Computing high-dimensional invariant distributions from noisy data
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Publication:2112468
DOI10.1016/j.jcp.2022.111783MaRDI QIDQ2112468
Qianxiao Li, Weiqing Ren, Bo Lin
Publication date: 11 January 2023
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2022.111783
60Hxx: Stochastic analysis
35Qxx: Partial differential equations of mathematical physics and other areas of application
60-XX: Probability theory and stochastic processes
Uses Software
Cites Work
- Computing the invariant distribution of randomly perturbed dynamical systems using deep learning
- Random Perturbations of Dynamical Systems
- Deterministic Nonperiodic Flow
- Solving Inverse Stochastic Problems from Discrete Particle Observations Using the Fokker--Planck Equation and Physics-Informed Neural Networks
- Data-driven discovery of governing equations for fluid dynamics based on molecular simulation
- Handbook of stochastic methods for physics, chemistry and natural sciences.