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.
Diffusion-based motion planning for a nonholonomic flexible needle model,
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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.