A Sinkhorn-type proximal recursion, proved contractive in the Thompson metric, computes transient Fokker-Planck and McKean-Vlasov densities on weighted point clouds without spatial discretization.
Beyond Monte Carlo: A computational framework for uncertainty propagation in planetary entry, descent and landing,
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.OC 1years
2019 1verdicts
CONDITIONAL 1representative citing papers
citing papers explorer
-
Gradient Flow Algorithms for Density Propagation in Stochastic Systems
A Sinkhorn-type proximal recursion, proved contractive in the Thompson metric, computes transient Fokker-Planck and McKean-Vlasov densities on weighted point clouds without spatial discretization.