相关论文: Parametric Fokker-Planck equation
Much effort has been spent in recent years on restoring uniqueness of McKean-Vlasov SDEs with non-smooth coefficients. As a typical instance, the velocity field is assumed to be bounded and measurable in its space variable and…
Many studies have been conducted on flows of probability measures, often in terms of gradient flows. We utilize a generalized notion of derivatives with respect to time to model the instantaneous evolution of empirically observed…
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…
The Fokker-Planck equation derived by Brown for the probability density function of the orientation of the magnetic moment of single domain particles is one of the basic equations in the theory of superparamagnetism. Usually this equation…
When the complete understanding of a complex system is not available, as, e.g., for systems considered in the real-world, we need a top-down approach to complexity. In this approach one may start with the desire to understand general…
A Fokker Planck equation on fractal curves is obtained, starting from Chapmann-Kolmogorov equation on fractal curves. This is done using the recently developed calculus on fractals, which allows one to write differential equations on…
We show that the spatially homogeneous Boltzmann equation evolves as the gradient flow of the entropy with respect to a suitable geometry on the space of probability measures which takes the collision process into account. This gradient…
In neuroscience, the distribution of a decision time is modelled by means of a one-dimensional Fokker--Planck equation with time-dependent boundaries and space-time-dependent drift. Efficient approximation of the solution to this equation…
The most general local Markovian stochastic model is investigated, for which it is known that the evolution equation is the Fokker-Planck equation. Special cases are investigated where uncorrelated initial states remain uncorrelated.…
A thermodynamics for systems at a stationary states is formulated. It is based upon the assumption of the existence of local equilibrium in phase space which enables one to interpret the probability density ans its conjugated nonequilibrium…
In inhomogeneous environments, the correct expression of the diffusive flux is often not given by the Fick's law $\Gamma = - D \nabla n $. The most general hydrodynamic equation modelling diffusion is indeed the Fokker-Planck Equation…
Starting from microscopic interaction rules we derive kinetic models of Fokker--Planck type for vehicular traffic flow. The derivation is based on taking a suitable asymptotic limit of the corresponding Boltzmann model. As particular cases,…
We introduce a class of flows on the Wasserstein space of probability measures with finite first moment on the Cartan-Hadamard Riemannian manifold of positive definite matrices, and consider the problem of differentiability of the…
We establish kinetic Hamiltonian flows in density space embedded with the $L^2$-Wasserstein metric tensor. We derive the Euler-Lagrange equation in density space, which introduces the associated Hamiltonian flows. We demonstrate that many…
The Fokker-Planck equations (FPEs) for stochastic systems driven by additive symmetric $\alpha$-stable noises may not adequately describe the time evolution for the probability densities of solution paths in some practical applications,…
In this paper, we describe a possible generalization of the Wasserstein 2-metric, originally defined on the space of scalar probability densities, to the space of Hermitian matrices with trace one, and to the space of matrix-valued…
We study the relationship between information- and estimation-theoretic quantities in time-evolving systems. We focus on the Fokker-Planck channel defined by a general stochastic differential equation, and show that the time derivatives of…
We derive Kramers' formula as singular limit of the Fokker-Planck equation with double-well potential. The convergence proof is based on the Rayleigh principle of the underlying Wasserstein gradient structure and complements a recent result…
We consider a one-dimensional aggregation-diffusion equation, which is the gradient flow in the Wasserstein space of a functional with competing attractive-repulsive interactions. We prove that the fully deterministic particle…
The algorithm for Dissipative Particle Dynamics (DPD), as modified by Espagnol and Warren, is used as a starting point for proving an H-theorem for the free energy and deriving hydrodynamic equations. Equilibrium and transport properties of…