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

DOI10.1016/j.jcp.2022.111202WikidataQ115350040 ScholiaQ115350040MaRDI QIDQ2138012

Ling Guo, Tao Zhou, 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 fields; uncertainty quantification; data-driven modeling; normalizing flows

Mathematics Subject Classification ID

60Hxx: Stochastic analysis

68Txx: Artificial intelligence

65Cxx: Probabilistic methods, stochastic differential equations

Uses Software

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