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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…