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

DOI10.1016/J.JCP.2024.113110arXiv2312.07455OpenAlexW4398224222MaRDI QIDQ6463258FDOQ6463258

Authors: Xun Tang, Lexing Ying 

Publication date: 12 December 2023

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

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Mathematics Subject Classification ID

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

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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