Neural Parametric Fokker-Planck Equation
Speaker: Zeju Sun
Time: 21:00-21:30 2022/11/29
Tencent Meeting: 735 7908 4302
In this talk, I will discuss the numerical methods for Fokker-Planck equations by leveraging generative models from deep learning. The Fokker-Planck equation will be formulated as a system of ordinary differential equations on finite-dimensional parameter space with the parameters inherited from generative models. Such an algorithm is sampling-based, which can handle the Fokker-Planck equations in higher dimensional spaces.
[Seminar on Control theory and Nonlinear Filtering]