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20172026
most citedAdaptive deep density approximation for Fokker-Planck equations

51 citations · 98 across the 14 of their papers we have counts for

collaborators

14 papers

cs.LG2026

A transition-density-based operator learning method for Fokker-Planck equations with various initial conditions

Li Zeng, Xiaoliang Wan, Yaobin Wang +2

Solving Fokker-Planck equations (FPEs) for multiple initial conditions typically requires repeated computations, leading to substantial computational costs. In this work, we propos…

math.NA2024

Adaptive deep density approximation for stochastic dynamical systems

Junjie He, Qifeng Liao, Xiaoliang Wan

In this paper we consider adaptive deep neural network approximation for stochastic dynamical systems. Based on the Liouville equation associated with the stochastic dynamical syst…

stat.ML2023★ 5 cited

Adversarial Adaptive Sampling: Unify PINN and Optimal Transport for the Approximation of PDEs

Kejun Tang, Jiayu Zhai, Xiaoliang Wan +1

Solving partial differential equations (PDEs) is a central task in scientific computing. Recently, neural network approximation of PDEs has received increasing attention due to its…

cs.LG2023

Bounded KRnet and its applications to density estimation and approximation

Li Zeng, Xiaoliang Wan, Tao Zhou

In this paper, we develop an invertible mapping, called B-KRnet, on a bounded domain and apply it to density estimation/approximation for data or the solutions of PDEs such as the…

stat.ML2023★ 1 cited

Dimension-reduced KRnet maps for high-dimensional Bayesian inverse problems

Yani Feng, Kejun Tang, Xiaoliang Wan +1

We present a dimension-reduced KRnet map approach (DR-KRnet) for high-dimensional Bayesian inverse problems, which is based on an explicit construction of a map that pushes forward…

cs.LG2022

Adaptive deep density approximation for fractional Fokker-Planck equations

Li Zeng, Xiaoliang Wan, Tao Zhou

In this work, we propose adaptive deep learning approaches based on normalizing flows for solving fractional Fokker-Planck equations (FPEs). The solution of a FPE is a probability…

math.NA2021★ 11 cited

DAS-PINNs: A deep adaptive sampling method for solving high-dimensional partial differential equations

Kejun Tang, Xiaoliang Wan, Chao Yang

In this work we propose a deep adaptive sampling (DAS) method for solving partial differential equations (PDEs), where deep neural networks are utilized to approximate the solution…

stat.ML2021★ 1 cited

Augmented KRnet for density estimation and approximation

Xiaoliang Wan, Kejun Tang

In this work, we have proposed augmented KRnets including both discrete and continuous models. One difficulty in flow-based generative modeling is to maintain the invertibility of…

stat.ML2021★ 51 cited

Adaptive deep density approximation for Fokker-Planck equations

Kejun Tang, Xiaoliang Wan, Qifeng Liao

In this paper we present an adaptive deep density approximation strategy based on KRnet (ADDA-KR) for solving the steady-state Fokker-Planck (F-P) equations. F-P equations are usua…

stat.ML2020★ 3 cited

VAE-KRnet and its applications to variational Bayes

Xiaoliang Wan, Shuangqing Wei

In this work, we have proposed a generative model, called VAE-KRnet, for density estimation or approximation, which combines the canonical variational autoencoder (VAE) with our re…

stat.ML2019★ 10 cited

Coupling the reduced-order model and the generative model for an importance sampling estimator

Xiaoliang Wan, Shuangqing Wei

In this work, we develop an importance sampling estimator by coupling the reduced-order model and the generative model in a problem setting of uncertainty quantification. The targe…

math.NA2018★ 1 cited

Numerical approximation of elliptic problems with log-normal random coefficients

Xiaoliang Wan, Haijun Yu

In this work, we consider a non-standard preconditioning strategy for the numerical approximation of the classical elliptic equations with log-normal random coefficients. In \cite{…

math.NA2017★ 11 cited

Convergence analysis of a finite element approximation of minimum action methods

Xiaoliang Wan, Haijun Yu, Jiayu Zhai

In this work, we address the convergence of a finite element approximation of the minimizer of the Freidlin-Wentzell (F-W) action functional for non-gradient dynamical systems pert…

math.NA2017★ 4 cited

A General Framework for Enhancing Sparsity of Generalized Polynomial Chaos Expansions

Xiu Yang, Xiaoliang Wan, Lin Lin +1

Compressive sensing has become a powerful addition to uncertainty quantification when only limited data is available. In this paper we provide a general framework to enhance the sp…