22 citations · 76 across the 17 of their papers we have counts for
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math.NA2025
A stochastic branching particle method for solving non-conservative reaction-diffusion equations
Liyao Lyu, Huan Lei
We propose a stochastic branching particle-based method for solving nonlinear non-conservative advection-diffusion-reaction equations. The method splits the evolution into an advec…
physics.comp-ph2025
A unified framework for data-driven construction of stochastic reduced models with state-dependent memory
Zhiyuan She, Liyao Lyu, Bryan Ronain Smith +1
We present a unified framework for the data-driven construction of stochastic reduced models with state-dependent memory for high-dimensional Hamiltonian systems. The method addres…
math.OC2025
Consensus Based Stochastic Control
Liyao Lyu, Jingrun Chen
We propose a gradient-free deep reinforcement learning algorithm to solve high-dimensional, finite-horizon stochastic control problems. Although the recently developed deep reinfor…