Controlling mean exit time of stochastic dynamical systems based on quasipotential and machine learning
From MaRDI portal
Publication:6058680
DOI10.1016/j.cnsns.2023.107425zbMath1530.37106arXiv2209.13098OpenAlexW4384297198MaRDI QIDQ6058680
Yang Li, Shenglan Yuan, Shengyuan Xu
Publication date: 1 November 2023
Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2209.13098
Artificial neural networks and deep learning (68T07) Learning and adaptive systems in artificial intelligence (68T05) Numerical solutions to stochastic differential and integral equations (65C30) Approximation methods and numerical treatment of dynamical systems (37M99)
Cites Work
- Unnamed Item
- Unnamed Item
- Convergence rate for the ordered upwind method
- Extinction rates for fluctuation-induced metastabilities: a real-space WKB approach
- Hyperbolic periodic orbits in nongradient systems and small-noise-induced metastable transitions
- Finding the quasipotential for nongradient SDEs
- An ordered line integral method for computing the quasi-potential in the case of variable anisotropic diffusion
- A data-driven approach for discovering stochastic dynamical systems with non-Gaussian Lévy noise
- Computing the quasipotential for nongradient SDEs in 3D
- Physics-informed neural networks: a deep learning framework for solving forward and inverse problems involving nonlinear partial differential equations
- Random Perturbations of Dynamical Systems
- The geometric minimum action method: A least action principle on the space of curves
- Limiting Exit Location Distributions in the Stochastic Exit Problem
- Ordered Upwind Methods for Static Hamilton--Jacobi Equations: Theory and Algorithms
- A Primer on Noise-Induced Transitions in Applied Dynamical Systems
- A fast marching level set method for monotonically advancing fronts.
- Slow manifolds for dynamical systems with non-Gaussian stable Lévy noise
- Modulation and Amplitude Equations on Bounded Domains for Nonlinear SPDEs Driven by Cylindrical $\alpha$-stable Lévy Processes
- Most probable dynamics of stochastic dynamical systems with exponentially light jump fluctuations
- Stochastic bifurcation in single-species model induced by α-stable Lévy noise
- Slow manifolds for a nonlocal fast-slow stochastic system with stable Lévy noise
- Analysis of a stochastic predator–prey model with prey subject to disease and Lévy noise
- Invariant foliations for stochastic dynamical systems with multiplicative stable Levy noise
- Using control to shape stochastic escape and switching dynamics
- Stochastic bifurcation for two-time-scale dynamical system with α-stable Lévy noise
- Stochastic turbulence for Burgers equation driven by cylindrical Lévy process
- Stochastic bifurcations and tipping phenomena of insect outbreak systems driven by α-stable Lévy processes
- A machine learning method for computing quasi-potential of stochastic dynamical systems