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The Fokker-Planck (FP) equation governing the evolution of the probability density function (PDF) is applicable to many disciplines but it requires specification of the coefficients for each case, which can be functions of space-time and…

Computational Physics · Physics 2020-08-26 Xiaoli Chen , Liu Yang , Jinqiao Duan , George Em Karniadakis

Stochastic differential equations are commonly used to describe the evolution of stochastic processes. The state uncertainty of such processes is best represented by the probability density function (PDF), whose evolution is governed by the…

Machine Learning · Computer Science 2026-03-03 Chun-Wei Kong , Luca Laurenti , Jay McMahon , Morteza Lahijanian

Stochastic dynamical systems provide essential mathematical frameworks for modeling complex real-world phenomena. The Fokker-Planck-Kolmogorov (FPK) equation governs the evolution of probability density functions associated with stochastic…

Computation · Statistics 2025-10-13 Yi Zhang , Yiting Duan , Xiangjun Wang , Zhikun Zhang

Physics-informed neural networks (PINNs) are an emerging technique to solve partial differential equations (PDEs). In this work, we propose a simple but effective PINN approach for the phase-field model of ferroelectric microstructure…

Materials Science · Physics 2024-09-06 Lan Shang , Sizheng Zheng , Jin Wang , Jie Wang

In this paper, we develop a novel mesh-free framework, termed physics-informed neural networks with invariant measure score matching (PINN-IMSM), for reconstructing dynamical systems from unlabeled point-cloud data that capture the system's…

Numerical Analysis · Mathematics 2026-01-21 Yongsheng Chen , Suddhasattwa Das , Wei Guo , Xinghui Zhong

Physics-Informed Neural Networks (PINNs) represent a groundbreaking paradigm in scientific computing, seamlessly integrating the robust framework of deep learning with fundamental physical laws. This paper meticulously applies the standard…

Numerical Analysis · Mathematics 2026-01-19 Ahmed Aberqi , Ahmed Miloudi

Physics-informed neural networks (PiNNs) recently emerged as a powerful solver for a large class of partial differential equations under various initial and boundary conditions. In this paper, we propose trapz-PiNNs, physics-informed neural…

Computational Physics · Physics 2023-04-19 Senbao Jiang , Xiaofan Li

We introduce an innovative approach for solving high-dimensional Fokker-Planck-L\'evy (FPL) equations in modeling non-Brownian processes across disciplines such as physics, finance, and ecology. We utilize a fractional score function and…

Machine Learning · Computer Science 2024-06-18 Zheyuan Hu , Zhongqiang Zhang , George Em Karniadakis , Kenji Kawaguchi

The Fokker-Plank-Kolmogorov (FPK) equation is an idealized model representing many stochastic systems commonly encountered in the analysis of stochastic structures as well as many other applications. Its solution thus provides an invaluable…

Machine Learning · Computer Science 2023-11-09 Amir H. Khodabakhsh , Seid H. Pourtakdoust

Physics-informed neural networks (PINNs) [31] use automatic differentiation to solve partial differential equations (PDEs) by penalizing the PDE in the loss function at a random set of points in the domain of interest. Here, we develop a…

Neural and Evolutionary Computing · Computer Science 2019-12-03 E. Kharazmi , Z. Zhang , G. E. Karniadakis

A physics-informed neural network (PINN) that combines deep learning with physics is studied to solve the nonlinear Schr\"odinger equation for learning nonlinear dynamics in fiber optics. We carry out a systematic investigation and…

Optics · Physics 2021-09-03 Xiaotian Jiang , Danshi Wang , Qirui Fan , Min Zhang , Chao Lu , Alan Pak Tao Lau

Physics-informed neural networks (PINNs) are effective in solving integer-order partial differential equations (PDEs) based on scattered and noisy data. PINNs employ standard feedforward neural networks (NNs) with the PDEs explicitly…

Computational Physics · Physics 2021-11-03 Guofei Pang , Lu Lu , George Em Karniadakis

In recent years, Physics-Informed Neural Networks (PINNs) have emerged as a powerful and robust framework for solving nonlinear differential equations across a wide range of scientific and engineering disciplines, including biology,…

Fluid Dynamics · Physics 2025-11-19 Ritik Pal , Soubhik Mukherjee , Urmi Dutta , Arghya Choudhury

Physics-Informed Neural Networks (PINN) are neural networks (NNs) that encode model equations, like Partial Differential Equations (PDE), as a component of the neural network itself. PINNs are nowadays used to solve PDEs, fractional…

The normalization constraint on probability density poses a significant challenge for solving the Fokker-Planck equation. Normalizing Flow, an invertible generative model leverages the change of variables formula to ensure probability…

Machine Learning · Computer Science 2023-09-28 Feng Liu , Faguo Wu , Xiao Zhang

The probability density function of stochastic differential equations is governed by the Fokker-Planck (FP) equation. A novel machine learning method is developed to solve the general FP equations based on deep neural networks. The proposed…

Computational Physics · Physics 2020-02-19 Yong Xu , Hao Zhang , Yongge Li , Kuang Zhou , Qi Liu , Jürgen Kurths

Temporally and spatially dependent uncertain parameters are regularly encountered in engineering applications. Commonly these uncertainties are accounted for using random fields and processes, which require knowledge about the appearing…

Numerical Analysis · Mathematics 2021-11-23 Jan Niklas Fuhg , Ioannis Kalogeris , Amélie Fau , Nikolaos Bouklas

The physics informed neural network (PINN) is evolving as a viable method to solve partial differential equations. In the recent past PINNs have been successfully tested and validated to find solutions to both linear and non-linear partial…

Machine Learning · Computer Science 2024-03-28 Vikas Dwivedi , Nishant Parashar , Balaji Srinivasan

Physics-Informed Neural Networks (PINNs) have emerged as a powerful tool for solving differential equations and modeling physical systems by embedding physical laws into the learning process. However, rigorously quantifying how well a PINN…

Machine Learning · Computer Science 2026-01-21 Josafat Ribeiro Leal Filho , Antônio Augusto Fröhlich

The physics informed neural network (PINN) is a promising method for solving time-evolution partial differential equations (PDEs). However, the standard PINN method may fail to solve the PDEs with strongly nonlinear characteristics or those…

Numerical Analysis · Mathematics 2023-06-08 Jiawei Guo , Yanzhong Yao , Han Wang , Tongxiang Gu
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