2 papers
stat.ML2024
An evolutionary approach for discovering non-Gaussian stochastic dynamical systems based on nonlocal Kramers-Moyal formulas
Yang Li, Shengyuan Xu, Jinqiao Duan
Discovering explicit governing equations of stochastic dynamical systems with both (Gaussian) Brownian noise and (non-Gaussian) Lévy noise from data is chanllenging due to possible…
math.DS2020
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…