Solving Time Dependent Fokker-Planck Equations via Temporal Normalizing Flow
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Publication:5106295
DOI10.4208/CICP.OA-2022-0090zbMATH Open1495.65187arXiv2112.14012OpenAlexW4293659830MaRDI QIDQ5106295FDOQ5106295
Author name not available (Why is that?)
Publication date: 16 September 2022
Published in: Communications in Computational Physics (Search for Journal in Brave)
Abstract: In this work, we propose an adaptive learning approach based on temporal normalizing flows for solving time-dependent Fokker-Planck (TFP) equations. It is well known that solutions of such equations are probability density functions, and thus our approach relies on modelling the target solutions with the temporal normalizing flows. The temporal normalizing flow is then trained based on the TFP loss function, without requiring any labeled data. Being a machine learning scheme, the proposed approach is mesh-free and can be easily applied to high dimensional problems. We present a variety of test problems to show the effectiveness of the learning approach.
Full work available at URL: https://arxiv.org/abs/2112.14012
Artificial neural networks and deep learning (68T07) Numerical solutions to stochastic differential and integral equations (65C30) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)
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Cited In (11)
- Adaptive deep density approximation for fractional Fokker-Planck equations
- Self-adaptive physics-informed neural networks
- Adaptive deep density approximation for Fokker-Planck equations
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- Adaptive deep density approximation for stochastic dynamical systems
- A Chebyshev Polynomial Neural Network Solver for Boundary Value Problems of Elliptic Equations
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