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Identification of nonlinear dynamical systems is crucial across various fields, facilitating tasks such as control, prediction, optimization, and fault detection. Many applications require methods capable of handling complex systems while…

机器学习 · 统计学 2024-11-05 Luc Brogat-Motte , Riccardo Bonalli , Alessandro Rudi

This paper is concerned with the analysis of the inf-sup condition arising in the stationary Stokes problem in exterior domains. We deduce values of the constant in the stability lemma, which yields fully computable estimates of the…

数值分析 · 数学 2018-11-06 Dirk Pauly , Sergey Repin

We investigate the effects of relatively rapid variations of the boundaries of an overmoded cavity on the stochastic properties of its interior acoustic or electromagnetic field. For quasi-static variations, this field can be represented as…

经典物理 · 物理学 2009-11-13 L. R. Arnaut

This paper is devoted to the anomalous diffusion limit of kinetic equations with a fractional Fokker-Planck collision operator in a spatially bounded domain. We consider two boundary conditions at the kinetic scale: absorption and specular…

偏微分方程分析 · 数学 2017-11-10 Ludovic Cesbron

We start with a global Maxwellian $M_{k}$, which is a stationary solution, with the constant total density ($\rho(t)\equiv \wt \rho$), of the Fokker-Planck equation. The notion of distance between the function $M_{k}$ and an arbitrary…

偏微分方程分析 · 数学 2015-05-14 Alexander Sakhnovich , Lev Sakhnovich

We consider the inverse problem of reconstructing the scattering and absorption coefficients using boundary measurements for a time dependent radiative transfer equation (RTE). As the measurement is mostly polluted by errors, both…

数值分析 · 数学 2017-08-11 Ke Chen , Qin Li , Li Wang

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…

偏微分方程分析 · 数学 2022-06-24 Yekaterina Epshteyn , Chang Liu , Chun Liu , Masashi Mizuno

We proposed the modified version of quantum-mechanical theory of continuous measurements for the case of classical open systems. In our approach the influence of measurement on evolution of distribution function of an open system is…

量子物理 · 物理学 2009-11-13 E. D. Vol

We consider the solvability of the Fokker-Planck equation with both time-dependent drift and diffusion coefficients by means of the similarity method. By the introduction of the similarity variable, the Fokker-Planck equation is reduced to…

数学物理 · 物理学 2016-12-28 C. -L. Ho

Fractional Fokker-Planck equation plays an important role in describing anomalous dynamics. To the best of our knowledge, the existing discussions mainly focus on this kind of equation involving one diffusion operator. In this paper, we…

数值分析 · 数学 2021-09-08 Jing Sun , Weihua Deng , Daxin Nie

This article studies a Fokker-Planck type equation of fractional diffusion with conservative drift $\partial$f/$\partial$t = $\Delta$^($\alpha$/2) f + div(Ef), where $\Delta$^($\alpha$/2) denotes the fractional Laplacian and E is a…

偏微分方程分析 · 数学 2020-01-22 Laurent Lafleche

The continuous-discrete filtering problem requires the solution of a partial differential equation known as the Fokker-Planck-Kolmogorov forward equation (FPKfe). In this paper, it is pointed out that for a state model with an affine,…

数据分析、统计与概率 · 物理学 2008-07-11 Bhashyam Balaji

The goal of this paper is to study weak solutions of the Fokker-Planck equation. We first discuss existence and uniqueness of weak solutions in an irregular context, providing a unified treatment of the available literature along with some…

偏微分方程分析 · 数学 2025-01-23 Paolo Bonicatto , Gennaro Ciampa , Gianluca Crippa

Memory effects require for their incorporation into random-walk models an extension of the conventional equations. The linear Fokker-Planck equation for the probability density $p(\vec r, t)$ is generalized to include non-linear and…

统计力学 · 物理学 2009-11-10 Steffen Trimper , Knud Zabrocki , Michael Schulz

Solving the stationary nonlinear Fokker-Planck equations is important in applications and examples include the Poisson-Boltzmann equation and the two layer neural networks. Making use of the connection between the interacting particle…

数值分析 · 数学 2023-10-03 Lei Li , Yijia Tang , Jingtong Zhang

The fractional Fokker-Planck equation, which contains a variable diffusion coefficient, is discussed and solved. It corresponds to the L\'evy flights in a nonhomogeneous medium. For the case with the linear drift, the solution is stationary…

统计力学 · 物理学 2009-06-09 Tomasz Srokowski

We consider the Fokker--Planck equations with irregular coefficients. Two different cases are treated: in the degenerate case, the coefficients are assumed to be weakly differentiable, while in the non-degenerate case the drift satisfies…

概率论 · 数学 2019-10-22 Huaiqian Li , Dejun Luo

We demonstrate that the Fokker-Planck equation can be generalized into a 'Fractional Fokker-Planck' equation, i.e. an equation which includes fractional space differentiations, in order to encompass the wide class of anomalous diffusions…

混沌动力学 · 物理学 2009-10-31 V. V. Yanovsky , A. V. Chechkin , D. Schertzer , A. V. Tour

We improve the standard theory of collisional stellar systems by considering the presence of a continuous mass distribution. The calculus of the diffusion coefficients is generalized and a new expression of the Fokker-Planck equation is…

星系天体物理 · 物理学 2022-12-20 Marco Merafina , Matteo Teodori

We study the main properties of the solution of a Fokker-Planck equation characterized by a variable diffusion coefficient and a polynomial superlinear drift, modeling the formation of consensus in a large interacting system of individuals.…

偏微分方程分析 · 数学 2025-04-18 Giuseppe Toscani , Mattia Zanella