Modeling Unknown Stochastic Dynamical System via Autoencoder

MaRDI QIDQ6463787arXivFDO

Authors Zhongshu Xu, Yuan Chen, Qifan Chen, Dongbin Xiu

Publication date 15 December 2023

Published in arXiv

Has companion code repository https://github.com/AtticusXu/Modeling-Unknown-Stochastic-Dynamical-System-via-Autoencoder

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Neural nets and related approaches to inference from stochastic processes (62M45) Numerical solutions to stochastic differential and integral equations (65C30)

arXiv classification

cs.LGcs.NAmath.NAstat.ML

Cited in

(1)

• Modeling Unknown Nonlocal PDE Systems via Flow Map Learning

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