Neural parametric Fokker-Planck equations
Shu Liu, Wuchen Li, Hongyuan Zha, Haomin Zhou
Published in SIAM Journal on Numerical Analysis, Vol. 60, Iss. 3, pp. 1385-1449, 2022
A shorter version, titled “Parametric Fokker-Planck Equation,” was published in the Geometric Science of Information 2019 Proceedings (Vol. 4). The paper is available at arXiv:1903.10076. Please note that Example 3 in this shorter paper is not fully rigorous. The corrections can be found in Section 3.4 of the current journal version. Thank Dr. Mingxuan Yi for pointing this out.