Poster
Score-based free-form architectures for high-dimensional Fokker-Planck equations
Feng Liu · Faguo Wu · Xiao Zhang
Hall 3 + Hall 2B #430
Abstract:
Deep learning methods incorporate PDE residuals as the loss function for solving Fokker-Planck equations, and usually impose the proper normalization condition to avoid a trivial solution. However, soft constraints require careful balancing of multi-objective loss functions, and specific network architectures may limit representation capacity under hard constraints. In this paper, we propose a novel framework: Fokker-Planck neural network (FPNN) that adopts a score PDE loss to decouple the score learning and the density normalization into two stages. Our method allows free-form network architectures to model the unnormalized density and strictly satisfy normalization constraints by post-processing. We demonstrate the effectiveness on various high-dimensional steady-state Fokker-Planck (SFP) equations, achieving superior accuracy and over a 20 speedup compared to state-of-the-art methods. Without any labeled data, FPNNs achieve the mean absolute percentage error (MAPE) of 11.36\%, 13.87\% and 12.72\% for 4D Ring, 6D Unimodal and 6D Multi-modal problems respectively, requiring only 256, 980, and 980 parameters. Experimental results highlights the potential as a universal fast solver for handling more than 20-dimensional SFP equations, with great gains in efficiency, accuracy, memory and computational resource usage.
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