5 citations · 12 across the 14 of their papers we have counts for
4 papers · 1 filter
Data-driven computation for periodic stochastic differential equations
Yao Li, Jiatong Sun
Many stochastic differential equations in various applications like coupled neuronal oscillators are driven by time-periodic forces. In this paper, we extend several data-driven co…
Artificial neural network solver for Fokker-Planck and Koopman eigenfunctions
Max Kreider, Peter J. Thomas, Yao Li
For a stochastic differential equation (SDE) that is an Itô diffusion or Langevin equation, the Fokker-Planck operator governs the evolution of the probability density, while its a…
A data-driven method for the steady state of randomly perturbed dynamics
Yao Li
We demonstrate a data-driven method to solve for the invariant probability density function of a randomly perturbed dynamical system. The key idea is to replace the boundary condit…
Numerical simulation of polynomial-speed convergence phenomenon
Yao Li, Hui Xu
We provide a hybrid method that captures the polynomial speed of convergence and polynomial speed of mixing for Markov processes. The hybrid method that we introduce is based on th…