### Density Propagation with Characteristics-based Deep Learning. (arXiv:1911.09311v1 [math.DS])

Uncertainty propagation in nonlinear dynamic systems remains an outstanding problem in scientific computing and control. Numerous approaches have been developed, but are limited in their capability to tackle problems with more than a few uncertain variables or require large amounts of simulation data. In this paper, we propose a data-driven method for approximating joint probability…