Results 1 to 10 of about 34,831 (211)
Interacting Particle Solutions of Fokker–Planck Equations Through Gradient–Log–Density Estimation [PDF]
Entropy, 2020 Fokker–Planck equations are extensively employed in various scientific fields as they characterise the behaviour of stochastic systems at the level of probability density functions.
Dimitra Maoutsa +2 more
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Generalized Stochastic Fokker-Planck Equations [PDF]
Entropy, 2015 We consider a system of Brownian particles with long-range interactions. We go beyond the mean field approximation and take fluctuations into account.
Pierre-Henri Chavanis
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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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Stochastic Model for the Internal Transfer Kinetics of Cargo in Carriers with Two Compartments [PDF]
MembranesLipid vesicles and related nanocarriers often contain two compartments, such as the inner and outer leaflets of a bilayer membrane between which amphipathic molecules can migrate.
Faruk Hossain +2 more
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Thermodynamics and Fractional Fokker-Planck Equations [PDF]
Physical Review E, 2001 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.
A. Abragam +21 more
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Deformed multi-variable Fokker-Planck equations [PDF]
Journal of Mathematical Physics, 2007 In this paper new multi-variable deformed Fokker-Planck (FP) equations are presented. These deformed FP equations are associated with the Ruijsenaars-Schneider-van Diejen (RSvD) type systems in the same way that the usual one variable FP equation is ...
Ho, Choon-Lin, Sasaki, Ryu
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Integrable Ito equations and properties of the associated Fokker-Planck equations [PDF]
Open Communications in Nonlinear Mathematical Physics, 2023 In a recent paper we have classified scalar Ito equations which admits a standard symmetry; these are also directly integrable by the Kozlov substitution.
Giuseppe Gaeta, Miguel Angel Rodriguez
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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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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. The use of the transfer function in Laplace and Fourier spaces in connection with Sinc convolutions allow
Baumann, Gerd, Stenger, Frank
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