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physics.comp-ph2020★ 11 cited
Solving Inverse Stochastic Problems from Discrete Particle Observations Using the Fokker-Planck Equation and Physics-informed Neural Networks
Xiaoli Chen, Liu Yang, Jinqiao Duan +1
The Fokker-Planck (FP) equation governing the evolution of the probability density function (PDF) is applicable to many disciplines but it requires specification of the coefficient…
physics.comp-ph2019★ 10 cited
Learning and Meta-Learning of Stochastic Advection-Diffusion-Reaction Systems from Sparse Measurements
Xiaoli Chen, Jinqiao Duan, George Em Karniadakis
Physics-informed neural networks (PINNs) were recently proposed in [1] as an alternative way to solve partial differential equations (PDEs). A neural network (NN) represents the so…