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Data-driven Effective Modeling of Multiscale Stochastic Dynamical Systems

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arxiv 2408.14821 v1 pith:JP5QTKLV submitted 2024-08-27 cs.LG cs.NAmath.NAstat.ML

classification cs.LGcs.NAmath.NAstat.ML
keywords methodslowstochasticsystemsdatadynamicaldynamicseffective
verification ladder T0 review T1 audit T2 compute T3 formal
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We present a numerical method for learning the dynamics of slow components of unknown multiscale stochastic dynamical systems. While the governing equations of the systems are unknown, bursts of observation data of the slow variables are available. By utilizing the observation data, our proposed method is capable of constructing a generative stochastic model that can accurately capture the effective dynamics of the slow variables in distribution. We present a comprehensive set of numerical examples to demonstrate the performance of the proposed method.

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Cited by 2 Pith papers

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score. Full citation record

  1. Learning Stochastic Hamiltonian Systems via Stochastic Generating Function Neural Network

    math.DS 2025-07 conditional novelty 6.0 of 10

    SGFNN learns a stochastic generating function via an autoencoder from paired state observations, yielding symplectic and more accurate long-term predictions for stochastic Hamiltonian systems than sFML.

  2. Generative AI Models for Learning Flow Maps of Stochastic Dynamical Systems in Bounded Domains

    stat.ML 2025-07 conditional novelty 5.0 of 10

    A hybrid generative model combining an exit probability neural network with a training-free diffusion model learns stochastic flow maps for SDEs in bounded domains with absorbing boundaries.

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