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physics.comp-ph2019★ 157 cited
Solving Fokker-Planck equation using deep learning
Yong Xu, Hao Zhang, Yongge Li +3
The probability density function of stochastic differential equations is governed by the Fokker-Planck (FP) equation. A novel machine learning method is developed to solve the gene…
math.DS2019
Averaging principles for non-autonomous two-time-scale stochastic reaction-diffusion equations with polynomial growth
Ruifang Wang, Yong Xu, Bin Pei
In this paper, we develop the averaging principle for a class of two-time-scale stochastic reaction-diffusion equations driven by Wiener processes and Poisson random measures. We a…