From the Boltzmann equation with non-local correlations to a standard non-linear Fokker-Planck equation [PDF]
In this work, we study the formal connections between the non-linear Fokker-Planck Equation associated with the non-additive entropy and the Boltzmann Equation with the non-additive correlation functional.
Airton Deppman +3 more
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The Fokker–Planck equation of the superstatistical fractional Brownian motion with application to passive tracers inside cytoplasm [PDF]
By collecting from literature data experimental evidence of anomalous diffusion of passive tracers inside cytoplasm, and in particular of subdiffusion of mRNA molecules inside live Escherichia coli cells, we obtain the probability density function of ...
C. Runfola, S. Vitali, G. Pagnini
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Fractional Fokker-Planck Equation [PDF]
We shall discuss the numerical solution of the Cauchy problem for the fully fractional Fokker-Planck (fFP) equation in connection with Sinc convolution methods. The numerical approximation is based on Caputo and Riesz-Feller fractional derivatives.
Gerd Baumann, Frank Stenger
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Probability flow solution of the Fokker–Planck equation [PDF]
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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Trend to equilibrium for the kinetic Fokker-Planck equation via the neural network approach. [PDF]
Highlights • Deep Neural Network approach to solve the kinetic Fokker-Planck equation in a bounded interval.• Theoretical evidence on the relationship between the Deep Neural Network solutions and the a priori analytic solutions.• There exists a sequence
Hwang HJ, Jang JW, Jo H, Lee JY.
europepmc +3 more sources
X-ray Fokker-Planck equation for paraxial imaging. [PDF]
The Fokker–Planck equation can be used in a partially-coherent imaging context to model the evolution of the intensity of a paraxial x-ray wave field with propagation. This forms a natural generalisation of the transport-of-intensity equation.
Paganin DM, Morgan KS.
europepmc +3 more sources
Parametric Fokker-Planck equation [PDF]
We derive the Fokker-Planck equation on the parametric space. It is the Wasserstein gradient flow of relative entropy on the statistical manifold. We pull back the PDE to a finite dimensional ODE on parameter space.
D Qi +8 more
core +2 more sources
Beating the curse of dimension with accurate statistics for the Fokker-Planck equation in complex turbulent systems. [PDF]
Significance Solving the Fokker–Planck equation for high-dimensional complex dynamical systems is an important issue. Effective strategies are developed and incorporated into efficient statistically accurate algorithms for solving the Fokker–Planck ...
Chen N, Majda AJ.
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Approximate solution for Fokker-Planck equation [PDF]
In this paper, an approximate solution to a specific class of the Fokker-Planck equation is proposed. The solution is based on the relationship between the Schrödinger type equation with a partially confining and symmetrical potential.
M.T. Araujo, E. Drigo Filho
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Entropy production for coarse-grained dynamics
Systems out of equilibrium exhibit a net production of entropy. We study the dynamics of a stochastic system represented by a Master equation (ME) that can be modeled by a Fokker–Planck equation in a coarse-grained, mesoscopic description.
D M Busiello, J Hidalgo, A Maritan
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