Solving the non-local Fokker-Planck equations by deep learning.

Physics-informed neural networks (PiNNs) recently emerged as a powerful solver for a large class of partial differential equations (PDEs) under various initial and boundary conditions. In this paper, we propose trapz-PiNNs, physics-informed neural networks incorporated with a modified trapezoidal rule recently developed for accurately evaluating fractional Laplacian and solve the space-fractional Fokker-Planck equations in 2D and 3D. We describe the modified trapezoidal rule in detail and verify the second-order accuracy.