Normalizing field flows: solving forward and inverse stochastic differential equations using physics-informed flow models

DOI10.1016/j.jcp.2022.111202OpenAlexW4223440841WikidataQ115350040 ScholiaQ115350040MaRDI QIDQ2138012

Tao Zhou, Ling Guo, Hao Wu

Publication date: 11 May 2022

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2108.12956

zbMATH Keywords

random fieldsuncertainty quantificationdata-driven modelingnormalizing flows

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Artificial intelligence (68Txx) Probabilistic methods, stochastic differential equations (65Cxx)

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Uses Software

• mctoolbox
• PyTorch
• NICE
• Glow
• Flow++
• FloWaveNet
• hp-VPINNs
• BayesFlow

Cites Work

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