9 citations · 9 across the 2 of their papers we have counts for
2 papers
math.NA2020★ 9 cited
A deep learning method for solving Fokker-Planck equations
Jiayu Zhai, Matthew Dobson, Yao Li
The time evolution of the probability distribution of a stochastic differential equation follows the Fokker-Planck equation, which usually has an unbounded, high-dimensional domain…
math.NA2019
Using coupling methods to estimate sample quality for stochastic differential equations
Matthew Dobson, Jiayu Zhai, Yao Li
A probabilistic approach for estimating sample qualities for stochastic differential equations is introduced in this paper. The aim is to provide a quantitative upper bound of the…