The probability density function of stochastic differential equations is governed by the Fokker-Planck (FP) equation. A novel machine learning method is developed to solve the general FP equations based on deep neural networks. The proposed algorithm does not require any interpolation and coordinate transformation, which is different from the traditional numercial methods. The main novelty of this paper is that penalty factors are introduced to overcome the local optimization for the deep learning approach, and the corresponding setting rules are given. Meanwhile, we consider a normalization condition as a supervision condition to effectively avoid that the trial solution is zero. Several numerical examples are presented to illustrate performances of the proposed algorithm, including one-and twodimensional systems. All the results suggest that the deep learning is quite feasible and effective to calculate the FP equation. Further, influences of the number of hidden layers, the penalty factors, and the optimization algorithm are discussed in detail. These results indicate that the performances of the machine learning technique can be improved through constructing the neural networks appropriately.
A bistable toggle switch is a paradigmatic model in the field of biology. The dynamics of the system induced by Gaussian noise has been intensively investigated, but Gaussian noise cannot incorporate large bursts typically occurring in real experiments. This paper aims to examine effects of variations from one protein imposed by a non-Gaussian Lévy noise, which is able to describe even large jumps, on the coherent switch and the on/off switch via the steady-state probability density, the joint steady-state probability density, and the mean first passage time. We find that a large burst of one protein due to the Lévy noises can induce coherent switches even with small noise intensities in contrast to the Gaussian case which requires large intensities for this. The influences of the stability index, skewness parameter and noise intensity on the on/off switch are analyzed, leading to an adjustment of the concentrations of both proteins and a decision which stable point to stay most. The mean first passage times show complex effects under Lévy noise, especially the stability index and skewness parameter. Our results also imply that the presence of non-Gaussian Lévy noises has fundamentally changed the escape mechanism in such a system compared with Gaussian noise.
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