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stat.ML2025
Error Analysis of Generalized Langevin Equations with Approximated Memory Kernels
Quanjun Lang, Jianfeng Lu
We analyze prediction error in stochastic dynamical systems with memory, focusing on generalized Langevin equations (GLEs) formulated as stochastic Volterra equations. We establish…
stat.ML2025
Learning Memory Kernels in Generalized Langevin Equations
Quanjun Lang, Jianfeng Lu
We introduce a novel approach for learning memory kernels in Generalized Langevin Equations. This approach initially utilizes a regularized Prony method to estimate correlation fun…