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2402.07465

Score-Based Physics-Informed Neural Networks for High-Dimensional Fokker-Planck Equations

Zheyuan Hu, Zhongqiang Zhang, George Em Karniadakis, Kenji Kawaguchi

correctmedium confidence
Category
Not specified
Journal tier
Specialist/Solid
Processed
Sep 28, 2025, 12:56 AM

Audit review

The paper states the LL–ODE, the score PDE, and the probability-flow ODE for a general Itô SDE using A(x,t)=f−(1/2)∇·(GG^T) and L[s] exactly as in the candidate solution. The model’s derivation expands the Fokker–Planck equation, defines q_t=log p_t and s_t=∇q_t, and shows that ∂_t q_t=L[s_t], ∂_t s_t=∇L[s_t], and that the deterministic ODE ẋ=A−(1/2)GG^T s_t yields the same marginals as the SDE. These are the same identities asserted in the paper (eqs. (3), (5), (6), (7)), and the proof technique is the natural algebra behind those statements. The paper’s exposition is terse and cites prior work for derivations, while the model fills in the algebraic details; there is no substantive disagreement.

Referee report (LaTeX)

\textbf{Recommendation:} minor revisions

\textbf{Journal Tier:} specialist/solid

\textbf{Justification:}

The theoretical equalities used in the method (LL–ODE, score PDE, and probability-flow ODE) are correct and standard, and the empirical results are compelling for high-dimensional FP problems. The paper would benefit from explicitly stating regularity/positivity assumptions and from a brief derivation or precise citation (for general, state-dependent diffusion) of the probability-flow ODE. These are presentation refinements rather than substantive issues.