Learning stochastic reduced models from data: a nonintrusive approach

DOI10.1137/24M1679756MaRDI QIDQ6914803zbMATH OpenFDO

Authors Melina A. Freitag, J. M. Nicolaus, Martin Redmann

Publication date 15 October 2025

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationsmodel reductionGaussian noisedata-driven modelingscientific machine learningoperator learning

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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