Probability flow solution of the Fokker–Planck equation

The method of choice for integrating the time-dependent Fokker–Planck equation (FPE) in high-dimension is to generate samples from the solution via integration of the associated stochastic differential equation (SDE). Here, we study an alternative scheme based on integrating an ordinary differential...

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Bibliografski detalji

Glavni autori:	Nicholas M Boffi, Eric Vanden-Eijnden
Format:	Artigo
Jezik:	Inglês
Izdano:	IOP Publishing 2023-01-01
Serija:	Machine Learning: Science and Technology
Teme:	Fokker–Planck equation statistical physics stochastic dynamics high-dimensional scientific computing diffusion models
Online pristup:	https://doi.org/10.1088/2632-2153/ace2aa
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