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In this paper we focus on the construction of numerical schemes for nonlinear Fokker-Planck equations that preserve the structural properties, like non negativity of the solution, entropy dissipation and large time behavior. The methods…

Numerical Analysis · Mathematics 2017-11-13 Lorenzo Pareschi , Mattia Zanella

Can neural networks learn to solve partial differential equations (PDEs)? We investigate this question for two (systems of) PDEs, namely, the Poisson equation and the steady Navier--Stokes equations. The contributions of this paper are…

Machine Learning · Computer Science 2019-04-16 Tim Dockhorn

Recent works have shown that deep neural networks can be employed to solve partial differential equations, giving rise to the framework of physics informed neural networks. We introduce a generalization for these methods that manifests as a…

Numerical Analysis · Mathematics 2021-03-25 Remco van der Meer , Cornelis Oosterlee , Anastasia Borovykh

We consider three classes of linear non-symmetric Fokker-Planck equations having a unique steady state and establish exponential convergence of solutions towards the steady state with explicit (estimates of) decay rates. First,…

Analysis of PDEs · Mathematics 2023-08-21 Franz Achleitner , Anton Arnold , Dominik Stürzer

We introduce a framework for solving a class of parabolic partial differential equations on triangle mesh surfaces, including the Hamilton-Jacobi equation and the Fokker-Planck equation. PDE in this class often have nonlinear or stiff terms…

Numerical Analysis · Mathematics 2024-06-04 Leticia Mattos Da Silva , Oded Stein , Justin Solomon

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

Physics-informed neural networks allow models to be trained by physical laws described by general nonlinear partial differential equations. However, traditional architectures struggle to solve more challenging time-dependent problems due to…

Computational Physics · Physics 2022-02-28 Benjamin Wu , Oliver Hennigh , Jan Kautz , Sanjay Choudhry , Wonmin Byeon

This paper presents machine learning techniques and deep reinforcement learningbased algorithms for the efficient resolution of nonlinear partial differential equations and dynamic optimization problems arising in investment decisions and…

Optimization and Control · Mathematics 2021-04-19 Maximilien Germain , Huyên Pham , Xavier Warin

This paper presents an overview of some techniques and concepts coming from dynamical system theory and used for the analysis of dynamical neural networks models. In a first section, we describe the dynamics of the neuron, starting from the…

Adaptation and Self-Organizing Systems · Physics 2011-11-09 B. Cessac , M. Samuelides

In this note, we develop semi-analytical techniques to obtain the full correlational structure of a stochastic network of nonlinear neurons described by rate variables. Under the assumption that pairs of membrane potentials are jointly…

Neurons and Cognition · Quantitative Biology 2016-10-12 Guillaume Hennequin , Máté Lengyel

Identification of nonlinear dynamical systems is crucial across various fields, facilitating tasks such as control, prediction, optimization, and fault detection. Many applications require methods capable of handling complex systems while…

Machine Learning · Statistics 2024-11-05 Luc Brogat-Motte , Riccardo Bonalli , Alessandro Rudi

This research introduces an extended application of neural networks for solving nonlinear partial differential equations (PDEs). A neural network, combined with a pseudo-arclength continuation, is proposed to construct bifurcation diagrams…

Numerical Analysis · Mathematics 2025-07-24 Muhammad Luthfi Shahab , Hadi Susanto

We consider a class of nonlinear partial-differential equations, including the spatially homogeneous Fokker-Planck-Landau equation for Maxwell (or pseudo-Maxwell) molecules. Continuing the work of Fontbona-Gu\'erin-M\'el\'eard, we propose a…

Mathematical Physics · Physics 2008-11-18 Nicolas Fournier

Recently, physics informed neural networks have successfully been applied to a broad variety of problems in applied mathematics and engineering. The principle idea is to use a neural network as a global ansatz function to partial…

Machine Learning · Computer Science 2022-03-28 Alexander Henkes , Henning Wessels , Rolf Mahnken

This work proposes a solution for the problem of training physics-informed networks under partial integro-differential equations. These equations require an infinite or a large number of neural evaluations to construct a single residual for…

Machine Learning · Computer Science 2024-06-12 Ehsan Saleh , Saba Ghaffari , Timothy Bretl , Luke Olson , Matthew West

We study the long-time behaviour of a nonlinear Fokker-Planck equation, which models the evolution of rigid polymers in a given flow, after a closure approximation. The aim of this work is twofold: first, we propose a microscopic derivation…

Analysis of PDEs · Mathematics 2011-07-20 Lingbing He , Claude Le Bris , Tony Lelièvre

At functional scales, cortical behavior results from the complex interplay of a large number of excitable cells operating in noisy environments. Such systems resist to mathematical analysis, and computational neurosciences have largely…

Neurons and Cognition · Quantitative Biology 2014-03-05 Mathieu Galtier , Jonathan Touboul

The phenomena of nonlocal transport in magnetically confined plasma are theoretically analyzed. A hybrid model is proposed, which brings together the notion of inverse energy cascade, typical of drift-wave- and two-dimensional fluid…

Plasma Physics · Physics 2013-07-02 Alexander V. Milovanov , Jens Juul Rasmussen

We present the newly developed stochastic model of the galactic cosmic ray (GCR) particles transport in the heliosphere. Mathematically Parker transport equation (PTE) describing non-stationary transport of charged particles in the…

Solar and Stellar Astrophysics · Physics 2015-09-23 A. Wawrzynczak , R. Modzelewska , A. Gil

In this work, we develop novel structure-preserving numerical schemes for a class of nonlinear Fokker--Planck equations with nonlocal interactions. Such equations can cover many cases of importance, such as porous medium equations with…

Numerical Analysis · Mathematics 2020-08-18 Chenghua Duan , Wenbin Chen , Chun Liu , Xingye Yue , Shenggao Zhou
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