3 papers
math.NA2025
Data-driven computation for periodic stochastic differential equations
Yao Li, Jiatong Sun
Many stochastic differential equations in various applications like coupled neuronal oscillators are driven by time-periodic forces. In this paper, we extend several data-driven co…
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…
math.PR2025
Non-equilibrium steady state for a three-mode energy cascade model
Zaher Hani, Yao Li, Andrea Nahmod +1
Motivated by the central phenomenon of energy cascades in wave turbulence theory, we construct non-equilibrium statistical steady states (NESS), or invariant measures, for a simpli…