Stochastic physics-informed neural ordinary differential equations

DOI10.1016/j.jcp.2022.111466OpenAlexW4285806933WikidataQ115350027 ScholiaQ115350027MaRDI QIDQ2168292

Jared O'Leary, Ali Mesbah, Joel A. Paulson

Publication date: 31 August 2022

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2109.01621

zbMATH Keywords

stochastic differential equationsuncertainty propagationmoment-matchingphysics-informed neural networksneural ordinary differential equationshidden physics

Mathematics Subject Classification ID

Genetics and population dynamics (92Dxx) Time-dependent statistical mechanics (dynamic and nonequilibrium) (82Cxx) Stochastic systems and control (93Exx)

Uses Software

• VPLAN
• Spearmint
• PyTorch
• torchdiffeq

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