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We propose a discrete lattice version of the Fokker-Planck kinetic equation along lines similar to the Lattice-Boltzmann scheme. Our work extends an earlier one-dimensional formulation to arbitrary spatial dimension $D$. A generalized…

We study the rate of convergence to equilibrium of the solutions to Fokker-Planck type equations with linear drift by means of Cram\'er and Energy distances, which have been recently widely used in problems related to AI, in particular for…

偏微分方程分析 · 数学 2025-10-13 Gennaro Auricchio , Giuseppe Toscani

The performance of Deep Neural Networks (DNNs) keeps elevating in recent years with increasing network depth and width. To enable DNNs on edge devices like mobile phones, researchers proposed several network compression methods including…

计算机视觉与模式识别 · 计算机科学 2020-01-27 Yuhui Xu , Yuxi Li , Shuai Zhang , Wei Wen , Botao Wang , Yingyong Qi , Yiran Chen , Weiyao Lin , Hongkai Xiong

We prove convergence of a variational formulation of the BDF2 method applied to the non-linear Fokker-Planck equation. Our approach is inspired by the JKO-method and exploits the differential structure of the underlying $L^2$-Wasserstein…

数值分析 · 数学 2018-01-30 Simon Plazotta

In this article, we investigate the existence of a deep neural network (DNN) capable of approximating solutions to partial integro-differential equations while circumventing the curse of dimensionality. Using the Feynman-Kac theorem, we…

数值分析 · 数学 2025-01-22 Marcin Baranek

This paper deals with the state estimation of stochastic models with continuous dynamics. The aim is to incorporate spectral differentiation methods into the solution to the Fokker-Planck equation in grid-based state estimation routine,…

信号处理 · 电气工程与系统科学 2025-01-20 Jakub Matousek , Jindrich Dunik , Marek Brandner

Modern datasets arising from social media, genomics, and biomedical informatics are often heterogeneous and (ultra) high-dimensional, creating substantial challenges for conventional modeling techniques. Quantile regression (QR) not only…

统计方法学 · 统计学 2026-01-07 Hanqing Wu , Jonas Wallin , Iuliana Ionita-Laza

This paper aims to explore non-Markovian dynamics of nonlinear dynamical systems subjected to fractional Gaussian noise (FGN) and Gaussian white noise (GWN). A novel memory-dependent Fokker-Planck-Kolmogorov (memFPK) equation is developed…

概率论 · 数学 2025-11-03 Lifang Feng , Bin Pei , Yong Xu

The reconstruction of smooth density fields from scattered data points is a procedure that has multiple applications in a variety of disciplines, including Lagrangian (particle-based) models of solute transport in fluids. In random walk…

Deep neural networks face several challenges in hyperspectral image classification, including high-dimensional data, sparse distribution of ground objects, and spectral redundancy, which often lead to classification overfitting and limited…

计算机视觉与模式识别 · 计算机科学 2025-04-22 Guandong Li , Mengxia Ye

The Finitely Extensible Nonlinear Elastic (FENE) dumbbell model is a widely used mathematical model for complex fluids. Direct simulation of the FENE Fokker--Planck equation is computationally challenging due to high dimensionality and…

数值分析 · 数学 2026-02-10 Runkai Feng , Jie Shen , Haijun Yu

In this study, we present an optimal implicit algorithm specifically designed to accurately solve the multi-species nonlinear 0D-2V axisymmetric Fokker-Planck-Rosenbluth (FPR) collision equation while preserving mass, momentum, and energy.…

数值分析 · 数学 2024-12-05 Yanpeng Wang , Jianyuan Xiao , Yifeng Zheng , Zhihui Zou , Pengfei Zhang , Ge Zhuang

We develop new adaptive algorithms for temporal integration of nonlinear evolution equations on tensor manifolds. These algorithms, which we call step-truncation methods, are based on performing one time step with a conventional…

数值分析 · 数学 2022-03-09 Abram Rodgers , Alec Dektor , Daniele Venturi

Learned dense representations are a popular family of techniques for encoding queries and documents using high-dimensional embeddings, which enable retrieval by performing approximate k nearest-neighbors search (A-kNN). A popular technique…

We propose a high order discontinuous Galerkin (DG) method for solving nonlinear Fokker-Planck equations with a gradient flow structure. For some of these models it is known that the transient solutions converge to steady-states when time…

数值分析 · 数学 2016-01-12 Hailiang Liu , Zhongming Wang

We propose a novel approach for modeling chemical reactions within the particle-based Fokker-Planck framework for gas flow simulations which conserves mass, momentum, and energy while retaining the performance advantages of the…

化学物理 · 物理学 2025-03-25 Leo Basov , Georgii Oblapenko , Martin Grabe

A recently introduced nonlinear Fokker-Planck equation, derived directly from a master equation, comes out as a very general tool to describe phenomenologically systems presenting complex behavior, like anomalous diffusion, in the presence…

统计力学 · 物理学 2009-11-13 Veit Schwammle , Evaldo M. F. Curado , Fernando D. Nobre

We study the long-time behaviour of a nonlinear Fokker-Planck equation, which models the evolution of rigid polymers in a given flow, after a closure approximation. The aim of this work is twofold: first, we propose a microscopic derivation…

偏微分方程分析 · 数学 2011-07-20 Lingbing He , Claude Le Bris , Tony Lelièvre

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…

概率论 · 数学 2012-03-13 Arnaud Guillin , Feng-Yu Wang

Kernel learning forward backward SDE filter is an iterative and adaptive meshfree approach to solve the nonlinear filtering problem. It builds from forward backward SDE for Fokker-Planker equation, which defines evolving density for the…

机器学习 · 计算机科学 2024-07-02 Yunzheng Lyu , Feng Bao