A data-driven approach for discovering stochastic dynamical systems with non-Gaussian Lévy noise
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Publication:2115712
DOI10.1016/J.PHYSD.2020.132830OpenAlexW3022499899MaRDI QIDQ2115712FDOQ2115712
Publication date: 21 March 2022
Published in: Physica D (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2005.03769
machine learningrare eventsstochastic dynamical systemsdata-driven approachheavy-tailed fluctuationsnon-Gaussian Lévy noise
Probability theory and stochastic processes (60-XX) Statistical mechanics, structure of matter (82-XX)
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Cited In (22)
- Data-driven discovery of stochastic dynamical systems with \(\alpha\)-stable Lévy noise based on residual networks
- Learning the temporal evolution of multivariate densities via normalizing flows
- Data driven adaptive Gaussian mixture model for solving Fokker-Planck equation
- Variational inference of the drift function for stochastic differential equations driven by Lévy processes
- Data-driven method to extract mean exit time and escape probability for dynamical systems driven by Lévy noises
- Stochastic dynamics and data science
- A machine learning method for computing quasi-potential of stochastic dynamical systems
- Discovery of Nonlinear Multiscale Systems: Sampling Strategies and Embeddings
- ISALT: inference-based schemes adaptive to large time-stepping for locally Lipschitz ergodic systems
- Revealing hidden dynamics from time-series data by ODENet
- Controlling mean exit time of stochastic dynamical systems based on quasipotential and machine learning
- A data-driven method for the steady state of randomly perturbed dynamics
- Extracting stochastic dynamical systems with α-stable Lévy noise from data
- Approximation identification for the stochastic time-delayed dynamical system
- Detecting stochastic governing laws with observation on stationary distributions
- Data-driven approximation for extracting the transition dynamics of a genetic regulatory network with non-Gaussian Lévy noise
- Extracting governing laws from sample path data of non-Gaussian stochastic dynamical systems
- A deep learning method for computing mean exit time excited by weak Gaussian noise
- Discovering stochastic partial differential equations from limited data using variational Bayes inference
- A data-driven framework for learning hybrid dynamical systems
- An end-to-end deep learning approach for extracting stochastic dynamical systems with \(\alpha\)-stable Lévy noise
- Data-driven discovery of interpretable Lagrangian of stochastically excited dynamical systems
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