Stochastic physics-informed neural ordinary differential equations
Jared O’Leary, Joel A. Paulson, Ali Mesbah
Topics & Concepts
Ordinary differential equationStochastic differential equationArtificial neural networkOdeDynamical systems theoryAutomatic differentiationStochastic gradient descentStochastic neural networkStatistical physicsComputer scienceNonlinear systemStochastic processApplied mathematicsArtificial intelligenceDifferential equationMathematicsAlgorithmRecurrent neural networkPhysicsMathematical analysisStatisticsQuantum mechanicsComputationModel Reduction and Neural NetworksNeural Networks and ApplicationsProbabilistic and Robust Engineering Design