All Stories

  1. A data-driven approach for discovering the most probable transition pathway for a stochastic carbon cycle system
  2. Nonparametric inference of stochastic differential equations based on the relative entropy rate
  3. An end-to-end deep learning approach for extracting stochastic dynamical systems with α-stable Lévy noise
  4. An optimal control method to compute the most likely transition path for stochastic dynamical systems with jumps
  5. Most probable transitions from metastable to oscillatory regimes in a carbon cycle system
  6. Dynamical behavior of a nonlocal Fokker–Planck equation for a stochastic system with tempered stable noise
  7. Extracting non-Gaussian governing laws from data on mean exit time
  8. Detecting the maximum likelihood transition path from data of stochastic dynamical systems
  9. Discovering transition phenomena from data of stochastic dynamical systems with Lévy noise
  10. The role of slow manifolds in parameter estimation for a multiscale stochastic system with α-stable Lévy noise
  11. Global solution and blow-up of the stochastic nonlinear Schrödinger system
  12. New Framework to Accurately Predict the Effect of Abrupt Climate Changes
  13. The influences of correlated spatially random perturbations on first passage time in a linear-cubic potential
  14. Discovering mean residence time and escape probability from data of stochastic dynamical systems
  15. Slow manifolds for a nonlocal fast-slow stochastic system with stable Lévy noise
  16. Centre manifolds for infinite dimensional random dynamical systems
  17. Nonlocal Zakai equation for systems with stable Levy noise
  18. Ensemble Averaging for Dynamical Systems Under Fast Oscillating Random Boundary Conditions
  19. Invariant Manifolds for Random and Stochastic Partial Differential Equations