Results 41 to 50 of about 42,667 (162)
On MAP Estimates and Source Conditions for Drift Identification in SDEs
Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 2, June 2026.ABSTRACT We consider the inverse problem of identifying the drift in an stochastic differential equation (SDE) from n$n$ observations of its solution at M+1$M+1$ distinct time points. We derive a corresponding maximum a posteriori (MAP) estimate, we prove differentiability properties as well as a so‐called tangential cone condition for the forward ...
Daniel Tenbrinck +3 more
wiley +1 more source
The Non-Linear Fokker–Planck Equation in Low-Regularity Space
Mathematics, 2022 We construct the global existence and exponential time decay rates of mild solutions to the non-linear Fokker–Planck equation near a global Maxwellians with small-amplitude initial data in the low regularity function space Lk1LT∞Lv2 where the regularity ...
Yingzhe Fan, Bo Tang
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Stochastic Dynamics From Maximum Entropy in Action Space
Fortschritte der Physik, Volume 74, Issue 5, May 2026.ABSTRACT We develop an information‐theoretic formulation of stochastic dynamics in which the fundamental stochastic variable is the total action connecting spacetime points, rather than individual paths. By maximizing Shannon entropy over a joint distribution of actions and endpoints, subject to normalization and a constraint on the mean action, we ...
Fabricio Souza Luiz +3 more
wiley +1 more source
Probability flow solution of the Fokker–Planck equation
Machine Learning: Science and Technology, 2023 The method of choice for integrating the time-dependent Fokker–Planck equation (FPE) in high-dimension is to generate samples from the solution via integration of the associated stochastic differential equation (SDE). Here, we study an alternative scheme
Nicholas M Boffi, Eric Vanden-Eijnden
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In‐and‐Out: Algorithmic Diffusion for Sampling Convex Bodies
Random Structures &Algorithms, Volume 68, Issue 3, May 2026.ABSTRACT We present a new random walk for uniformly sampling high‐dimensional convex bodies. It achieves state‐of‐the‐art runtime complexity with stronger guarantees on the output than previously known, namely in Rényi divergence (which implies TV, 𝒲2, KL, χ2$$ {\chi}^2 $$).
Yunbum Kook +2 more
wiley +1 more source
Stochastic analysis of ocean wave states with and without rogue waves
New Journal of Physics, 2014 This work presents an analysis of ocean wave data including rogue waves. A stochastic approach based on the theory of Markov processes is applied. With this analysis we achieve a characterization of the scale-dependent complexity of ocean waves by means ...
A Hadjihosseini, J Peinke, N P Hoffmann
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Molecular theory of anomalous diffusion
, 2013 We present a Master Equation formulation based on a Markovian random walk model that exhibits sub-diffusion, classical diffusion and super-diffusion as a function of a single parameter.
Boon, Jean Pierre, Lutsko, James F.
core +1 more source
Equivalent Linearization Techniques [PDF]
, 1963 The method of equivalent linearization of Kryloff and Bogoliubov is generalized to the case of nonlinear dynamic systems with random excitation. The method is applied to a variety of problems, and the results are compared with exact solutions of the ...
Caughey, T. K.
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Active Particles in Tunable Compressible Environments
Small Science, Volume 6, Issue 5, May 2026.Gold‐capped active microparticles powered by electric fields plough their way through a matrix of repulsive spheres, shoveling them aside. At high densities and field strengths, an initial strong direction fluctuation may compress the matrix asymmetrically and lead to an asymmetric reaction favoring sustained turns to the same side (spontaneous ...
Venkata Manikantha Sai Ganesh Tanuku +5 more
wiley +1 more source
A hybrid algorithm for solving fractional Fokker-Planck equations arising in physics and engineering
Journal of New Results in Science, 2022 In this work, we proposed a hybrid algorithm to approximate the solution of Conformable Fractional Fokker-Planck Equation (CFFPE). This algorithm comprises of unification of two methods named Fractional Wave Transformation Method (FWTM) and Differential ...
Ozan Özkan, Ali Kurt
doaj +1 more source