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math.NA2024
Noise-Aware System Identification for High-Dimensional Stochastic Dynamics
Ziheng Guo, Igor Cialenco, Ming Zhong
Stochastic dynamical systems are ubiquitous in physics, biology, and engineering, where both deterministic drifts and random fluctuations govern system behavior. Learning these dyn…
math.NA2024
Learning Stochastic Dynamics from Data
Ziheng Guo, Igor Cialenco, Ming Zhong
We present a noise guided trajectory based system identification method for inferring the dynamical structure from observation generated by stochastic differential equations. Our m…