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Main Authors: Hang, Liangkai, Hu, Dan, Xu, Zhi-Qin John
Format: Preprint
Published: 2024
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Online Access:https://arxiv.org/abs/2405.00317
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author Hang, Liangkai
Hu, Dan
Xu, Zhi-Qin John
author_facet Hang, Liangkai
Hu, Dan
Xu, Zhi-Qin John
contents We present a novel yet simple deep learning approach, called input gradient annealing neural network (IGANN), for solving stationary Fokker-Planck equations. Traditional methods, such as finite difference and finite elements, suffer from the curse of dimensionality. Neural network based algorithms are meshless methods, which can avoid the curse of dimensionality. However, at low temperature, when directly solving a stationary Fokker-Planck equation with more than two metastable states in the generalized potential landscape, the small eigenvalue introduces numerical difficulties due to a large condition number. To overcome these problems, we introduce the IGANN method, which uses a penalty of negative input gradient annealing during the training. We demonstrate that the IGANN method can effectively solve high-dimensional and low-temperature Fokker-Planck equations through our numerical experiments.
format Preprint
id arxiv_https___arxiv_org_abs_2405_00317
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Input gradient annealing neural network for solving low-temperature Fokker-Planck equations
Hang, Liangkai
Hu, Dan
Xu, Zhi-Qin John
Dynamical Systems
Computational Physics
We present a novel yet simple deep learning approach, called input gradient annealing neural network (IGANN), for solving stationary Fokker-Planck equations. Traditional methods, such as finite difference and finite elements, suffer from the curse of dimensionality. Neural network based algorithms are meshless methods, which can avoid the curse of dimensionality. However, at low temperature, when directly solving a stationary Fokker-Planck equation with more than two metastable states in the generalized potential landscape, the small eigenvalue introduces numerical difficulties due to a large condition number. To overcome these problems, we introduce the IGANN method, which uses a penalty of negative input gradient annealing during the training. We demonstrate that the IGANN method can effectively solve high-dimensional and low-temperature Fokker-Planck equations through our numerical experiments.
title Input gradient annealing neural network for solving low-temperature Fokker-Planck equations
topic Dynamical Systems
Computational Physics
url https://arxiv.org/abs/2405.00317