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.
The Liouville equation and its potential usefulness for the prediction of forecast skill. part I: Theory,
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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.