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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

The Fokker-Planck equation is a partial differential equation which is a key ingredient in many models in physics. This paper aims to obtain a quantum counterpart of Fokker-Planck dynamics, as a means to describing quantum Fokker-Planck…

Operator Algebras · Mathematics 2022-05-18 Louis Labuschagne , W. Adam Majewski

The success of the current wave of artificial intelligence can be partly attributed to deep neural networks, which have proven to be very effective in learning complex patterns from large datasets with minimal human intervention. However,…

Machine Learning · Computer Science 2022-06-01 Haakon Robinson , Suraj Pawar , Adil Rasheed , Omer San

Equation of long-range particle drift and diffusion on three-dimensional physical lattice is suggested. This equation can be considered as a lattice analogof space-fractional Fokker-Planck equation for continuum. The lattice approach gives…

Statistical Mechanics · Physics 2015-03-13 Vasily E. Tarasov

To characterize the Neumann problem for nonlinear Fokker-Planck equations, we investigate distribution dependent reflecting SDEs (DDRSDEs) in a domain. We first prove the well-posedness and establish functional inequalities for reflecting…

Probability · Mathematics 2021-10-26 Feng-Yu Wang

In this paper we will consider the peridynamic equation of motion which is described by a second order in time partial integro-differential equation. This equation has recently received great attention in several fields of Engineering…

In a previous work [math.AP/0305408] three of us have studied a nonlinear parabolic equation arising in the mesoscopic modelling of concentrated suspensions of particles that are subjected to a given time-dependent shear rate. In the…

Analysis of PDEs · Mathematics 2007-05-23 Eric Cancès , Isabelle Catto , Yousra Gati , Claude Le Bris

We propose a new method for spatio-temporal forecasting on arbitrarily distributed points. Assuming that the observed system follows an unknown partial differential equation, we derive a continuous-time model for the dynamics of the data…

Machine Learning · Computer Science 2022-03-18 Marten Lienen , Stephan Günnemann

We describe the mathematical theory of diffusion and heat transport with a view to including some of the main directions of recent research. The linear heat equation is the basic mathematical model that has been thoroughly studied in the…

Analysis of PDEs · Mathematics 2017-06-27 Juan Luis Vázquez

We propose a neural network-based meta-learning method to efficiently solve partial differential equation (PDE) problems. The proposed method is designed to meta-learn how to solve a wide variety of PDE problems, and uses the knowledge for…

Machine Learning · Statistics 2023-10-23 Tomoharu Iwata , Yusuke Tanaka , Naonori Ueda

Neural operator learning directly constructs the mapping relationship from the equation parameter space to the solution space, enabling efficient direct inference in practical applications without the need for repeated solution of partial…

Machine Learning · Computer Science 2026-04-28 Heng Wu , Junjie Wang , Benzhuo Lu

In dilute turbulent particle-laden flows, such as atmospheric dispersion of pollutants or virus particles, the dynamics of tracer-like to low inertial particles are significantly altered by the fluctuating motion of the carrier fluid phase.…

Fluid Dynamics · Physics 2024-06-19 Josh Williams , Uwe Wolfram , Ali Ozel

This paper presents a partial state of the art about the topic of representation of generalized Fokker-Planck Partial Differential Equations (PDEs) by solutions of McKean Feynman-Kac Equations (MFKEs) that generalize the notion of McKean…

Probability · Mathematics 2019-12-09 Lucas Izydorczyk , Nadia Oudjane , Francesco Russo

In recent years a large literature on deep learning based methods for the numerical solution partial differential equations has emerged; results for integro-differential equations on the other hand are scarce. In this paper we study deep…

Numerical Analysis · Mathematics 2021-09-27 Rüdiger Frey , Verena Köck

We study a model that intermediates among the wave, heat, and transport equations. The approach considers the propagation of initial disturbances in a one-dimensional medium that can vibrate. The medium is nonlinear in such a form that…

Mathematical Physics · Physics 2019-05-15 Fernando Olivar-Romero , Oscar Rosas-Ortiz

To investigate the complex dynamics of a biological neuron that is subject to small random perturbations we can use stochastic neuron models. While many techniques have already been developed to study properties of such models, especially…

Neurons and Cognition · Quantitative Biology 2017-07-18 Jan H. Kirchner

Physically-inspired latent force models offer an interpretable alternative to purely data driven tools for inference in dynamical systems. They carry the structure of differential equations and the flexibility of Gaussian processes,…

Machine Learning · Computer Science 2022-01-25 Jacob D. Moss , Felix L. Opolka , Bianca Dumitrascu , Pietro Lió

A non-linear differential equation arising from a stochastic process known as branching Brownian motion is considered. We find an explicit solution and show the uniqueness of the solution under some boundedness conditions using…

Probability · Mathematics 2022-10-27 Erfan Salavati

The existence and uniqueness of measure-valued solutions to stochastic nonlinear, non-local Fokker-Planck equations is proven. This type of stochastic PDE is shown to arise in the mean field limit of weakly interacting diffusions with…

Probability · Mathematics 2021-03-30 Michele Coghi , Benjamin Gess

We describe a new approach for modeling the transport of high energy particles accelerated during flares from the acceleration region in the solar corona until their eventual thermalization in the flare footpoint. Our technique numerically…

Solar and Stellar Astrophysics · Physics 2020-10-14 Joel C. Allred , Meriem Alaoui , Adam F. Kowalski , Graham S. Kerr