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This paper focuses on the long-term behavior of solutions to nonlinear stochastic Fokker-Planck equations driven by common noise, where the drift term has a linear dependence on the measure. These equations, which describe the evolution of…

偏微分方程分析 · 数学 2025-03-07 Raphael Maillet

Non-Gaussian L\'evy noises are present in many models for understanding underlining principles of physics, finance, biology and more. In this work, we consider the Fokker-Planck equation(FPE) due to one-dimensional asymmetric L\'evy motion,…

动力系统 · 数学 2018-03-05 Xiao Wang , Wenpeng Shang , Xiaofan Li , Jinqiao Duan , Yanghong Huang

The issue of the relaxation to equilibrium has been at the core of the kinetic theory of rarefied gas dynamics. In the paper, we introduce the Deep Neural Network (DNN) approximated solutions to the kinetic Fokker-Planck equation in a…

数值分析 · 数学 2020-07-15 Hyung Ju Hwang , Jin Woo Jang , Hyeontae Jo , Jae Yong Lee

We study the convergence of the empirical measure of moderately interacting particle systems subject to singular forces derived by Lennard-Jones potential. Although the classical Lennard-Jones force is widely used in molecular dynamics,…

概率论 · 数学 2026-01-30 Ernesto M. Greco , Daniela Morale

Efficiently solving the Fokker-Planck equation (FPE) is crucial for understanding the probabilistic evolution of stochastic particles in dynamical systems, however, analytical solutions or density functions are only attainable in specific…

计算物理 · 物理学 2025-03-13 Xiaolong Wang , Jing Feng , Gege Wang , Tong Li , Yong Xu

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…

偏微分方程分析 · 数学 2021-11-01 Jian-guo Liu , Ziheng Wang , Yuan Zhang , Zhennan Zhou

The Integrate-and-Fire model is a Fokker-Planck equation arising in neuroscience. It describes the evolution of the probability density of the neuronal membrane potential and fitting has shown that the inclusion of a em superlinear drift…

偏微分方程分析 · 数学 2026-01-28 Benoît Perthame , Clément Rieutord , Delphine Salort

The relaxation to equilibrium in many systems which show strange kinetics is described by fractional Fokker-Planck equations (FFPEs). These can be considered as phenomenological equations of linear nonequilibrium theory. We show that the…

统计力学 · 物理学 2009-11-07 I. M. Sokolov

In this work, we study the convergence of the empirical measure of moderately interacting particle systems with singular interaction kernels. First, we prove quantitative convergence of the time marginals of the empirical measure of…

概率论 · 数学 2021-12-22 Christian Olivera , Alexandre Richard , Milica Tomasevic

We consider Mc Kean-Vlasov stochastic differential equations (MVSDEs), which are SDEs where the drift and diffusion coefficients depend not only on the state of the unknown process but also on its probability distribution. This type of SDEs…

概率论 · 数学 2019-02-12 Khaled Bahlali , Mohamed Amine Mezerdi , Brahim Mezerdi

In this paper, we study multi-species stochastic interacting particle systems and their mean-field McKean-Vlasov partial differential equations (PDEs) in non-convex landscapes. We discuss the well-posedness of the multi-species SDE system,…

概率论 · 数学 2025-07-11 Manh Hong Duong , Grigorios A. Pavliotis , Julian Tugaut

This paper focuses on recent works on McKean-Vlasov stochastic differential equations (SDEs) involving singular coefficients. After recalling the classical framework, we review existing recent literature depending on the type of…

概率论 · 数学 2025-08-01 Luca Bondi , Elena Issoglio , Francesco Russo

In this work, we propose adaptive deep learning approaches based on normalizing flows for solving fractional Fokker-Planck equations (FPEs). The solution of a FPE is a probability density function (PDF). Traditional mesh-based methods are…

机器学习 · 计算机科学 2022-10-27 Li Zeng , Xiaoliang Wan , Tao Zhou

In this article, we propose and analyze a fully coupled, nonlinear, and energy-stable virtual element method (VEM) for solving the coupled Poisson-Nernst-Planck (PNP) and Navier--Stokes (NS) equations modeling microfluidic and…

数值分析 · 数学 2023-06-27 Mehdi Dehghan , Zeinab Gharibi , Ricardo Ruiz-Baier

For a class of McKean-Vlasov stochastic differential equations with singular interactions, which include the Coulomb/Riesz/Biot-Savart kernels as typical examples (Examples 2.1 and 2.2), we derive the well-posedness and regularity estimates…

概率论 · 数学 2026-04-20 Xing Huang , Panpan Ren , Feng-Yu Wang

One proves the uniqueness of distributional solutions to nonlinear Fokker--Planck equations with monotone diffusion term and derive as a consequence (restricted) uniqueness in law for the corresponding McKean--Vlasov stochastic differential…

概率论 · 数学 2021-04-19 Viorel Barbu , Michael Röckner

In this paper we study second order stochastic differential equations with measurable and density-distribution dependent coefficients. Through establishing a maximum principle for kinetic Fokker-Planck-Kolmogorov equations with…

概率论 · 数学 2022-01-26 Xicheng Zhang

We present a discretization-free scalable framework for solving a large class of mass-conserving partial differential equations (PDEs), including the time-dependent Fokker-Planck equation and the Wasserstein gradient flow. The main…

机器学习 · 计算机科学 2023-11-15 Lingxiao Li , Samuel Hurault , Justin Solomon

This paper presents a new method for solving Fokker-Planck equations (FPE) by learning a neural sampler for the distribution given by the FPE via an adversarial training based on a weak formulation of the FPE where the adjoint operator of…

数值分析 · 数学 2025-10-14 Andrew Qing He , Wei Cai

We investigate whether the discrepancy between observed galactic rotation curves and those predicted from baryonic matter can be interpreted as the manifestation of an emergent entropic force. Starting from a minimal statistical framework,…

星系天体物理 · 物理学 2026-04-28 V. S. Morales-Salgado , H. Martínez-Huerta , P. I. Ramírez-Baca