arXiv:2606.09434cs.LG2026-06被引 1

用转移密度学习弗洛伦-普兰克方程解算器,一次训练可快速应对多种初始条件。

A transition-density-based operator learning method for Fokker-Planck equations with various initial conditions

  • 基于随机微分方程的转移概率密度函数建模,通过柯尔莫哥洛夫方程推导新初始条件解。
  • 引入条件归一化流处理狄拉克初值奇异行为,小时间隔下逼近恒等变换。
  • 结合加权损失与重要性采样,提升初始阶段稳定性与通用初始条件求解能力。

针对多个初始条件下的弗洛伦-普兰克方程(FPE)求解,传统方法需重复计算,带来巨大开销。本文提出一种基于转移密度的算子学习方法,高效近似不同初始条件下的解算子。核心思想是学习底层随机微分方程(SDE)的转移概率密度函数(PDF),新初始分布对应的解可通过柯尔莫哥洛夫方程直接获得,无需重新训练模型。学习转移PDF的关键挑战在于狄拉克初始条件引起的奇异性。为此,我们设计了一种条件归一化流,其基分布为线性化SDE的显式转移PDF,能捕捉目标转移PDF在短时间内的行为,并使归一化流在小时间内学习近恒等变换。进一步引入时间加权损失函数以稳定初始时刻训练,并提出重要性采样策略用于评估一般初始条件下的解。大量数值实验验证了该方法的有效性与鲁棒性。

原文摘要 · Abstract (English)

Solving Fokker-Planck equations (FPEs) for multiple initial conditions typically requires repeated computations, leading to substantial computational costs. In this work, we propose a transition-density-based operator learning method to efficiently approximate the solution operator of FPEs with various initial conditions. The core idea is to learn the transition probability density function (PDF) of the underlying stochastic differential equation (SDE), from which the solution associated with a new initial distribution can be obtained through the Chapman-Kolmogorov equation without retraining the model. A major challenge in learning the transition PDF lies in the singular behavior induced by the Dirac initial condition. To address it, we introduce a conditional normalizing flow whose base distribution is given by the explicit transition PDF of a linearized SDE. This base distribution captures the short-time behavior of the target transition PDF and allows the normalizing flow to learn a near-identity transformation at small times. We further incorporate a time-weighted loss function to stabilize training near the initial time and develop an importance-sampling strategy for evaluating solutions associated with general initial conditions. A variety of numerical experiments are presented to illustrate the effectiveness and robustness of the proposed method.

算子学习概率密度随机微分方程高效求解

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