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SOLVING INVERSE STOCHASTIC PROBLEMS FROM DISCRETE PARTICLE OBSERVATIONS USING THE FOKKER-PLANCK EQUATION AND PHYSICS-INFORMED NEURAL NETWORKS

Chen, XL; Yang, L; Duan, JQ; Karniadakis, GEM

Chen, XL (corresponding author), Huazhong Univ Sci & Technol, Ctr Math Sci, tSch Math & Stat, Wuhan 430074, Peoples R China.; Chen, XL (corresponding author), Brown Univ, Div Appl Math, Providence, RI 02912 USA.

SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2021; 43 (3): B811

Abstract

The Fokker-Planck (FP) equation governing the evolution of the probability density function (PDF) is applicable to many disciplines, but it requires s......

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