返回
Learning stochastic dynamics with statistics-informed neural network
DOI:10.1016/j.jcp.2022.111819.png)
摘要
En 中文
We introduce a machine-learning framework named statistics-informed neural network (SINN) for learning stochastic dynamics from data. This new architecture was theoretically inspired by a universal approximation theorem for stochastic systems, which we introduce in this paper, and the projection-operator formalism for stochastic modeling. We devise mechanisms for training the neural network model to reproduce the correct statistical behavior of a target stochastic process. Numerical simulation results demonstrate that a well-trained SINN can reliably approximate both Markovian and non-Markovian stochastic dynamics. We demonstrate the applicability of SINN to coarse-graining problems and the modeling of transition dynamics. Furthermore, we show that the obtained reduced-order model can be trained on temporally coarse-grained data and hence is well suited for rare -event simulations.(c) 2022 Elsevier Inc. All rights reserved.
Keyword:
Scientific machine learning
Recurrent neural network
Reduced-order stochastic modeling
Rare events
AI总结
对已上传原文的论文进行重点信息的提取,主要内容包括:简要概述、研究摘要、背景介绍、关键亮点、图文解析、展望与总结。
期刊
IF:
3.8
论文数:
1.6W
被引数:
7.4W
机构
引用论文
Measurement of Interaction Forces at Small Distance under Electric Field in a Smectite Dispersed Silicone Oil Based ER Fluid在层状硅酸盐分散的硅油基ER流体中电场下小距离内相互作用力的测量
Transition path sampling: Throwing ropes over rough mountain passes, in the dark过渡路径采样: 在黑暗中,在粗糙的山路上扔绳子

