A data-driven method for the steady state of randomly perturbed dynamics

DOI10.4310/CMS.2019.v17.n4.a9WikidataQ126983882 ScholiaQ126983882MaRDI QIDQ2331917

Yao Li

Publication date: 31 October 2019

Published in: Communications in Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1805.04099

zbMATH Keywords

Monte CarloFokker-Planck equationinvariant probability density function

Mathematics Subject Classification ID

Monte Carlo methods (65C05) 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) Numerical methods for partial differential equations, boundary value problems (65N99)

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