Data-driven probability density forecast for stochastic dynamical systems

DOI10.1016/j.jcp.2023.112422arXiv2210.03418OpenAlexW4385754125MaRDI QIDQ6054200

Publication date: 27 September 2023

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

Full work available at URL: https://arxiv.org/abs/2210.03418

zbMATH Keywords

stochastic dynamical system diffusion forecast stochastic Koopman operator probability density decomposition

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Applications of dynamical systems (37Nxx) Approximation methods and numerical treatment of dynamical systems (37Mxx)

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