相关论文: Pencil-beam approximation of stationary Fokker-Pla…

We consider the modeling of light beams propagating in highly forward-peaked turbulent media by fractional Fokker-Planck equations and their approximations by fractional Fermi pencil-beam models. We obtain an error estimate in a…

The Fokker-Planck equation describing the transport of energetic particles interacting with turbulence is difficult to solve analytically. Numerical solutions are of course possible but they are not always useful for applications. In the…

We derive a priori error estimates for the standard Galerkin and streamline diffusion finite element methods for the Fermi pencil-beam equation obtained from a fully three dimensional Fokker-Planck equation in space ${\mathbf x}=(x,y,z)$…

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…

The steady state of the Fokker-Planck equation corresponding to a density dependent one-step process is approximated by a suitable normal distribution. Starting from the master equations of the process, written in terms of the time…

The Fokker--Planck equation is a key ingredient of many models in physics, and related subjects, and arises in a diverse array of settings. Analytical solutions are limited to special cases, and resorting to numerical simulation is often…

We propose the novel numerical scheme for solution of the multidimensional Fokker-Planck equation, which is based on the Chebyshev interpolation and the spectral differentiation techniques as well as low rank tensor approximations, namely,…

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…

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 concerns the reconstruction of properties of narrow laser beams propagating in turbulent atmospheres. We consider the setting of off-axis measurements, based on light detection away from the main path of the beam. We first model…

I report a study of the nonstationary one-dimensional Fokker-Planck solutions by means of the strictly isospectral method of supesymmetric quantum mechanics. The main conclusion is that this technique can lead to a space-dependent…

We consider a Vlasov-Fokker-Planck equation governing the evolution of the density of interacting and diffusive matter in the space of positions and velocities. We use a probabilistic interpretation to obtain convergence towards equilibrium…

In this paper, we propose a novel method to approximate the mean field stochastic differential equation by means of approximating the density function via Fokker-Planck equation. We construct a well-posed truncated Fokker-Planck equation…

This paper focuses on finding an approximate solution of a kind of Fokker-Planck equation with time-dependent perturbations. A formulation of the approximate solution of the equation is constructed, and then the existence of the formulation…

We investigate variational methods for finding approximate solutions to the Fokker-Planck equation, especially in cases lacking detailed balance. These schemes fall into two classes: those in which a Hermitian operator is constructed from…

Stochastic models of chemical systems are often analysed by solving the corresponding Fokker-Planck equation which is a drift-diffusion partial differential equation for the probability distribution function. Efficient numerical solution of…

This paper studies computational methods for quasi-stationary distributions (QSDs). We first proposed a data-driven solver that solves Fokker-Planck equations for QSDs. Similar as the case of Fokker-Planck equations for invariant…

We study an approximation method for the one-dimensional nonlinear filtering problem, with discrete time and continuous time observation. We first present the method applied to the Fokker-Planck equation. The convergence of the…

Spectral methods, thanks to their high accuracy and the possibility to use fast algorithms, represent an effective way to approximate the collisional kinetic equations of Boltzmann type, such as the Boltzmann-Nordheim equation. This…

We perform a numerical approximation of coherent sets in finite-dimensional smooth dynamical systems by computing singular vectors of the transfer operator for a stochastically perturbed flow. This operator is obtained by solution of a…