Results 11 to 20 of about 42,716 (206)
Fractional Fokker-Planck Equation [PDF]
Mathematics, 2017 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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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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Fokker–Planck equation on metric graphs [PDF]
Physica A: Statistical Mechanics and its Applications, 2022 We consider the Fokker-Planck equation on metric graphs. Vertex boundary conditions are imposed in the form of weight continuity and the probability current conservation. Exact solution of the is obtained for star, tree and loop graphs. Applications of the model to Brownian motion in networks and other problems are briefly discussed.
J. Matrasulov, K. Sabirov
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Parametric Fokker-Planck Equation [PDF]
, 2019 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. Some analytical example and numerical examples are presented.
Wuchen Li +3 more
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Control strategies for the Fokker−Planck equation [PDF]
ESAIM: Control, Optimisation and Calculus of Variations, 2018 Using a projection-based decoupling of the Fokker−Planck equation, control strategies that allow to speed up the convergence to the stationary distribution are investigated. By means of an operator theoretic framework for a bilinear control system, two different feedback control laws are proposed.
Breiten, Tobias +2 more
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Consequences of the H-Theorem from Nonlinear Fokker-Planck Equations [PDF]
, 2007 A general type of nonlinear Fokker-Planck equation is derived directly from a master equation, by introducing generalized transition rates. The H-theorem is demonstrated for systems that follow those classes of nonlinear Fokker-Planck equations, in the ...
A. R. Plastino +13 more
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Nonlinear Kinetics on Lattices Based on the Kinetic Interaction Principle
Entropy, 2018 Master equations define the dynamics that govern the time evolution of various physical processes on lattices. In the continuum limit, master equations lead to Fokker–Planck partial differential equations that represent the dynamics of physical ...
Giorgio Kaniadakis +1 more
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Classes of N-Dimensional Nonlinear Fokker-Planck Equations Associated to Tsallis Entropy
Entropy, 2011 Several previous results valid for one-dimensional nonlinear Fokker-Planck equations are generalized to N-dimensions. A general nonlinear N-dimensional Fokker-Planck equation is derived directly from a master equation, by considering nonlinearitiesin the
Fernando D. Nobre +2 more
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Fokker–Planck equation on fractal curves [PDF]
Chaos, Solitons & Fractals, 2013 A Fokker Planck equation on fractal curves is obtained, starting from Chapmann-Kolmogorov equation on fractal curves. This is done using the recently developed calculus on fractals, which allows one to write differential equations on fractal curves. As an important special case, the diffusion and drift coefficients are obtained, for suitable transition
Satin, Seema E. +2 more
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Journal of Function Spaces, 2021 The main purpose of this paper is to apply the Lie symmetry analysis method for the two-dimensional time fractional Fokker-Planck (FP) equation in the sense of Riemann–Liouville fractional derivative.
Nisrine Maarouf, Khalid Hilal
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