Data-driven method to extract mean exit time and escape probability for dynamical systems driven by Lévy noises
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Publication:6151512
data-scienceLévy noisenoise-induced transitionsnon-Gaussian stochastic dynamicsnon-local Kramers-Moyal formulas
Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamic and nonequilibrium phase transitions (general) in statistical mechanics (82C26) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)
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Cites work
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- Data-driven approximation of the Koopman generator: model reduction, system identification, and control
- Data-driven identification of parametric partial differential equations
- Discovering governing equations from data by sparse identification of nonlinear dynamical systems
- Dynamic mode decomposition of numerical and experimental data
- Extracting governing laws from sample path data of non-Gaussian stochastic dynamical systems
- scientific article; zbMATH DE number 806759 (Why is no real title available?)
- Likelihood for transcriptions in a genetic regulatory system under asymmetric stable Lévy noise
- Lévy flights in evolutionary ecology
- Lévy noise-induced escape in an excitable system
- Machine learning: Trends, perspectives, and prospects
- Mean exit time and escape probability for dynamical systems driven by Lévy noises
- Most probable dynamics of a genetic regulatory network under stable Lévy noise
- Sparse dynamics for partial differential equations
- The maximum likelihood climate change for global warming under the influence of greenhouse effect and Lévy noise
Cited in
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- Data-driven approximation for extracting the transition dynamics of a genetic regulatory network with non-Gaussian Lévy noise
- Data-driven discovery of stochastic dynamical systems with \(\alpha\)-stable Lévy noise based on residual networks
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