Solving high-dimensional Fokker-Planck equation with functional hierarchical tensor

DOI10.1016/J.JCP.2024.113110MaRDI QIDQ6463258zbMATH OpenOpenAlexFDO

Authors Xun Tang, Lexing Ying

Publication date 12 December 2023

Full work available at URL https://doi.org/10.1016/j.jcp.2024.113110

Mathematics Subject Classification ID

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

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Cited in

(2)

• A machine learning framework for efficiently solving Fokker-Planck equations
• Fisher information and shape-morphing modes for solving the Fokker-Planck equation in higher dimensions

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