# Adaptive deep density approximation for fractional Fokker-Planck equations

arXiv: https://arxiv.org/abs/2210.14402 · HTML: https://mlsanity.com/paper/2210.14402/

## Key facts

- Cited by 4 papers in the map (data through 14 Oct 2026).
- Builds on 25 of its 51 references that are in the map.
- First posted on arXiv 26 Oct 2022.

## Builds on (most cited first, 25 of 25)

- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [Auto-Encoding Variational Bayes](https://mlsanity.com/paper/1312.6114/) (2013)
- [Variational Inference with Normalizing Flows](https://mlsanity.com/paper/1505.05770/) (2015)
- [Density estimation using Real NVP](https://mlsanity.com/paper/1605.08803/) (2016)
- [Glow: Generative Flow with Invertible 1x1 Convolutions](https://mlsanity.com/paper/1807.03039/) (2018)
- [Normalizing Flows for Probabilistic Modeling and Inference](https://mlsanity.com/paper/1912.02762/) (2019)
- [NICE: Non-linear Independent Components Estimation](https://mlsanity.com/paper/1410.8516/) (2014)
- [DGM: A deep learning algorithm for solving partial differential equations](https://mlsanity.com/paper/1708.07469/) (2017)
- [The Deep Ritz method: A deep learning-based numerical algorithm for solving variational problems](https://mlsanity.com/paper/1710.00211/) (2017)
- [Solving high-dimensional partial differential equations using deep learning](https://mlsanity.com/paper/1707.02568/) (2017)
- [Machine Learning for Fluid Mechanics](https://mlsanity.com/paper/1905.11075/) (2019)
- [B-PINNs: Bayesian Physics-Informed Neural Networks for Forward and Inverse PDE Problems with Noisy Data](https://mlsanity.com/paper/2003.06097/) (2020)
- [Physics-Constrained Deep Learning for High-dimensional Surrogate Modeling and Uncertainty Quantification without Labeled Data](https://mlsanity.com/paper/1901.06314/) (2019)
- [Deep Potential Molecular Dynamics: a scalable model with the accuracy of quantum mechanics](https://mlsanity.com/paper/1707.09571/) (2017)
- [Exact imposition of boundary conditions with distance functions in physics-informed deep neural networks](https://mlsanity.com/paper/2104.08426/) (2021)
- [Physics-Informed Generative Adversarial Networks for Stochastic Differential Equations](https://mlsanity.com/paper/1811.02033/) (2018)
- [Adversarial Uncertainty Quantification in Physics-Informed Neural Networks](https://mlsanity.com/paper/1811.04026/) (2018)
- [Discovering physical concepts with neural networks](https://mlsanity.com/paper/1807.10300/) (2018)
- [DAS-PINNs: A deep adaptive sampling method for solving high-dimensional partial differential equations](https://mlsanity.com/paper/2112.14038/) (2021)
- [Solving Inverse Stochastic Problems from Discrete Particle Observations Using the Fokker-Planck Equation and Physics-informed Neural Networks](https://mlsanity.com/paper/2008.10653/) (2020)
- [PFNN: A Penalty-Free Neural Network Method for Solving a Class of Second-Order Boundary-Value Problems on Complex Geometries](https://mlsanity.com/paper/2004.06490/) (2020)
- [Normalizing field flows: Solving forward and inverse stochastic differential equations using physics-informed flow models](https://mlsanity.com/paper/2108.12956/) (2021)
- [Adaptive deep density approximation for Fokker-Planck equations](https://mlsanity.com/paper/2103.11181/) (2021)
- [Monte Carlo PINNs: deep learning approach for forward and inverse problems involving high dimensional fractional partial differential equations](https://mlsanity.com/paper/2203.08501/) (2022)
- [Solving time dependent Fokker-Planck equations via temporal normalizing flow](https://mlsanity.com/paper/2112.14012/) (2021)

## Built on by (most cited first, 4 of 4)

- [Bounded KRnet and its applications to density estimation and approximation](https://mlsanity.com/paper/2305.09063/) (2023)
- [Weak Generative Sampler to Efficiently Sample Invariant Distribution of Stochastic Differential Equation](https://mlsanity.com/paper/2405.19256/) (2024)
- [DeepSPoC: A Deep Learning Based Sequential Propagation of Chaos](https://mlsanity.com/paper/2408.16403/) (2024)
- [A transition-density-based operator learning method for Fokker-Planck equations with various initial conditions](https://mlsanity.com/paper/2606.09434/) (2026)

## Abstract (arXiv)

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 density function (PDF). Traditional mesh-based methods are ineffective because of the unbounded computation domain, a large number of dimensions and the nonlocal fractional operator. To this end, we represent the solution with an explicit PDF model induced by a flow-based deep generative model, simplified KRnet, which constructs a transport map from a simple distribution to the target distribution. We consider two methods to approximate the fractional Laplacian. One method is the Monte Carlo approximation. The other method is to construct an auxiliary model with Gaussian radial basis functions (GRBFs) to approximate the solution such that we may take advantage of the fact that the fractional Laplacian of a Gaussian is known analytically. Based on these two different ways for the approximation of the fractional Laplacian, we propose two models, MCNF and GRBFNF, to approximate stationary FPEs and MCTNF to approximate time-dependent FPEs. To further improve the accuracy, we refine the training set and the approximate solution alternately. A variety of numerical examples is presented to demonstrate the effectiveness of our adaptive deep density approaches.