Solving time dependent Fokker-Planck equations via temporal normalizing flow
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Publication:5106295
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.
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Cited in
(15)- Solving Fokker-Planck equation using deep learning
- Adaptive deep density approximation for fractional Fokker-Planck equations
- Artificial neural network solver for time-dependent 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 new artificial neural network method for solving Schrödinger equations on unbounded domains
- A Chebyshev Polynomial Neural Network Solver for Boundary Value Problems of Elliptic Equations
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