Data-driven probability density forecast for stochastic dynamical systems
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Publication:6054200
DOI10.1016/j.jcp.2023.112422arXiv2210.03418OpenAlexW4385754125MaRDI QIDQ6054200
Publication date: 27 September 2023
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2210.03418
stochastic dynamical systemdiffusion forecaststochastic Koopman operatorprobability density decomposition
Stochastic analysis (60Hxx) Applications of dynamical systems (37Nxx) Approximation methods and numerical treatment of dynamical systems (37Mxx)
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