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This paper proposes a new method based on neural networks for computing the high-dimensional committor functions that satisfy Fokker-Planck equations. Instead of working with partial differential equations, the new method works with an…

Numerical Analysis · Mathematics 2021-05-06 Haoya Li , Yuehaw Khoo , Yinuo Ren , Lexing Ying

We propose a novel approach for computing committor functions, which describe transitions of a stochastic process between metastable states. The committor function satisfies a backward Kolmogorov equation, and in typical high-dimensional…

Numerical Analysis · Mathematics 2021-08-04 Yian Chen , Jeremy Hoskins , Yuehaw Khoo , Michael Lindsey

Stochastic differential equations play an important role in various applications when modeling systems that have either random perturbations or chaotic dynamics at faster time scales. The time evolution of the probability distribution of a…

Numerical Analysis · Mathematics 2022-11-11 Yao Li , Caleb Meredith

The committor function is a central object for quantifying the transitions between metastable states of dynamical systems. Recently, a number of computational methods based on deep neural networks have been developed for computing the…

Computational Physics · Physics 2024-04-10 Bo Lin , Weiqing Ren

The probability that a configuration of a physical system reacts, or transitions from one metastable state to another, is quantified by the committor function. This function contains richly detailed mechanistic information about transition…

Statistical Mechanics · Physics 2024-08-13 Andrew R. Mitchell , Grant M. Rotskoff

The committor functions are central to investigating rare but important events in molecular simulations. It is known that computing the committor function suffers from the curse of dimensionality. Recently, using neural networks to estimate…

Machine Learning · Statistics 2025-01-28 Yueyang Wang , Kejun Tang , Xili Wang , Xiaoliang Wan , Weiqing Ren , Chao Yang

The committor function is a central object of study in understanding transitions between metastable states in complex systems. However, computing the committor function for realistic systems at low temperatures is a challenging task, due to…

Computational Physics · Physics 2019-09-04 Qianxiao Li , Bo Lin , Weiqing Ren

This contribution introduces a neural-network-based approach to discover meaningful transition pathways underlying complex biomolecular transformations in coherence with the committor function. The proposed path-committor-consistent…

We perform a numerical approximation of coherent sets in finite-dimensional smooth dynamical systems by computing singular vectors of the transfer operator for a stochastically perturbed flow. This operator is obtained by solution of a…

Dynamical Systems · Mathematics 2016-10-17 Andreas Denner , Oliver Junge , Daniel Matthes

In the study of stochastic systems, the committor function describes the probability that a system starting from an initial configuration $x$ will reach a set $B$ before a set $A$. This paper introduces an efficient and interpretable…

Numerical Analysis · Mathematics 2024-08-13 D. Aristoff , M. Johnson , G. Simpson , R. J. Webber

Many stochastic differential equations in various applications like coupled neuronal oscillators are driven by time-periodic forces. In this paper, we extend several data-driven computational tools from autonomous Fokker-Planck equation to…

Numerical Analysis · Mathematics 2025-11-26 Yao Li , Jiatong Sun

Many processes in nature such as conformal changes in biomolecules and clusters of interacting particles, genetic switches, mechanical or electromechanical oscillators with added noise, and many others are modeled using stochastic…

Optimization and Control · Mathematics 2023-10-13 Jiaxin Yuan , Amar Shah , Channing Bentz , Maria Cameron

The construction of transfer functions in theoretical neuroscience plays an important role in determining the spiking rate behavior of neurons in networks. These functions can be obtained through various fitting methods, but the biological…

Neurons and Cognition · Quantitative Biology 2023-05-25 Marcelo P. Becker , Marco A. P. Idiart

We solve high-dimensional steady-state Fokker-Planck equations on the whole space by applying tensor neural networks. The tensor networks are a linear combination of tensor products of one-dimensional feedforward networks or a linear…

Numerical Analysis · Mathematics 2024-11-04 Taorui Wang , Zheyuan Hu , Kenji Kawaguchi , Zhongqiang Zhang , George Em Karniadakis

Starting from the observation that artificial neural networks are uniquely suited to solving optimisation problems, and most physics problems can be cast as an optimisation task, we introduce a novel way of finding a numerical solution to…

High Energy Physics - Phenomenology · Physics 2019-07-10 Maria Laura Piscopo , Michael Spannowsky , Philip Waite

For a stochastic differential equation (SDE) that is an It\^{o} diffusion or Langevin equation, the Fokker-Planck operator governs the evolution of the probability density, while its adjoint, the infinitesimal generator of the stochastic…

Numerical Analysis · Mathematics 2025-08-29 Max Kreider , Peter J. Thomas , Yao Li

We demonstrate a method which allows the stochastic modelling of quantum systems for which the generalised Fokker-Planck equation in the phase space contains derivatives of higher than second order. This generalises quantum stochastics far…

Quantum Physics · Physics 2009-11-07 L. I. Plimak , M. K. Olsen , M. Fleischhauer , M. J. Collett

Transition path theory (TPT) is a mathematical framework for quantifying rare transition events between a pair of selected metastable states $A$ and $B$. Central to TPT is the committor function, which describes the probability to hit the…

Numerical Analysis · Mathematics 2026-01-22 Zezheng Song , Maria K. Cameron , Haizhao Yang

The time evolution of the probability distribution of a stochastic differential equation follows the Fokker-Planck equation, which usually has an unbounded, high-dimensional domain. Inspired by our early study in \cite{li2018data}, we…

Numerical Analysis · Mathematics 2020-12-22 Jiayu Zhai , Matthew Dobson , Yao Li

Solving the Fokker-Planck equation for high-dimensional complex turbulent dynamical systems is an important and practical issue. However, most traditional methods suffer from the curse of dimensionality and have difficulties in capturing…

Methodology · Statistics 2017-12-06 Nan Chen , Andrew J. Majda
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