Computing the invariant distribution of randomly perturbed dynamical systems using deep learning

DOI10.1007/s10915-022-01844-5zbMath1490.35502arXiv2110.11538MaRDI QIDQ2149015

Weiqing Ren, Qianxiao Li, Bo Lin

Publication date: 24 June 2022

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2110.11538

zbMATH Keywords

Fokker-Planck equation; deep learning; invariant distribution; generalized potential

Mathematics Subject Classification ID

37M05: Simulation of dynamical systems

65Z05: Applications to the sciences

35Q84: Fokker-Planck equations

Related Items

Computing high-dimensional invariant distributions from noisy data

Uses Software

• Adam
• DGM

Cites Work

• Unnamed Item
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