Neural Parametric Fokker-Planck Equation

Speaker:    Zeju Sun

Time:    21:00-21:30    2022/11/29

Tencent Meeting: 735 7908 4302

 

Abtract:

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]