A Kernel Formula for Kinetic Fokker-Planck Equations

DOI10.48550/arXiv.2608.05770MaRDI QIDQ7284645zbMATH OpenarXivFDO

Authors Fuqun Han, Wuchen Li

Publication date 6 August 2026

Published in arXiv

Tldr We derive an explicit one-step kernel formula for the kinetic Fokker-Planck equation by using a carefully chosen auxiliary weight to encode the drift perturbation from a reference dynamics with known transition kernel. We establish local weak consistency, first-order finite-time weak convergence and provide a formal variational interpretation in terms of a regularized Wasserstein-type proximal operator.

Full work available at URL https://doi.org/10.48550/arXiv.2608.05770

arXiv classification

math.NA

Cites work

• A computational fluid mechanics solution to the Monge-Kantorovich mass transfer problem
• A Conceptual Introduction to Hamiltonian Monte Carlo
• A consensus-based model for global optimization and its mean-field limit
• A kernel formula for regularized Wasserstein proximal operators
• A survey of the Schrödinger problem and some of its connections with optimal transport
• A variational principle for the Kramers equation with unbounded external forces
• Convergence of Noise-Free Sampling Algorithms with Regularized Wasserstein Proximals
• Deep JKO: time-implicit particle methods for general nonlinear gradient flows
• Ensemble Kalman methods: a mean-field perspective
• GENERIC formalism of a Vlasov-Fokker-Planck equation and connection to large-deviation principles
• Hypocoercivity
• Inexact JKO and proximal-gradient algorithms in the Wasserstein space
• Kinetic Optimal Transport (OTIKIN) -- Part 1: Second-Order Discrepancies Between Probability Measures
• Laplace Meets Moreau: Smooth Approximation to Infimal Convolutions Using Laplace's Method
• Partial differential equations and stochastic methods in molecular dynamics
• Stochastic Interpolants: A Unifying Framework for Flows and Diffusions
• The Variational Formulation of the Fokker--Planck Equation
• Variational asymptotic preserving scheme for the Vlasov-Poisson-Fokker-Planck system

This page was built for publication: A Kernel Formula for Kinetic Fokker-Planck Equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7284645)