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math.DS2019★ 1 cited
Density Propagation with Characteristics-based Deep Learning
Tenavi Nakamura-Zimmerer, Daniele Venturi, Qi Gong +1
Uncertainty propagation in nonlinear dynamic systems remains an outstanding problem in scientific computing and control. Numerous approaches have been developed, but are limited in…
math.DS2018
Data-driven closures for stochastic dynamical systems
Catherine Brennan, Daniele Venturi
In this paper we develop a new data-driven closure approximation method to compute the statistical properties of quantities of interest in high-dimensional stochastic dynamical sys…