fokker-planck-equation

Source code for Large-Scale Wasserstein Gradient Flows (NeurIPS 2021)

Deterministic particle dynamics for simulating Fokker-Planck probability flows

Solver in the low-rank tensor train format with cross approximation approach for the multidimensional Fokker-Planck equation

Applying the finite-difference method to the Convection Diffusion equation in python3. Examples included: One dimensional Heat equation, Transport equation, Fokker-Plank equation and some two dimensional examples.

The Merzbild Variable-Weight DSMC/FP code

Python module for (symbolic) evaluation of the short-time Fokker-Planck propagator to arbitrary accuracy

This repository contains code to implement the classical (construction of the Hermitian form of the Fokker-Planck operator matrix) and quantum (QPE + VQE) subroutines.

A brief, opinionated introduction to the Fokker-Planck equation

Mathematical modeling and simulations of the Rincoin regenerative framework

Smoluchowski-Rotor-Chain is a simple C++ program devoted to the diffusive simulation of a chain of hydrodynamically independent 2D rotors interacting with a nearest-neighbour potential. The software solves the Symmetrized Fokker-Planck-Smoluchowski eigenvalue problem by expansion over a basis set.

Comprehensive literature review of Orbital uncertainty propagation methods

Compton scattering in particle-in-cell codes

Interactive stochastic simulation for learning the implications of different integrators in the presence of position- and velocity-dependent friction

Data and code modeling cell signal processing using maximum-likelihood estimators, information theory, and stochastic differential equation simulations for "Physical limits of galvanotaxis"

Solves 1D Fokker-Planck equation using different methods and under different (homogeneous) boundary conditions.

Spectral methods and optimal control solvers for the Fokker–Planck equation based on a Schrödinger operator formulation. Companion code to the IEEE L-CSS paper.

Physics-informed neural network for 1D Langevin dynamics. C++17/OpenMP Euler-Maruyama simulator feeds a TensorFlow/Keras PDF predictor and Fokker-Planck propagator for autoregressive future-state prediction.

Time-integrator for stochastic differential equations

Procesos estocásticos, redes neuronales y modelos generativos para físicos de posgrado — desde ecuaciones normales hasta flow matching, con la mecánica estadística como hilo conductor.

Code, relevant figures and videos used to illustrate and support the construction of a network of noisy resonate and fire neurons' pde model as well as the original associated numerical mass and positivity-preserving solver.