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math.NA2025
A model-free method for discovering symmetry in differential equations
Max Kreider, John Harlim, Daning Huang
Symmetry in differential equations reveals invariances and offers a powerful means to reduce model complexity. Lie group analysis characterizes these symmetries through infinitesim…
math.NA2025
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…