Related papers: Relations Between Markov Processes Via Local Time …
The Becker-D\"oring equations are an infinite dimensional system of ordinary differntial equations describing coagulation/fragmentation processes of species of integer sizes. Formal Taylor expansions motivate that its solution should be…
As an important tool characterizing the long time behavior of Markov processes, the Donsker-Varadhan LDP (large deviation principle) does not directly apply to distribution dependent SDEs/SPDEs since the solutions are non-Markovian. We…
A common way to numerically solve Fokker-Planck equations is the Chang-Cooper method in space combined with one of the Euler methods in time. However, the explicit Euler method is only conditionally positive, leading to severe restrictions…
This paper considers the Fokker-Planck equation and path integral formulation of the fractional Ornstein-Uhlenbeck process parametrized by two indices. The effective Fokker-Planck equation of this process is derived from the associated…
This paper explores the use of a discrete singular convolution algorithm as a unified approach for numerical integration of the Fokker-Planck equation. The unified features of the discrete singular convolution algorithm are discussed. It is…
We study the semiclassical Ehrenfest trajectories in open quantum systems. We first derive in explicit form the Fokker-Planck equation that governs the time evolution of the mixing measure for a Gaussian mixture. Then, we embed the…
In the field of large deviations for stochastic dynamics, the canonical conditioning of a given Markov process with respect to a given time-local trajectory observable over a large time-window has attracted a lot of interest recently. In…
The expansion of a stochastic Liouville equation for the coupled evolution of a quantum system and an Ornstein-Uhlenbeck process into a hierarchy of coupled differential equations is a useful technique that simplifies the simulation of…
The main goal of this work is to study systematically the quantum aspects of the interaction between scalar particles in the framework of Generalized Scalar Duffin-Kemmer-Petiau Electrodynamics (GSDKP). For this purpose the theory is…
We propose a general method of using the Fokker-Planck equation (FPE) to link the Monte-Carlo (MC) and the Langevin micromagnetic schemes. We derive the drift and disusion FPE terms corresponding to the MC method and show that it is…
Fokker-Planck equation with the velocity-dependent coefficients is considered for various isotropic systems on the basis of probability transition (PT) approach. This method provides the self-consistent and universal description of friction…
We present an elementary nonperturbative method to obtain Green's functions (GFs) for timelike momenta. We assume there are no singularities in the first and third quadrants of the complex plane of space momentum components and perform a 3d…
We extend a path-integral approach to bosonization previously developed in the framework of equilibrium Quantum Field Theories, to the case in which time-dependent interactions are taken into account. In particular we consider a non…
In this paper, we study the long-time behaviour of solutions to the Vlasov-Fokker-Planck equation where the confining potential is non-convex. This is a nonlocal nonlinear partial differential equation describing the time evolution of the…
Under suitable assumptions on $\beta:\mathbb{R}\!\to\!\mathbb{R}, \,D:\mathbb{R}^d\!\to\!\mathbb{R}^d$ and $b:\mathbb{R}^d\!\to\!\mathbb{R}$, the nonlinear Fokker-Planck equation $u_t-\Delta\beta(u)+{\rm div}(Db(u)u)=0$, in…
Physics-informed neural networks allow models to be trained by physical laws described by general nonlinear partial differential equations. However, traditional architectures struggle to solve more challenging time-dependent problems due to…
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…
This paper is concerned with the Fokker-Planck (FP) description of classical stochastic systems with discrete time delay. The non-Markovian character of the corresponding Langevin dynamics naturally leads to a coupled infinite hierarchy of…
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…
Using the generalized Kolmogorov-Feller equation with long-range interaction, we obtain kinetic equations with fractional derivatives with respect to coordinates. The method of successive approximations with the averaging with respect to…