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In this paper we solve the Boltzmann transport equation using AI libraries. The reason why this is attractive is because it enables one to use the highly optimised software within AI libraries, enabling one to run on different computer…
A numerical scheme for approximating the nonlinear filtering density is introduced and its convergence rate is established, theoretically under a parabolic H\"{o}rmander condition, and empirically in numerical examples. In a prediction…
We propose the novel numerical scheme for solution of the multidimensional Fokker-Planck equation, which is based on the Chebyshev interpolation and the spectral differentiation techniques as well as low rank tensor approximations, namely,…
In this article we try to bridge the gap between the quantum dynamical semigroup and Wigner function approaches to quantum open systems. In particular we study stationary states and the long time asymptotics for the quantum Fokker-Planck…
In neuroscience, the distribution of a decision time is modelled by means of a one-dimensional Fokker--Planck equation with time-dependent boundaries and space-time-dependent drift. Efficient approximation of the solution to this equation…
Providing an analytical treatment to the stochastic feature of neurons' dynamics is one of the current biggest challenges in mathematical biology. The noisy leaky integrate-and-fire model and its associated Fokker-Planck equation are…
Stochastic simulators are an indispensable tool in many branches of science. Often based on first principles, they deliver a series of samples whose distribution implicitly defines a probability measure to describe the phenomena of…
The Fokker--Planck equation is a key ingredient of many models in physics, and related subjects, and arises in a diverse array of settings. Analytical solutions are limited to special cases, and resorting to numerical simulation is often…
A recently new intelligent optimization algorithm called discrete state transition algorithm is considered in this study, for solving unconstrained integer optimization problems. Firstly, some key elements for discrete state transition…
The Traffic Assignment Problem is a fundamental, yet computationally expensive, task in transportation modeling, especially for large-scale networks. Traditional methods require iterative simulations to reach equilibrium, making real-time…
Tensor neural networks (TNNs) have demonstrated their superiority in solving high-dimensional problems. However, similar to conventional neural networks, TNNs are also influenced by the Frequency Principle, which limits their ability to…
The learning process for multi layered neural networks with many nodes makes heavy demands on computational resources. In some neural network models, the learning formulas, such as the Widrow-Hoff formula, do not change the eigenvectors of…
In this paper, we introduce an adaptive kernel method for solving the optimal filtering problem. The computational framework that we adopt is the Bayesian filter, in which we recursively generate an optimal estimate for the state of a…
This paper presents a general-purpose formulation of a large class of discrete-time planning problems, with hybrid state and control-spaces, as factored transition systems. Factoring allows state transitions to be described as the…
Solving high-dimensional Fokker-Planck (FP) equations is a challenge in computational physics and stochastic dynamics, due to the curse of dimensionality (CoD) and unbounded domains. Existing deep learning approaches, such as…
We consider artificial neurons which will update their weight coefficients with an internal rule based on backpropagation, rather than using it as an external training procedure. To achieve this we include the backpropagation error estimate…
Computing the ground state of interacting quantum matter is a long-standing challenge, especially for complex two-dimensional systems. Recent developments have highlighted the potential of neural quantum states to solve the quantum…
Traditional computational methods, such as the finite element analysis, have provided valuable insights into uncovering the underlying mechanisms of brain physical behaviors. However, precise predictions of brain physics require effective…
Fokker-Planck equation with the velocity-dependent coefficients is considered for various isotropic systems on the basis of probability transition (PT) approach. This method provides the self-consistent and universal description of friction…
We propose a finite-dimensional control-based method to approximate solution operators for evolutional partial differential equations (PDEs), particularly in high-dimensions. By employing a general reduced-order model, such as a deep neural…