problem in the development of probabilistic learning on manifolds (PLoM). It involves solving the spectral problem of the high-dimensional Fokker-Planck (FKP) operator,…
For the particles undergoing the anomalous diffusion with different waiting time distributions for different internal states, we derive the Fokker-Planck and Feymann-Kac equations, respectively, describing positions of the particles and…