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math.NA2020
Neural network representation of the probability density function of diffusion processes
Wayne Isaac Tan Uy, Mircea Grigoriu
Physics-informed neural networks are developed to characterize the state of dynamical systems in a random environment. The neural network approximates the probability density funct…
math.NA2019★ 4 cited
Specification of additional information for solving stochastic inverse problems
Wayne Isaac T. Uy, Mircea D. Grigoriu
Methods have been developed to identify the probability distribution of a random vector from information consisting of its bounded range and the probability density function or…