Physics-informed neural networks (PiNNs) recently emerged as a powerful solver for a large class of partial differential equations (PDEs) under various initial and boundary conditions. In this paper, we propose trapz-PiNNs, physics-informed neural networks incorporated with a modified trapezoidal rule recently developed for accurately evaluating fractional Laplacian and solve the space-fractional Fokker–Planck equations in 2D and 3D. We describe the modified trapezoidal rule in detail and verify the second-order accuracy. We demonstrate that trapz-PiNNs have high expressive power through predicting the solution with low L 2 relative error by a variety of numerical examples. We also use local metrics, such as point-wise absolute and relative errors, to analyze where it could be further improved. We present an effective method for improving the performance of trapz-PiNN on local metrics, provided that physical observations or high-fidelity simulation of the true solution are available. The trapz-PiNN is able to solve PDEs with fractional Laplacian with arbitrary α ∈ ( 0 , 2 ) and on rectangular domains. It also has the potential to be generalized into higher dimensions or other bounded domains.
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April 2023
Research Article|
April 03 2023
Solving the non-local Fokker–Planck equations by deep learning
Senbao Jiang
;
Senbao Jiang
a)
(Conceptualization, Data curation, Formal analysis, Investigation, Methodology, Software, Validation, Visualization, Writing – original draft)
Department of Applied Mathematics, College of Computing, Illinois Institute of Technology
, Chicago, Illinois 60616, USA
a)Author to whom correspondence should be addressed: sjiang23@hawk.iit.edu
Search for other works by this author on:
Xiaofan Li
Xiaofan Li
b)
(Project administration, Supervision, Writing – review & editing)
Department of Applied Mathematics, College of Computing, Illinois Institute of Technology
, Chicago, Illinois 60616, USA
Search for other works by this author on:
a)Author to whom correspondence should be addressed: sjiang23@hawk.iit.edu
Chaos 33, 043107 (2023)
Article history
Received:
October 01 2022
Accepted:
March 09 2023
Citation
Senbao Jiang, Xiaofan Li; Solving the non-local Fokker–Planck equations by deep learning. Chaos 1 April 2023; 33 (4): 043107. https://doi.org/10.1063/5.0128935
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