7 citations · 32 across the 10 of their papers we have counts for
10 papers
A Data-Driven Approach for Discovering the Most Probable Transition Pathway for a Stochastic Carbon Cycle System
Jianyu Chen, Jianyu Hu, Wei Wei +1
Many natural systems exhibit tipping points where changing environmental conditions spark a sudden shift to a new and sometimes quite different state. Global climate change is ofte…
An Onsager-Machlup approach to the most probable transition pathway for a genetic regulatory network
Jianyu Hu, Xiaoli Chen, Jinqiao Duan
We investigate a quantitative network of gene expression dynamics describing the competence development in Bacillus subtilis. First, we introduce an Onsager-Machlup approach to qua…
Nonparametric inference of stochastic differential equations based on the relative entropy rate
Min Dai, Jinqiao Duan, Jianyu Hu +1
The information detection of complex systems from data is currently undergoing a revolution, driven by the emergence of big data and machine learning methodology. Discovering gover…
Data-driven method to learn the most probable transition pathway and stochastic differential equations
Jianyu Hu, Dongfang Li, Jinqiao Duan +1
Transition phenomena between metastable states play an important role in complex systems due to noisy fluctuations. In this paper, the physics informed neural networks (PINNs) are…
The Most Likely Transition Path for a Class of Distribution-Dependent Stochastic Systems
Wei Wei, Jianyu Hu
Distribution-dependent stochastic dynamical systems arise widely in engineering and science. We consider a class of such systems which model the limit behaviors of interacting part…
Most Probable Transitions from Metastable to Oscillatory Regimes in a Carbon Cycle System
Wei Wei, Jianyu Hu, Jianyu Chen +1
Global climate changes are related to the ocean's store of carbon. We study a carbonate system of the upper ocean, which has metastable and oscillatory regimes, under small random…
Variational inference of the drift function for stochastic differential equations driven by Lévy processes
Min Dai, Jinqiao Duan, Jianyu Hu +1
In this paper, we consider the nonparametric estimation problem of the drift function of stochastic differential equations driven by -stable Lévy motion. First, the Kullback-Lei…
Transition pathways for a class of high dimensional stochastic dynamical systems with Lévy noise
Jianyu Hu, Jianyu Chen
This work is devoted to deriving the Onsager-Machlup action functional for a class of stochastic differential equations with (non-Gaussian) Lévy process as well as Brownian motion…
Onsager-Machlup action functional for stochastic partial differential equations with Levy noise
Jianyu Hu, Jinqiao Duan
This work is devoted to deriving the Onsager-Machlup action functional for stochastic partial differential equations with (non-Gaussian) Levy process as well as Gaussian Brownian m…
Slow manifolds for stochastic systems with non-Gaussian stable Lévy noise
Shenglan Yuan, Jianyu Hu, Xianming Liu +1
This work is concerned with the dynamics of a class of slow-fast stochastic dynamical systems with non-Gaussian stable Lévy noise with a scale parameter. Slow manifolds with expone…