34 citations · 75 across the 10 of their papers we have counts for
6 papers · 1 filter
Geometric early warning indicator from stochastic separatrix structure in a random two-state ecosystem model
Yuzhu Shi, Larissa Serdukova, Yayun Zheng +2
Under-ice blooms in the Arctic can develop rapidly under conditions where conventional early warning signals based on critical slowing down fail due to strong noise or limited obse…
Quantifying model uncertainty for the observed non-Gaussian data by the Hellinger distance
Yayun Zheng, Fang Yang, Jinqiao Duan +1
Mathematical models for complex systems under random fluctuations often certain uncertain parameters. However, quantifying model uncertainty for a stochastic differential equation…
Detecting the maximum likelihood transition path from data of stochastic dynamic systems
Min Dai, Ting Gao, Yubin Lu +2
In recent years, the discovery of complex dynamic systems in various fields through data-driven methods has attracted widespread attention. This method has played the role of data…
Governing equations for Probability densities of stochastic differential equations with discrete time delays
Yayun Zheng, Xu Sun
The time evolution of probability densities for solutions to stochastic differential equations (SDEs) without delay is usually described by Fokker-Planck equations, which require t…
Fokker-Planck equations for Marcus stochastic differential equations driven by Levy processes
Xu Sun, Xiaofan Li, Yayun Zheng
Marcus stochastic differential equations (SDEs) often are appropriate models for stochastic dynamical systems driven by non-Gaussian Levy processes and have wide applications in en…
Derivation of Fokker-Planck equations for stochastic dynamical systems under excitation of multiplicative non-Gaussian white noise
Xu Sun, Jinqiao Duan, Xiaofan Li +3
Fokker-Planck equations describe time evolution of probability densities of stochastic dynamical systems and play an important role in quantifying propagation and evolution of unce…