Special Session 191: Stochastic Dynamical Systems Under Levy Noise: Theory and Applications

Learning Stochastic Dynamical Systems via An Energetic Variational Approach
Yubin Lu
South China University of Technology
Peoples Rep of China
Co-Author(s):    
Abstract:
In this talk, I will present our recent work on learning stochastic dynamical systems through an energetic variational approach, and discuss its connections with existing methods. I will then present a series of numerical experiments to demonstrate the effectiveness and robustness of the proposed framework, particularly in the presence of noisy and partial observations.