2 papers
stat.ML2025
Generative AI Models for Learning Flow Maps of Stochastic Dynamical Systems in Bounded Domains
Minglei Yang, Yanfang Liu, Diego del-Castillo-Negrete +2
Simulating stochastic differential equations (SDEs) in bounded domains, presents significant computational challenges due to particle exit phenomena, which requires accurate modeli…
cs.LG2024
A Training-Free Conditional Diffusion Model for Learning Stochastic Dynamical Systems
Yanfang Liu, Yuan Chen, Dongbin Xiu +1
This study introduces a training-free conditional diffusion model for learning unknown stochastic differential equations (SDEs) using data. The proposed approach addresses key chal…