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Main Authors: Wang, Xiaolong, Feng, Jing, Liu, Qi, Tan, Chengli, Liu, Yuanyuan, Xu, Yong
Format: Preprint
Published: 2026
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Online Access:https://arxiv.org/abs/2604.06001
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author Wang, Xiaolong
Feng, Jing
Liu, Qi
Tan, Chengli
Liu, Yuanyuan
Xu, Yong
author_facet Wang, Xiaolong
Feng, Jing
Liu, Qi
Tan, Chengli
Liu, Yuanyuan
Xu, Yong
contents Efficiently solving the Fokker-Planck equation (FPE) is central to analyzing complex parameterized stochastic systems. However, current numerical methods lack parallel computation capabilities across varying conditions, severely limiting comprehensive parameter exploration and transient analysis. This paper introduces a deep learning-based pseudo-analytical probability solution (PAPS) that, via a single training process, simultaneously resolves transient FPE solutions for arbitrary multi-modal initial distributions, system parameters, and time points. The core idea is to unify initial, transient, and stationary distributions via Gaussian mixture distributions (GMDs) and develop a constraint-preserving autoencoder that bijectively maps constrained GMD parameters to unconstrained, low-dimensional latent representations. In this representation space, the panoramic transient dynamics across varying initial conditions and system parameters can be modeled by a single evolution network. Extensive experiments on paradigmatic systems demonstrate that the proposed PAPS maintains high accuracy while achieving inference speeds four orders of magnitude faster than GPU-accelerated Monte Carlo simulations. This efficiency leap enables previously intractable real-time parameter sweeps and systematic investigations of stochastic bifurcations. By decoupling representation learning from physics-informed transient dynamics, our work establishes a scalable paradigm for probabilistic modeling of multi-dimensional, parameterized stochastic systems.
format Preprint
id arxiv_https___arxiv_org_abs_2604_06001
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle A deep learning framework for jointly solving transient Fokker-Planck equations with arbitrary parameters and initial distributions
Wang, Xiaolong
Feng, Jing
Liu, Qi
Tan, Chengli
Liu, Yuanyuan
Xu, Yong
Computational Physics
Machine Learning
Efficiently solving the Fokker-Planck equation (FPE) is central to analyzing complex parameterized stochastic systems. However, current numerical methods lack parallel computation capabilities across varying conditions, severely limiting comprehensive parameter exploration and transient analysis. This paper introduces a deep learning-based pseudo-analytical probability solution (PAPS) that, via a single training process, simultaneously resolves transient FPE solutions for arbitrary multi-modal initial distributions, system parameters, and time points. The core idea is to unify initial, transient, and stationary distributions via Gaussian mixture distributions (GMDs) and develop a constraint-preserving autoencoder that bijectively maps constrained GMD parameters to unconstrained, low-dimensional latent representations. In this representation space, the panoramic transient dynamics across varying initial conditions and system parameters can be modeled by a single evolution network. Extensive experiments on paradigmatic systems demonstrate that the proposed PAPS maintains high accuracy while achieving inference speeds four orders of magnitude faster than GPU-accelerated Monte Carlo simulations. This efficiency leap enables previously intractable real-time parameter sweeps and systematic investigations of stochastic bifurcations. By decoupling representation learning from physics-informed transient dynamics, our work establishes a scalable paradigm for probabilistic modeling of multi-dimensional, parameterized stochastic systems.
title A deep learning framework for jointly solving transient Fokker-Planck equations with arbitrary parameters and initial distributions
topic Computational Physics
Machine Learning
url https://arxiv.org/abs/2604.06001