Adaptive deep density approximation for fractional Fokker-Planck equations
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Publication:6087826
DOI10.1007/s10915-023-02379-zarXiv2210.14402OpenAlexW4388304013MaRDI QIDQ6087826
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Publication date: 16 November 2023
Published in: Journal of Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2210.14402
Monte Carlo samplingfractional Fokker-Planck equationGaussian radial basis functionsnormalizing flowadaptive density approximation
Artificial neural networks and deep learning (68T07) Numerical solutions to stochastic differential and integral equations (65C30) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)
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