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    A deep learning approach for the solution of probability density evolution of stochastic systems

    , Article Structural Safety ; Volume 99 , 2022 ; 01674730 (ISSN) Pourtakdoust, S. H ; Khodabakhsh, A. H ; Sharif University of Technology
    Elsevier B.V  2022
    Abstract
    Derivation of the probability density evolution provides invaluable insight into the behavior of many stochastic systems and their performance. However, for most real-time applications, numerical determination of the probability density evolution is a formidable task. The latter is due to the required temporal and spatial discretization schemes that render most computational solutions prohibitive and impractical. In this respect, the development of an efficient computational surrogate model is of paramount importance. Recent studies on the physics-constrained networks show that a suitable surrogate can be achieved by encoding the physical insight into a deep neural network. To this aim, the...