2 papers
math.NA2022
Data-driven probability density forecast for stochastic dynamical systems
Meng Zhao, Lijian Jiang
In this paper, a data-driven nonparametric approach is presented for forecasting the probability density evolution of stochastic dynamical systems. The method is based on stochasti…
math.NA2022
Online multiscale model reduction for nonlinear stochastic PDEs with multiplicative noise
Lijian Jiang, Mengnan Li, Meng Zhao
In this paper, an online multiscale model reduction method is presented for stochastic partial differential equations (SPDEs) with multiplicative noise, where the diffusion coeffic…