4 papers
Homogenization and corrector results for the stochastic non-homogeneous incompressible Navier-Stokes equations with rapid oscillation
Zhaoyang Qiu, Junlong Chen, Jinqiao Duan
In this paper we are concerned with the homogenization property of stochastic non-homogeneous incompressible Navier-Stokes equations with rapid oscillation in a smooth bounded doma…
Nonlocal Kramers-Moyal formulas and data-driven discovery of stochastic dynamical systems with multiplicative Lévy noise
Yang Li, Jinqiao Duan
Traditional data-driven methods, effective for deterministic systems or stochastic differential equations (SDEs) with Gaussian noise, fail to handle the discontinuous sample paths…
Bifurcation formula for transition paths in stochastic dynamical systems by spectral flow
Jinqiao Duan, Zhihao Zhao
This paper investigates bifurcation phenomena and stability of most probable transition paths (MPTPs) in stochastic dynamical systems through a combined variational and spectral fl…
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 possibl…