Deep learning framework for solving Fokker–Planck equations with low-rank separation representation

H Zhang, Y Xu, Q Liu, Y Li - Engineering Applications of Artificial …, 2023 - Elsevier
An insightful deep learning framework is proposed to solve the well-known Fokker–Planck
(FP) equations that quantify the evolution of the probability density function. It efficiently …

A Pseudoreversible Normalizing Flow for Stochastic Dynamical Systems with Various Initial Distributions

M Yang, P Wang, D del-Castillo-Negrete, Y Cao… - SIAM Journal on …, 2024 - SIAM
We present a pseudoreversible normalizing flow method for efficiently generating samples
of the state of a stochastic differential equation (SDE) with various initial distributions. The …

Solving time dependent Fokker-Planck equations via temporal normalizing flow

X Feng, L Zeng, T Zhou - arXiv preprint arXiv:2112.14012, 2021 - arxiv.org
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 …

[HTML][HTML] Learning the temporal evolution of multivariate densities via normalizing flows

Y Lu, R Maulik, T Gao, F Dietrich… - … Journal of Nonlinear …, 2022 - pubs.aip.org
In this work, we propose a method to learn multivariate probability distributions using sample
path data from stochastic differential equations. Specifically, we consider temporally …

Extracting stochastic governing laws by non-local Kramers–Moyal formulae

Y Lu, Y Li, J Duan - … Transactions of the Royal Society A, 2022 - royalsocietypublishing.org
With the rapid development of computational techniques and scientific tools, great progress
of data-driven analysis has been made to extract governing laws of dynamical systems from …

Generative modeling of time-dependent densities via optimal transport and projection pursuit

J Botvinick-Greenhouse, Y Yang… - Chaos: An Interdisciplinary …, 2023 - pubs.aip.org
Motivated by the computational difficulties incurred by popular deep learning algorithms for
the generative modeling of temporal densities, we propose a cheap alternative that requires …

A conditional normalizing flow for domain decomposed uncertainty quantification

S Li, K Li, Y Liu, Q Liao - arXiv preprint arXiv:2411.01740, 2024 - arxiv.org
In this paper we present a conditional KRnet (cKRnet) based domain decomposed
uncertainty quantification (CKR-DDUQ) approach to propagate uncertainties across different …

Flow to Rare Events: An Application of Normalizing Flow in Temporal Importance Sampling for Automated Vehicle Validation*

Y Ye, H Zhang, Y Tian, J Sun… - 2024 IEEE International …, 2024 - ieeexplore.ieee.org
Automated Vehicle (AV) validation based on simulated testing requires unbiased evaluation
and high efficiency. One effective solution is to increase the exposure to risky rare events …

[图书][B] Scientific Machine Learning for Modeling and Discovery of Physical Systems with Quantified Uncertainty

L Sun - 2023 - search.proquest.com
Deep learning models have nowadays gained increasing attention in the scientific
computing field due to their inherent nature to capture nonlinear and high-dimensional …

Fully differentiable model discovery

GJ Both, R Kusters - arXiv preprint arXiv:2106.04886, 2021 - arxiv.org
Model discovery aims at autonomously discovering differential equations underlying a
dataset. Approaches based on Physics Informed Neural Networks (PINNs) have shown …