FG Methoden der Künstlichen Intelligenz

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Recent Submissions
Interacting particle solutions of Fokker–Planck equations through gradient–log–density estimation

Maoutsa, Dimitra ; Reich, Sebastian ; Opper, Manfred (2020-07-22)

Fokker–Planck equations are extensively employed in various scientific fields as they characterise the behaviour of stochastic systems at the level of probability density functions. Although broadly used, they allow for analytical treatment only in limited settings, and often it is inevitable to resort to numerical solutions. Here, we develop a computational approach for simulating the time evo...