A mean field control formulation using score-based normalizing flows simulates Fokker-Planck equations deterministically, with a convergence theorem for Ornstein-Uhlenbeck processes and experiments on Langevin and chaotic dynamics.
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Simulating Fokker-Planck equations via mean field control of score-based normalizing flows
A mean field control formulation using score-based normalizing flows simulates Fokker-Planck equations deterministically, with a convergence theorem for Ornstein-Uhlenbeck processes and experiments on Langevin and chaotic dynamics.