Reservoir computing with error correction: Long-term behaviors of stochastic dynamical systems
The prediction of stochastic dynamical systems and the capture of dynamical behaviors are
profound problems. In this article, we propose a data-driven framework combining Reservoir …
profound problems. In this article, we propose a data-driven framework combining Reservoir …
Learning dynamics on invariant measures using PDE-constrained optimization
J Botvinick-Greenhouse, R Martin… - Chaos: An Interdisciplinary …, 2023 - pubs.aip.org
We extend the methodology in Yang et al.[SIAM J. Appl. Dyn. Syst. 22, 269–310 (2023)] to
learn autonomous continuous-time dynamical systems from invariant measures. The …
learn autonomous continuous-time dynamical systems from invariant measures. The …
[HTML][HTML] Quadrature Based Neural Network Learning of Stochastic Hamiltonian Systems
X Cheng, L Wang, Y Cao - Mathematics, 2024 - mdpi.com
Hamiltonian Neural Networks (HNNs) provide structure-preserving learning of Hamiltonian
systems. In this paper, we extend HNNs to structure-preserving inversion of stochastic …
systems. In this paper, we extend HNNs to structure-preserving inversion of stochastic …
Invariant Measures in Time-Delay Coordinates for Unique Dynamical System Identification
Invariant measures are widely used to compare chaotic dynamical systems, as they offer
robustness to noisy data, uncertain initial conditions, and irregular sampling. However, large …
robustness to noisy data, uncertain initial conditions, and irregular sampling. However, large …
Learning a class of stochastic differential equations via numerics-informed Bayesian denoising
Z Wang, L Wang, Y Cao - International Journal for Uncertainty … - dl.begellhouse.com
Learning stochastic differential equations (SDEs) from observational data via neural
networks is an important means of quantifying uncertainty in dynamical systems. The …
networks is an important means of quantifying uncertainty in dynamical systems. The …
Stwcr: Weak Collocation Regression for Revealing Hidden Stochastic Dynamics from Single Trajectory Data
Y Jiang, Z Zeng, W Yang, L Hong, Y Zhu - Available at SSRN 5080262 - papers.ssrn.com
Revealing hidden stochastic dynamics from observation data is of great importance in
applications. Traditional methods usually require a large number of independent trajectories …
applications. Traditional methods usually require a large number of independent trajectories …
Learning stochastic Hamiltonian systems via neural network and numerical quadrature formulae
C Xupeng, W Lijin - Journal of University of Chinese Academy of … - journal.ucas.ac.cn
Detecting and predicting the behavior of Hamiltonian systems via machine learning has
been drawing increasing attentions in recent years. In this paper, we propose a data-driven …
been drawing increasing attentions in recent years. In this paper, we propose a data-driven …
[引用][C] Stochastic dynamics and data science
Recent advances in data science are opening up new research fields and broadening the
range of applications of stochastic dynamical systems. Considering the complexities in real …
range of applications of stochastic dynamical systems. Considering the complexities in real …