ISALT: inference-based schemes adaptive to large time-stepping for locally Lipschitz ergodic systems
DOI10.3934/dcdss.2021103zbMath1484.65015arXiv2102.12669OpenAlexW3204582391WikidataQ114022625 ScholiaQ114022625MaRDI QIDQ2129142
Publication date: 22 April 2022
Published in: Discrete and Continuous Dynamical Systems. Series S (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2102.12669
stochastic differential equationsdata-driven modelinginference-based schemelocally Lipschitz ergodic systemsmodel reduction in time
Inference from stochastic processes and prediction (62M20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25)
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