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69138207276 · Jun 202019922001200920172026
48 results for Fokker-Planck dynamics
Financial Market Dynamicscond-mat.stat-mech

Distributions derived from non-extensive Tsallis statistics are closely connected with dynamics described by a nonlinear Fokker-Planck equation. The combination shows promise in describing stochastic processes with power-law distributions and superdiffusive dynamics. We investigate intra-day price changes in the S&P500…

2001-08-01abs ↗pdf ↗

This paper bridges the gap between ODE and SDE in diffusion models using Fokker-Planck equations.

problem Empirical evidence shows that ODE-based samples from score-based diffusion models are inferior to SDE-based samples.
method The paper rigorously describes dynamics and approximations in training score-based diffusion models, linking them to Fokker-Planck equations.
result Adding a regularisation term based on the Fokker-Planck residual can close the gap between ODE- and SDE-induced distributions.

New gauge fields modify Fokker-Planck dynamics without changing the stationary state.

problem Understanding and modifying nonreversible dynamics in Fokker-Planck models.
method Formulate nonreversible perturbations as gauge fields, mapping to supersymmetric Hamiltonians, and learning finite forces.
result Learned finite forces can recover the optimal Lyapunov-equation solution in nonconvex landscapes.

We reformulate wealth taxation using Fokker-Planck equations to ensure tax neutrality.

problem Ensuring tax neutrality in wealth taxation frameworks.
method Reformulating the neutral wealth tax framework using stochastic dynamics and statistical physics, specifically Fokker-Planck equations.
result The framework clarifies when wealth taxation is a benign rescaling of dynamics and when it introduces new physics.

Study measures inequality in social-economic systems using Fokker-Planck equations and Lotka-Volterra dynamics.

problem Measuring inequality in oscillatory social-economic systems described by Fokker-Planck equations and Lotka-Volterra dynamics.
method Used Fokker-Planck equations and Lotka-Volterra dynamics to model inequality, focusing on coefficient of variation as a measure.
result Inequality initially tends to decrease in oscillatory systems, contrary to steady-state models.

A new kernel framework analyzes spatio-temporal data from dynamic equations.

problem Analyzing spatio-temporal data from dynamic equations with noisy measurements.
method Kernel-based framework with representer theorem for minimizing error with given samples.
result Minimizes error in solutions of dynamic equations with noisy spatio-temporal data.

Efficiently simulates Langevin dynamics on manifold using diffusion maps and finite volume schemes.

problem Simulating Langevin dynamics on high-dimensional manifolds with limited data.
method Diffusion maps, Fokker-Planck equation, finite volume scheme, explicit time discretization.
result Data-driven finite volume scheme approximates Langevin dynamics on manifold with good properties.

Study extends wealth tax neutrality framework to heterogeneous investors.

problem Analyzing wealth tax neutrality in populations with varying return-generating ability.
method Extended Fokker-Planck framework to heterogeneous investors, deriving extended Fokker-Planck equation.
result Proportional wealth tax no longer neutral due to varying return-generating ability, leading to different real incidence and wealth distribution changes.

Motivated by empirical data, we develop a statistical description of the queue dynamics for large tick assets based on a two-dimensional Fokker-Planck (diffusion) equation, that explicitly includes state dependence, i.e. the fact that the drift and diffusion depends on the volume present on both sides of the spread. "J…

2013-04-25abs ↗pdf ↗

Study examines USD exchange rate dynamics using Kramers-Moyal expansion.

problem Understanding and predicting exchange rate instability.
method Kramers-Moyal expansion and Fokker-Planck formalism applied to log-return data.
result Identifies a stabilizing linear drift and nonlinear diffusion term in exchange rate fluctuations.

FlowKac solves high-dimensional Fokker-Planck equations efficiently.

problem Intractability of Fokker-Planck equation solutions in high dimensions.
method Reformulates Fokker-Planck using Feynman-Kac, adaptive stochastic sampling, and normalizing flows.
result Significant computational efficiency and accuracy improvements over existing methods.

We solve the dynamics of the on-line minority game, with general types of decision noise, using generating functional techniques a la De Dominicis and the temporal regularization procedure of Bedeaux et al. The result is a macroscopic dynamical theory in the form of closed equations for correlation- and response functi…

2001-07-30abs ↗pdf ↗

Construct intrinsic Langevin dynamics for rigid inclusions on curved surfaces.

problem Stochastic dynamics of rigid inclusions on curved surfaces.
method Cartan's method of moving frames, Hamiltonian equations, intrinsic Langevin equations, Fokker-Planck equation.
result Extracted overdamped equations for accurate simulations of diffusion processes.

The paper analyzes the mean field Langevin dynamics and its convergence rate.

problem The convergence property of the mean field Langevin dynamics in the context of neural networks.
method The analysis uses a proximal Gibbs distribution and techniques from convex optimization.
result A concise convergence rate analysis of the mean field Langevin dynamics in both continuous and discrete time settings.

We derive a diffusion approximation for the kinetic Vlasov-Fokker-Planck equation in bounded spatial domains with specular reflection type boundary conditions. The method of proof involves the construction of a particular class of test functions to be chosen in the weak formulation of the kinetic model. This involves t…

2016-04-28abs ↗pdf ↗

We determine the Lie point symmetries of the Fokker-Planck equation and provide examples of solutions of this equation. The Fokker-Planck equation admits a conserved form, hence there is an auxiliary system associated to this equation and whose point symmetries give rise to potential symmetries of the Fokker-Planck equ…

2015-03-07abs ↗pdf ↗

Study on deep multi-head self-attention dynamics, proving homogenized limits under specific scalings.

problem Understanding the behavior of deep multi-head self-attention models as depth increases.
method Random model of deep multi-head self-attention, viewing depth as time, and analyzing the residual stream as a particle system.
result Homogenized limit of the dynamics, leading to deterministic or stochastic behavior depending on scaling, with implications for representation collapse.

Study on convergence of SDEs using entropy methods.

problem Analyzing convergence of stochastic differential equations.
method Applied Lyapunov method to Fokker-Planck equation with weighted relative Fisher information.
result Exponential convergence of probability density function to invariant distribution in L1L_1 distance.

We study the evolution of probability distribution functions of returns, from the tick data of the Korean treasury bond (KTB) futures and the S$&$P 500 stock index, which can be described by means of the Fokker-Planck equation. We show that the Fokker-Planck equation and the Langevin equation from the estimated Kramers…

2005-12-22abs ↗pdf ↗

We consider some elementary aspects of the geometry of the space of probability measures endowed with Wasserstein distance. In such a setting, we discuss the various terms entering Perelman's shrinker entropy, and characterize two new monotonic functionals for the volume-normalized Ricci flow. One is obtained by a resc…

2005-07-15abs ↗pdf ↗

The paper analyzes McKean-Vlasov equations with hitting times, proving global solvability.

problem Analyzing blow-ups in McKean-Vlasov equations involving hitting times.
method Connection to the supercooled Stefan problem, comparison principles, and new transform.
result Proves global solvability for McKean-Vlasov dynamics under certain conditions.

New method combines Monte Carlo and tensor networks for solving complex equations.

problem Solving high-dimensional partial differential equations efficiently.
method Uses Monte Carlo simulations and tensor train sketching for updates and re-estimations.
result Demonstrates versatility and efficacy in solving specific equations.

Novel method estimates complex nonlinear systems with stochastic differential equations.

problem Handling complex nonlinear dynamical systems with strong learning guarantees.
method Estimates drift and diffusion coefficients of continuous, multidimensional, nonlinear controlled stochastic differential equations.
result Strong theoretical guarantees including finite-sample bounds for various metrics.

Wealth redistribution through Fokker-Planck equation controls preserves Gini coefficient.

problem Preserving Gini coefficient through proportional wealth tax.
method Formulating optimal redistribution as a control problem for Fokker-Planck equation.
result Progressive taxes redistribute within policy-relevant timescales.

Researchers develop methods to learn neuron dynamics from colored noise.

problem Learning nonlocal stochastic neuron dynamics from colored noise.
method Proposed two methods for closing Fokker-Planck equations: nonlocal large-eddy-diffusivity closure and data-driven sparse regression.
result Mutual information and total correlation between stimulus and neuron states calculated for FHN neuron.

New method uses Fokker-Planck equation for sampling and inference.

problem Intractability of evaluating probability density in practical applications.
method Reformulates Fokker-Planck equation as a particle flow method, using velocity field.
result Turns intractable density evaluation into an advantage for variational inference, kernel mean embeddings, and sequential Monte Carlo.

The Fokker-Planck equation with diffusion coefficient quadratic in space variable, linear drift coefficient, and nonlocal nonlinearity term is considered in the framework of a model of analysis of asset returns at financial markets. For special cases of such a Fokker-Planck equation we describe a construction of exact …

2008-04-06abs ↗pdf ↗

We consider here a Fokker--Planck equation with variable coefficient of diffusion which appears in the modeling of the wealth distribution in a multi-agent society. At difference with previous studies, to describe a society in which agents can have debts, we allow the wealth variable to be negative. It is shown that, e…

2017-09-28abs ↗pdf ↗

Develops a local Fokker--Planck geometric framework for more accurate score estimation.

problem Inaccurate estimation of score function in non-linear, state-dependent drifts.
method Local Fokker--Planck geometric framework, time change to cumulative-variance coordinate, heat-ball mean-value representations, exact high-dimensional sampling.
result Exact local mean-value representations for the score and density, improved accuracy in low-density regions.

A new numerical scheme approximates nonlinear filtering densities for noisy and partial measurements.

problem Approximating nonlinear filtering densities for noisy and partial measurements.
method Deep splitting scheme applied to the Fokker--Planck equation followed by Bayes' formula.
result Convergence rate established for the numerical scheme under parabolic Hörmander condition.

In this paper, we obtain a necessary and sufficient condition for LL^{\infty}-uniqueness of Sturm-Liouville operator a(x)d2dx2+b(x)ddxVa(x)\frac{d^2}{dx^2} + b(x) \frac d{dx} -V on an open interval of $\rr$, which is equivalent to the L1L^1-uniqueness of the associated Fokker-Planck equation. For a general elliptic operator $\LL^V:=Δ…

2013-07-29abs ↗pdf ↗

Score matching errors are not sufficient for measuring diffusion model quality.

problem The L2L^2 score matching error is not a reliable measure of diffusion model performance.
method Decomposed score errors into gradient and solenoidal components and analyzed their geometric properties.
result Only the gradient component of the score error affects the marginal distributional quality.

Optimizes deep neural network initialization variance for better performance.

problem Improving deep neural network performance through optimal initialization variance.
method Using SGD dynamics and Fokker-Planck equations, we study the relationship between initialization and expected loss function.
result An optimal condition for initialization variance that leads to lower training loss and higher test accuracy.

This primer explains diffusion models in general state spaces.

problem Diffusion models in general state spaces are not well-introduced.
method Develops discrete-time and continuous-time views of diffusion models, deriving Fokker-Planck and master equations.
result Unified understanding of diffusion models across continuous and discrete domains.

Diffusion models' speed-accuracy relations derived from thermodynamics.

problem Understanding the trade-off between model speed and accuracy.
method Connecting diffusion models to thermodynamics and optimal transport.
result Speed-accuracy relations derived, providing insights into optimal learning protocols.

Paper studies central bank's strategy to control systemic risk in interbank system.

problem Minimizing average distance between log-monetary reserves and target levels.
method Weak formulation, Ekeland's variational principle, Gamma-convergence, stochastic Fokker-Planck-Kolmogorov equation.
result Proves convergence of optimal strategies as number of banks increases.

Proves subelliptic estimates for geometric Kramers-Fokker-Planck operators on closed manifolds.

problem Proving subelliptic estimates for a specific class of operators on closed manifolds.
method Significantly different method from previous works, using dyadic partition and local analysis in position variable.
result Maximal subelliptic estimates with control of constants in high and low friction regimes.