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arXiv · 2608.05770

A Kernel Formula for Kinetic Fokker-Planck Equations

Fuqun Han·Wuchen Li
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Abstract

We derive an explicit one-step kernel formula for the kinetic Fokker-Planck equation. The construction begins with a reference dynamics admitting an explicit transition kernel and uses a carefully chosen auxiliary weight to encode the drift perturbation. The resulting kernel formula provides an explicit approximation of the density evolution. In a weighted phase-space setting, we establish local weak consistency and first-order finite-time weak convergence under suitable regularity and moment assumptions. We also give a formal variational interpretation of the formula in terms of a regularized Wasserstein-type proximal operator and present analogous constructions for a broader class of parabolic equations. Numerical experiments illustrate the accuracy of the kernel approximation and its application to deterministic particle schemes for kinetic sampling.

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Fuqun Han, Wuchen Li. 2026-08-06. A Kernel Formula for Kinetic Fokker-Planck Equations. https://arxiv.org/abs/2608.05770

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