相关论文: Improved estimation of Fokker-Planck equations thr…
This work demonstrates the utility of gradients for the global optimization of certain differentiable functions with many suboptimal local minima. To this end, a principle for generating search directions from non-local quadratic…
A semidiscrete Galerkin finite element method applied to time-fractional diffusion equations with time-space dependent diffusivity on bounded convex spatial domains will be studied. The main focus is on achieving optimal error results with…
We present a framework, which, from the trajectories detailing the spatiotemporal dynamics of a population, simultaneously reconstructs a transport map as well as the Fokker-Planck equation governing the coarse-grained probability…
In this work, the primary goal is to establish rigorous connection between the Fokker-Planck equation of neural networks with its microscopic model: the diffusion-jump stochastic process that captures the mean field behavior of collections…
We formulate a data-driven method for constructing finite volume discretizations of a dynamical system's underlying Continuity / Fokker-Planck equation. A method is employed that allows for flexibility in partitioning state space,…
We present a new stability and convergence analysis for the spatial discretization of a time-fractional Fokker--Planck equation in a convex polyhedral domain, using continuous, piecewise-linear, finite elements. The forcing may depend on…
The Vlasov-Fokker-Planck equation describes the evolution of the probability density of the position and velocity of particles under the influence of external confinement, interaction, friction, and stochastic force. It is well-known that…
With the growing global emphasis on sustainability and the implementation of contemporary environmental policies, photovoltaic (PV) generation is playing an increasingly important role in modern power systems, while its intrinsic…
In this article, we provide a numerical method based on fitted finite volume method to approximate the Hamilton-Jacobi-Bellman (HJB) equation coming from stochastic optimal control problems. The computational challenge is due to the nature…
This paper introduces a nonlinear acceleration technique that accelerates the convergence of solution of transport problems with highly forward-peaked scattering. The technique is similar to a conventional high-order/low-order (HOLO)…
This paper is devoted to the error analysis of a time-spectral algorithm for fractional diffusion problems of order $\alpha$ ($0 < \alpha < 1$). The solution regularity in the Sobolev space is revisited, and new regularity results in the…
A simplified relativistic kinetic theory for gases with internal degrees of freedom, based on a BGK-type collision term, is considered. First the Boltzmann equation is rewritten in tetrad form and then thermal coefficients are determined to…
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,…
This paper adapts a recently developed regularized stochastic version of the Broyden, Fletcher, Goldfarb, and Shanno (BFGS) quasi-Newton method for the solution of support vector machine classification problems. The proposed method is shown…
Existence and local-uniqueness theorems for weak solutions of a system consisting of the drift-diffusion-Poisson equations and the Poisson-Boltzmann equation, all with stochastic coefficients, are presented. For the numerical approximation…
We are interested in high-order linear multistep schemes for time discretization of adjoint equations arising within optimal control problems. First we consider optimal control problems for ordinary differential equations and show loss of…
An iterative optimization approach that simultaneously minimizes the energy and optimizes the Lagrange multipliers enforcing desired constraints is presented. The method is tested on previously established benchmark systems and it is proved…
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 present a numerical method to accurately simulate particle size distributions within the formalism of rate equation cluster dynamics. This method is based on a discretization of the associated Fokker-Planck equation. We show that…
Recent work has shown that leveraging learned predictions can improve the running time of algorithms for bipartite matching and similar combinatorial problems. In this work, we build on this idea to improve the performance of the widely…