11 citations · 28 across the 10 of their papers we have counts for
4 papers · 1 filter
Learning Lévy density via adaptive RKHS regression with bi-level optimization
Luxuan Yang, Fei Lu, Ting Gao +2
We propose a nonparametric method to learn the Lévy density from probability density data governed by a nonlocal Fokker-Planck equation. We recast the problem as identifying the ke…
An Optimal Control Method to Compute the Most Likely Transition Path for Stochastic Dynamical Systems with Jumps
Wei Wei, Ting Gao, Jinqiao Duan +1
Many complex real world phenomena exhibit abrupt, intermittent or jumping behaviors, which are more suitable to be described by stochastic differential equations under non-Gaussian…
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…