Neural Parametric Fokker-Planck Equation
Organizer
Speaker
Zeju Sun
Time
Tuesday, November 29, 2022 9:00 PM - 9:30 PM
Venue
Online
Abstract
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.