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 …

We present a simple thermodynamically consistent method for solving time-dependent
Fokker-Planck equations (FPE) for overdamped stochastic processes, also known as …

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 …

Abstract Solving the Fokker–Planck equation for high-dimensional complex turbulent
dynamical systems is an important and practical issue. However, most traditional methods …

In this paper we present an adaptive deep density approximation strategy based on KRnet
(ADDA-KR) for solving the steady-state Fokker-Planck (FP) equations. FP equations are …

Abstract The Fokker–Planck equation governs the uncertainty propagation of dynamical
systems driven by stochastic processes. The solution of the Fokker–Planck equation is a …

We present a newly developed numerical code that integrates Fokker–Planck type transport
equations in four to six spatial dimensions (configuration plus momentum space) and time …

We consider a system of N interacting particles, governed by transport and diffusion, that
converges in a mean-field limit to the solution of a McKean–Vlasov equation. From the …

Solving the Fokker–Planck equation for high-dimensional complex dynamical systems is an
important issue. Recently, the authors developed efficient statistically accurate algorithms for …

We consider a Vlasov-Fokker-Planck equation governing the evolution of the density of
interacting and diffusive matter in the space of positions and velocities. We use a …