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.
Mesoscopic interpretation of Fokker-Planck equation describing time behavior of liquid crystal orientation,
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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.