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math.DS2021★ 17 cited
Extracting Stochastic Governing Laws by Nonlocal Kramers-Moyal Formulas
Yubin Lu, Yang Li, Jinqiao Duan
With the rapid development of computational techniques and scientific tools, great progress of data-driven analysis has been made to extract governing laws of dynamical systems fro…
math.DS2020★ 31 cited
A Machine Learning Framework for Computing the Most Probable Paths of Stochastic Dynamical Systems
Yang Li, Jinqiao Duan, Xianbin Liu
The emergence of transition phenomena between metastable states induced by noise plays a fundamental role in a broad range of nonlinear systems. The computation of the most probabl…