Analytical solution of stochastic differential equation by multilayer perceptron neural network approximation of Fokker–Planck equation (Q6071665): Difference between revisions

Latest revision as of 12:23, 20 August 2024

scientific article; zbMATH DE number 7771407

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English	Analytical solution of stochastic differential equation by multilayer perceptron neural network approximation of Fokker–Planck equation	scientific article; zbMATH DE number 7771407

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instance of

scholarly article

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title

Analytical solution of stochastic differential equation by multilayer perceptron neural network approximation of Fokker–Planck equation (English)

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Numerical Methods for Partial Differential Equations

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publication date

28 November 2023

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zbMATH Keywords

Bayesian regularization

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Fokker-Planck equation

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Levenberg-Marquardt training algorithm

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neural network

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stochastic differential equation

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1002/num.22445

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cites work

An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations

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The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations

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The Fokker-Planck equation. Methods of solution and applications.

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A practical difference scheme for Fokker-Planck equations

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Implicit and conservative difference scheme for the Fokker-Planck equation

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A two-dimensional Chebyshev wavelets approach for solving the Fokker-Planck equations of time and space fractional derivatives type with variable coefficients

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A finite volume scheme for boundary-driven convection-diffusion equations with relative entropy structure

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A Novel High Order Space-Time Spectral Method for the Time Fractional Fokker--Planck Equation

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Composite generalized Laguerre spectral method for nonlinear Fokker-Planck equations on the whole line

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The numerical solution of Fokker-Planck equation with radial basis functions (RBFs) based on the meshless technique of Kansa's approach and Galerkin method

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A Fokker-Planck control framework for multidimensional stochastic processes

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A probabilistic framework for the control of systems with discrete states and stochastic excitation

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Multilayer feedforward networks are universal approximators

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OPTIMAL CONTROL OF PROBABILITY DENSITY FUNCTIONS OF STOCHASTIC PROCESSES

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Lyapunov-based model predictive control of stochastic nonlinear systems

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Numerical solution of two-dimensional Fokker-Planck equations

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Identifiers

DOI

10.1002/num.22445

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6071665

@@ Property / cites work @@
+An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+The Fokker-Planck equation. Methods of solution and applications.
+Normal rank
@@ Property / cites work @@
+A practical difference scheme for Fokker-Planck equations
+Normal rank
@@ Property / cites work @@
+Implicit and conservative difference scheme for the Fokker-Planck equation
+Normal rank
@@ Property / cites work @@
+A two-dimensional Chebyshev wavelets approach for solving the Fokker-Planck equations of time and space fractional derivatives type with variable coefficients
+Normal rank
@@ Property / cites work @@
+A finite volume scheme for boundary-driven convection-diffusion equations with relative entropy structure
+Normal rank
@@ Property / cites work @@
+A Novel High Order Space-Time Spectral Method for the Time Fractional Fokker--Planck Equation
+Normal rank
@@ Property / cites work @@
+Composite generalized Laguerre spectral method for nonlinear Fokker-Planck equations on the whole line
+Normal rank
@@ Property / cites work @@
+The numerical solution of Fokker-Planck equation with radial basis functions (RBFs) based on the meshless technique of Kansa's approach and Galerkin method
+Normal rank
@@ Property / cites work @@
+A Fokker-Planck control framework for multidimensional stochastic processes
+Normal rank
@@ Property / cites work @@
+A probabilistic framework for the control of systems with discrete states and stochastic excitation
+Normal rank
@@ Property / cites work @@
+Multilayer feedforward networks are universal approximators
+Normal rank
@@ Property / cites work @@
+OPTIMAL CONTROL OF PROBABILITY DENSITY FUNCTIONS OF STOCHASTIC PROCESSES
+Normal rank
@@ Property / cites work @@
+Lyapunov-based model predictive control of stochastic nonlinear systems
+Normal rank
@@ Property / cites work @@
+Numerical solution of two-dimensional Fokker-Planck equations
+Normal rank