arXiv:2606. 09434v1 Announce Type: new Abstract: The Fokker-Planck equation (FPE) plays a pivotal role in describing the time evolution of probability density functions (PDFs) for systems governed by stochastic dynamics.
arXiv:2606. 09434v2 Announce Type: replace Abstract: Solving Fokker-Planck equations (FPEs) for multiple initial conditions typically requires repeated computations, leading to substantial computational costs.
arXiv:2603. 18907v2 Announce Type: replace Abstract: We propose a new Neural Galerkin Normalizing Flow framework to approximate the transition probability density function of a diffusion process by solving the corresponding Fokker-Planck equation with an atomic initial distribution, parametrically with respect to the location of the initial mass.
arXiv:2512. 19196v4 Announce Type: replace-cross Abstract: Solving high-dimensional Fokker-Planck (FP) equations remains a challenging problem in computational physics and stochastic dynamics, due to the curse of dimensionality, unbounded domains, and complex probability landscapes.
One of the primary challenges in Bayesian inference on the parameters of a diffusion model from discrete observations is the unavailability of an analytical expression for the transition density function between consecutive observation times, which is needed to derive the likelihood function. Extending previous studies that solve Fokker-Planck (FP) type partial differential equations with Normalizing Flows, we propose a new Normalizing Flow architecture to learn the transition density function of the diffusion process between two observation times.
The paper introduces a mesh‑free, self‑supervised neural operator—called the Normalizing Flow Invertible Solution Transformer (NFIST)—for stochastic mean‑field control (MFC). By reformulating the controlled Fokker–Planck dynamics as a deterministic continuity equation via a probability‑flow ODE and an invertible normalizing‑flow transformer, the authors enable closed‑form score evaluation with linear cost per particle. The resulting operator learns from task prompts (distribution parameters or particle clouds) and can solve unseen MFC tasks in a single forward pass, achieving zero‑shot generalization across applications such as stochastic optimal control, Schrödinger bridges, systemic‑risk control, and obstacle‑avoiding path planning.
arXiv:2606. 04324v1 Announce Type: new Abstract: One of the primary challenges in Bayesian inference on the parameters of a diffusion model from discrete observations is the unavailability of an analytical expression for the transition density function between consecutive observation times, which is needed to derive the likelihood function.
arXiv:2604. 06001v2 Announce Type: replace-cross Abstract: Efficiently solving the Fokker-Planck equation (FPE) is central to analyzing complex parameterized stochastic systems.
arXiv:2607. 19173v1 Announce Type: new Abstract: Neural stochastic differential equations (SDEs) have emerged as powerful tools for learning noisy or stochastic dynamics directly from data; however, existing approaches largely assume uncoupled and continuous noise, limiting their applicability to realistic stochastic drivers, and often scale poorly in time, requiring expensive autoregressive training.
The paper introduces a data-driven effective model for stochastic chemical reaction networks that bypasses the high computational cost of the Stochastic Simulation Algorithm (SSA). By approximating the finite-time transition kernel of the SSA-induced continuous-time Markov chain with a generative machine learning model, the method operates on a user-defined coarse time step independent of microscopic reaction events. Using a conditional normalizing flow as the stochastic propagator, the trained model recursively generates statistically consistent trajectories, achieving significant computational savings while maintaining accuracy, as demonstrated through numerous numerical examples.
arXiv:2604. 07366v2 Announce Type: replace Abstract: Partial differential equations (PDEs) govern nearly every physical process in science and engineering, but solving them at scale remains prohibitively expensive.
arXiv:2609. 16406v1 Announce Type: cross Abstract: Machine learning-based partial differential equations (PDEs) solvers have attracted significant attention in recent years.
arXiv:2508. 21571v2 Announce Type: replace Abstract: Physics informed neural networks (PINNs) represent a very popular class of neural solvers for partial differential equations.