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The invariant distribution, which is characterized by the stationary Fokker-Planck equation, is an important object in the study of randomly perturbed dynamical systems. Traditional numerical methods for computing the invariant distribution…
Score-based generative models (SGMs) learn a family of noise-conditional score functions corresponding to the data density perturbed with increasingly large amounts of noise. These perturbed data densities are linked together by the…
In this work, we propose an adaptive learning approach based on temporal normalizing flows for solving time-dependent Fokker-Planck (TFP) equations. It is well known that solutions of such equations are probability density functions, and…
Solving the stationary nonlinear Fokker-Planck equations is important in applications and examples include the Poisson-Boltzmann equation and the two layer neural networks. Making use of the connection between the interacting particle…
In this paper, we propose efficient quantum algorithms for solving nonlinear stochastic differential equations (SDE) via the associated Fokker-Planck equation (FPE). We discretize the FPE in space and time using two well-known numerical…
Physics-informed deep learning often faces optimization challenges due to the complexity of solving partial differential equations (PDEs), which involve exploring large solution spaces, require numerous iterations, and can lead to unstable…
Deep neural networks (DNN) have been used to model nonlinear relations between physical quantities. Those DNNs are embedded in physical systems described by partial differential equations (PDE) and trained by minimizing a loss function that…
Neural network-based methods for solving differential equations have been gaining traction. They work by improving the differential equation residuals of a neural network on a sample of points in each iteration. However, most of them employ…
Neural network solvers for partial differential equations (PDEs) have made significant progress, yet they continue to face challenges related to data scarcity and model robustness. Traditional data augmentation methods, which leverage…
Kinetic descriptions of runaway electrons (RE) are usually based on Fokker-Planck models that determine the probability distribution function (PDF) of RE in 2-dimensional momentum space. Despite of the simplification involved, the…
Phase-field models have been widely used to investigate the phase transformation phenomena. However, it is difficult to solve the problems numerically due to their strong nonlinearities and higher-order terms. This work is devoted to…
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…
This paper deals with the problem of efficient sampling from a stochastic differential equation, given the drift function and the diffusion matrix. The proposed approach leverages a recent model for probabilities \cite{rudi2021psd} (the…
A spectral solution method is proposed to solve a previuously developed non-equilibrium statistical model describing partial thermalization of produced charged hadrons in relativistic heavy-ion collisions, thus improving the accuracy of the…
Partial differential equations (PDEs) are widely used across the physical and computational sciences. Decades of research and engineering went into designing fast iterative solution methods. Existing solvers are general purpose, but may be…
We present a stochastic method for efficiently computing the solution of time-fractional partial differential equations (fPDEs) that model anomalous diffusion problems of the subdiffusive type. After discretizing the fPDE in space, the…
Due to the curse of dimensionality, solving high dimensional parabolic partial differential equations (PDEs) has been a challenging problem for decades. Recently, a weak adversarial network (WAN) proposed in (Y.Zang et al., 2020) offered a…
The Fokker-Planck equations (FPEs) for stochastic systems driven by additive symmetric $\alpha$-stable noises may not adequately describe the time evolution for the probability densities of solution paths in some practical applications,…
We extend the concept of self-consistency for the Fokker-Planck equation (FPE) to the more general McKean-Vlasov equation (MVE). While FPE describes the macroscopic behavior of particles under drift and diffusion, MVE accounts for the…
In this paper, we propose a way to solve partial differential equations (PDEs) by combining machine learning techniques and the finite element method called Phi-FEM. For that, we use the Fourier Neural Operator (FNO), a learning mapping…