Neural Parametric Fokker--Planck Equation
Neural Parametric Fokker--Planck Equation
In this paper, we develop and analyze numerical methods for high-dimensional Fokker--Planck equations by leveraging generative models from deep learning. Our starting point is a formulation of the Fokker--Planck equation as a system of ordinary differential equations (ODEs) on finite-dimensional parameter space with the parameters inherited from generative models such …