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Learning stochastic dynamics with statistics-informed neural network

delete2023-02-01
delete14
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OA
AI
Y
Yuanran Zhu
Y
Yuhang Tang *
C
Changho Kim
DOI:10.1016/j.jcp.2022.111819delete
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摘要

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
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期刊

Journal of Computational Physics 封面图
Journal of Computational Physics
IF:
3.8
论文数:
1.6W
被引数:
7.4W

机构

L
Lawrence Berkeley National Laboratory
学者数:
1.5W
论文数: 1.1W
被引数: 6.1W
U
united states department of energy (doe)
学者数:
11.3W
论文数: 9.6W
被引数: 246
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