BridgeNet: A Hybrid, Physics-Informed Machine Learning Framework for Solving High-Dimensional Fokker-Planck Equations

Abstract: BridgeNet is a novel hybrid framework that integrates convolutional neural networks with physics-informed neural networks to efficiently solve non-linear, high-dimensional Fokker-Planck equations (FPEs). Traditional PINNs, which typically rely on fully connected architectures, often struggle to capture complex spatial hierarchies and enforce intricate boundary conditions. In contrast, BridgeNet leverages adaptive CNN layers for effective local feature extraction and incorporates a dynamically weighted loss function that rigorously enforces physical constraints. Extensive numerical experiments across various test cases demonstrate that BridgeNet not only achieves significantly lower error metrics and faster convergence compared to conventional PINN approaches but also maintains robust stability in high-dimensional settings. This work represents a substantial advancement in computational physics, offering a scalable and accurate solution methodology with promising applications in fields ranging from financial mathematics to complex system dynamics.