Frobenius norm of M λ ( M) Spectrum of M σ ( M) Singular values of M E ( x) Dirichlet energy computed on x H ( G) Homophily coefficient of the graph G A B Kronecker product between A and B vec( M) V ector obtained stacking columns of M . In this section, we give the details on the numerical results in Section 6 . On the contrary, the graph layers do not use any dropout nor non-linearity. A sketch of the algorithm is reported in fLode . Cora, Citeseer, and Pubmed are already undirected graphs: to these, we added self-loops.

In this paper, we generalize the concept of oversmoothing from undirected to directed graphs.

Fractional and tempered fractional partial differential equations (PDEs) are effective models of long-range interactions, anomalous diffusion, and non-local effects. Traditional numerical methods for these problems are mesh-based, thus struggling with the curse of dimensionality (CoD). Physics-informed neural networks (PINNs) offer a promising solution due to their universal approximation, generalization ability, and mesh-free training. In principle, Monte Carlo fractional PINN (MC-fPINN) estimates fractional derivatives using Monte Carlo methods and thus could lift CoD. However, this may cause significant variance and errors, hence affecting convergence; in addition, MC-fPINN is sensitive to hyperparameters. In general, numerical methods and specifically PINNs for tempered fractional PDEs are under-developed. Herein, we extend MC-fPINN to tempered fractional PDEs to address these issues, resulting in the Monte Carlo tempered fractional PINN (MC-tfPINN). To reduce possible high variance and errors from Monte Carlo sampling, we replace the one-dimensional (1D) Monte Carlo with 1D Gaussian quadrature, applicable to both MC-fPINN and MC-tfPINN. We validate our methods on various forward and inverse problems of fractional and tempered fractional PDEs, scaling up to 100,000 dimensions. Our improved MC-fPINN/MC-tfPINN using quadrature consistently outperforms the original versions in accuracy and convergence speed in very high dimensions.

We introduce an innovative approach for solving high-dimensional Fokker-Planck-L\'evy (FPL) equations in modeling non-Brownian processes across disciplines such as physics, finance, and ecology. We utilize a fractional score function and Physical-informed neural networks (PINN) to lift the curse of dimensionality (CoD) and alleviate numerical overflow from exponentially decaying solutions with dimensions. The introduction of a fractional score function allows us to transform the FPL equation into a second-order partial differential equation without fractional Laplacian and thus can be readily solved with standard physics-informed neural networks (PINNs). We propose two methods to obtain a fractional score function: fractional score matching (FSM) and score-fPINN for fitting the fractional score function. While FSM is more cost-effective, it relies on known conditional distributions. On the other hand, score-fPINN is independent of specific stochastic differential equations (SDEs) but requires evaluating the PINN model's derivatives, which may be more costly. We conduct our experiments on various SDEs and demonstrate numerical stability and effectiveness of our method in dealing with high-dimensional problems, marking a significant advancement in addressing the CoD in FPL equations.

We consider the fractional elliptic problem with Dirichlet boundary conditions on a bounded and convex domain $D$ of $\mathbb{R}^d$, with $d \geq 2$. In this paper, we perform a stochastic gradient descent algorithm that approximates the solution of the fractional problem via Deep Neural Networks. Additionally, we provide four numerical examples to test the efficiency of the algorithm, and each example will be studied for many values of $\alpha \in (1,2)$ and $d \geq 2$.

In this work, we propose adaptive deep learning approaches based on normalizing flows for solving fractional Fokker-Planck equations (FPEs). The solution of a FPE is a probability density function (PDF). Traditional mesh-based methods are ineffective because of the unbounded computation domain, a large number of dimensions and the nonlocal fractional operator. To this end, we represent the solution with an explicit PDF model induced by a flow-based deep generative model, simplified KRnet, which constructs a transport map from a simple distribution to the target distribution. We consider two methods to approximate the fractional Laplacian. One method is the Monte Carlo approximation. The other method is to construct an auxiliary model with Gaussian radial basis functions (GRBFs) to approximate the solution such that we may take advantage of the fact that the fractional Laplacian of a Gaussian is known analytically. Based on these two different ways for the approximation of the fractional Laplacian, we propose two models, MCNF and GRBFNF, to approximate stationary FPEs and MCTNF to approximate time-dependent FPEs. To further improve the accuracy, we refine the training set and the approximate solution alternately. A variety of numerical examples is presented to demonstrate the effectiveness of our adaptive deep density approaches.

We introduce a sampling based machine learning approach, Monte Carlo physics informed neural networks (MC-PINNs), for solving forward and inverse fractional partial differential equations (FPDEs). As a generalization of physics informed neural networks (PINNs), our method relies on deep neural network surrogates in addition to a stochastic approximation strategy for computing the fractional derivatives of the DNN outputs. A key ingredient in our MC-PINNs is to construct an unbiased estimation of the physical soft constraints in the loss function. Our directly sampling approach can yield less overall computational cost compared to fPINNs proposed in \cite{pang2019fpinns} and thus provide an opportunity for solving high dimensional fractional PDEs. We validate the performance of MC-PINNs method via several examples that include high dimensional integral fractional Laplacian equations, parametric identification of time-space fractional PDEs, and fractional diffusion equation with random inputs. The results show that MC-PINNs is flexible and promising to tackle high-dimensional FPDEs.