activity
20122026
most citedState estimation under non-Gaussian Levy noise: A modified Kalman filtering method

5 citations · 11 across the 14 of their papers we have counts for

collaborators

14 papers

stat.CO2026

Deep-Control BSDE: Layerwise Brownian-Weighted Regression for High-Dimensional Semilinear PDEs

Mingcan Wang, Xiangjun Wang

High-dimensional semilinear parabolic partial differential equations arise in stochastic control, financial engineering, and uncertainty quantification, but classical spatial discr…

stat.ML2026

Residual-loss Anomaly Analysis of Physics-Informed Neural Networks: An Inverse Method for Change-point Detection in Nonlinear Dynamical Systems with Regime Switching

Yuhe Bai, Chengli Tan, Jiaqi Li +2

Nonlinear dynamical systems with regime transitions are typically described by ordinary differential equations with jumping parameters parameters. Traditional methods often treat c…

stat.CO2025

Solving Fokker-Planck-Kolmogorov Equation by Distribution Self-adaptation Normalized Physics-informed Neural Networks

Yi Zhang, Yiting Duan, Xiangjun Wang +1

Stochastic dynamical systems provide essential mathematical frameworks for modeling complex real-world phenomena. The Fokker-Planck-Kolmogorov (FPK) equation governs the evolution…

stat.ML2025

Inverse Problems for Partial Differential Equations with Jump Discontinuities in Coefficients via Two-Stage Physics-Informed Deep Learning and Statistical Mixture Models

Zhikun Zhang, Guanyu Pan, Xiangjun Wang +2

This work proposes a two-stage physics-informed deep learning framework that combines neural-network-based sampling with statistical inference and constrained parameter refinement.…

stat.ML2025

Reconstruction and Prediction of Volterra Integral Equations Driven by Gaussian Noise

Zhihao Xu, Saisai Ding, Zhikun Zhang +1

Integral equations are widely used in fields such as applied modeling, medical imaging, and system identification, providing a powerful framework for solving deterministic problems…

stat.ML2024★ 1 cited

Parameters Inference for Nonlinear Wave Equations with Markovian Switching

Yi Zhang, Zhikun Zhang, Xiangjun Wang

Traditional partial differential equations with constant coefficients often struggle to capture abrupt changes in real-world phenomena, leading to the development of variable coeff…