Reservoir computing with error correction: Long-term behaviors of stochastic dynamical systems

C Fang, Y Lu, T Gao, J Duan - Physica D: Nonlinear Phenomena, 2023 - Elsevier
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 …

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 …

[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 …

Invariant Measures in Time-Delay Coordinates for Unique Dynamical System Identification

J Botvinick-Greenhouse, R Martin, Y Yang - arXiv preprint arXiv …, 2024 - arxiv.org
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 …

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 …

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 …

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 …

[引用][C] Stochastic dynamics and data science

T Gao, J Duan - Stochastics and Dynamics, 2023 - World Scientific
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 …