Results 11 to 20 of about 73,120 (246)
Robust identification of harmonic oscillator parameters using the adjoint Fokker-Planck equation. [PDF]
Proc Math Phys Eng Sci, 2017 We present a model-based output-only method for identifying from time series the parameters governing the dynamics of stochastically forced oscillators. In this context, suitable models of the oscillator’s damping and stiffness properties are postulated,
Boujo E, Noiray N.
europepmc +3 more sources
European Physical Journal C: Particles and Fields, 2019 In this article, we study quantum randomness of stochastic cosmological particle production scenario using quantum corrected higher order Fokker Planck equation.
Sayantan Choudhury, Arkaprava Mukherjee
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How accurate are the non-linear chemical Fokker-Planck and chemical Langevin equations?
Journal of Chemical Physics, 2011 The chemical Fokker-Planck equation and the corresponding chemical Langevin equation are commonly used approximations of the chemical master equation.
Arthur V. Straube +7 more
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The quantum Fokker-Planck equation of stochastic inflation [PDF]
Journal of High Energy Physics, 2017 We derive the stochastic description of a massless, interacting scalar field in de Sitter space directly from the quantum theory. This is done by showing that the density matrix for the effective theory of the long wavelength fluctuations of the field ...
Hael Collins +2 more
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On the Stochastic Dynamics for the Regularized Kappa-Distributed Plasmas [PDF]
EntropyThe generalized fluctuation–dissipation relations that produce the regularized Kappa distributions are studied. The two-variable Fokker–Planck equation, as well as its reductions in the absence of potential and in the overdamped limit, are considered ...
Ran Guo
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Self-Consistency of the Fokker-Planck Equation [PDF]
Annual Conference Computational Learning Theory, 2022 The Fokker-Planck equation (FPE) is the partial differential equation that governs the density evolution of the It\^o process and is of great importance to the literature of statistical physics and machine learning.
Zebang Shen +5 more
semanticscholar +1 more source
Solving Inverse Stochastic Problems from Discrete Particle Observations Using the Fokker-Planck Equation and Physics-informed Neural Networks [PDF]
SIAM Journal on Scientific Computing, 2020 The Fokker-Planck (FP) equation governing the evolution of the probability density function (PDF) is applicable to many disciplines but it requires specification of the coefficients for each case, which can be functions of space-time and not just ...
Xiaoli Chen +3 more
semanticscholar +1 more source
AAPPS Bulletin, 2023 We consider a particle trapped by a generic external potential and under the influence of a quantum-thermal Ohmic bath. Starting from the Langevin equation, we derive the corresponding Schwinger-Keldysh action.
Koichiro Furutani, Luca Salasnich
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Neural Parametric Fokker--Planck Equation
SIAM Journal on Numerical Analysis, 2022 In this paper, we develop and analyze numerical methods for high dimensional Fokker-Planck equations by leveraging generative models from deep learning. Our starting point is a formulation of the Fokker-Planck equation as a system of ordinary differential equations (ODEs) on finite-dimensional parameter space with the parameters inherited from ...
Shu Liu +3 more
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A Simple Stochastic Differential Equation with Discontinuous Drift [PDF]
Electronic Proceedings in Theoretical Computer Science, 2013 In this paper we study solutions to stochastic differential equations (SDEs) with discontinuous drift. We apply two approaches: The Euler-Maruyama method and the Fokker-Planck equation and show that a candidate density function based on the Euler ...
Maria Simonsen +3 more
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