Discovering transition phenomena from data of stochastic dynamical systems with Lévy noise

DOI10.1063/5.0004450zbMath1456.37086arXiv2002.03280OpenAlexW3101089900WikidataQ100412085 ScholiaQ100412085MaRDI QIDQ5139747

Yu-Bin Lu, Jin-qiao Duan

Publication date: 10 December 2020

Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.03280

zbMATH Keywords

non-Gaussian Lévy noisesimulated datastochastic Koopman semigroup

Mathematics Subject Classification ID

Brownian motion (60J65) Simulation of dynamical systems (37M05)

Related Items (6)

Extracting stochastic dynamical systems with α-stable Lévy noise from data ⋮ Reservoir computing with error correction: long-term behaviors of stochastic dynamical systems ⋮ Stochastic dynamics and data science ⋮ Extracting non-Gaussian governing laws from data on mean exit time ⋮ Extracting governing laws from sample path data of non-Gaussian stochastic dynamical systems ⋮ A data-driven approach for discovering stochastic dynamical systems with non-Gaussian Lévy noise

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