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Normalizing field flows: Solving forward and inverse stochastic differential equations using physics-informed flow models

期刊论文

JOURNAL OF COMPUTATIONAL PHYSICS, 2022, 卷号: 461, 页码: 18
作者:  Guo, Ling;  Wu, Hao;  Zhou, Tao
收藏  |  浏览/下载:128/0  |  提交时间:2023/02/07
Data -driven modeling  Normalizing flows  Uncertainty quantification  Random fields  
Stein variational gradient descent with local approximations 期刊论文
COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING, 2021, 卷号: 386, 页码: 20
作者:  Yan, Liang;  Zhou, Tao
收藏  |  浏览/下载:104/0  |  提交时间:2022/04/02
Stein variational gradient decent  Bayesian inference  Deep learning  Local approximation  
AN EXPLICIT MULTISTEP SCHEME FOR MEAN-FIELD FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS 期刊论文
JOURNAL OF COMPUTATIONAL MATHEMATICS, 2021, 页码: 25
作者:  Sun, Yabing;  Yang, Jie;  Zhao, Weidong;  Zhou, Tao
收藏  |  浏览/下载:112/0  |  提交时间:2022/04/02
Mean-field forward backward stochastic differential equations  Explicit multistep scheme  Error estimates  
AN ACCELERATION STRATEGY FOR RANDOMIZE-THEN-OPTIMIZE SAMPLING VIA DEEP NEURAL NETWORKS* 期刊论文
JOURNAL OF COMPUTATIONAL MATHEMATICS, 2021, 卷号: 39, 期号: 6, 页码: 848-864
作者:  Yan, Liang;  Zhou, Tao
收藏  |  浏览/下载:125/0  |  提交时间:2022/04/02
Bayesian inverse problems  Deep neural network  Markov chain Monte Carlo  
Explicit Deferred Correction Methods for Second-Order Forward Backward Stochastic Differential Equations 期刊论文
JOURNAL OF SCIENTIFIC COMPUTING, 2019, 卷号: 79, 期号: 3, 页码: 1409-1432
作者:  Yang, Jie;  Zhao, Weidong;  Zhou, Tao
收藏  |  浏览/下载:166/0  |  提交时间:2020/01/10
Deferred correction method  Second-order forward backward stochastic differential equations  Euler scheme  High-order rate of convergence  
AN ADAPTIVE MULTIFIDELITY PC-BASED ENSEMBLE KALMAN INVERSION FOR INVERSE PROBLEMS 期刊论文
INTERNATIONAL JOURNAL FOR UNCERTAINTY QUANTIFICATION, 2019, 卷号: 9, 期号: 3, 页码: 205-220
作者:  Yan, Liang;  Zhou, Tao
收藏  |  浏览/下载:161/0  |  提交时间:2020/01/10
Bayesian inverse problems  ensemble Kalman inversion  multifidelity polynomial chaos  surrogate modeling