Related papers: Learning Chaotic Systems and Long-Term Predictions…
Neural Ordinary Differential Equations (ODE) are a promising approach to learn dynamic models from time-series data in science and engineering applications. This work aims at learning Neural ODE for stiff systems, which are usually raised…
Iterative trajectory optimization techniques for non-linear dynamical systems are among the most powerful and sample-efficient methods of model-based reinforcement learning and approximate optimal control. By leveraging time-variant local…
By interpreting the forward dynamics of the latent representation of neural networks as an ordinary differential equation, Neural Ordinary Differential Equation (Neural ODE) emerged as an effective framework for modeling a system dynamics…
Ordinary differential equations (ODEs) are widely used to describe the time evolution of natural phenomena across various scientific fields. Estimating the parameters of these systems from data is a challenging task, particularly when…
Learning dynamics governed by differential equations is crucial for predicting and controlling the systems in science and engineering. Neural Ordinary Differential Equation (NODE), a deep learning model integrated with differential…
Partial differential equations (PDEs) play a crucial role in studying a vast number of problems in science and engineering. Numerically solving nonlinear and/or high-dimensional PDEs is often a challenging task. Inspired by the traditional…
Long-term traffic flow forecasting plays a crucial role in intelligent transportation as it allows traffic managers to adjust their decisions in advance. However, the problem is challenging due to spatio-temporal correlations and complex…
Neural Stochastic Differential Equations model a dynamical environment with neural nets assigned to their drift and diffusion terms. The high expressive power of their nonlinearity comes at the expense of instability in the identification…
The continuous dynamics of natural systems has been effectively modelled using Neural Ordinary Differential Equations (Neural ODEs). However, for accurate and meaningful predictions, it is crucial that the models follow the underlying rules…
Perception of time from sequentially acquired sensory inputs is rooted in everyday behaviors of individual organisms. Yet, most algorithms for time-series modeling fail to learn dynamics of random event timings directly from visual or audio…
The first-passage time is a key concept in stochastic modeling, representing the time at which a process first reaches a specified threshold. In this work, we consider a jump-diffusion (JD) model with a time-dependent threshold, providing a…
Chaotic systems are intrinsically sensitive to small errors, challenging efforts to construct predictive data-driven models of real-world dynamical systems such as fluid flows or neuronal activity. Prior efforts comprise either specialized…
Further analysis and experimentation is carried out in this paper for a chaotic dynamic model, viz. the Nonlinear Dynamic State neuron (NDS). The analysis and experimentations are performed to further understand the underlying dynamics of…
Training dynamic models, such as neural ODEs, on long trajectories is a hard problem that requires using various tricks, such as trajectory splitting, to make model training work in practice. These methods are often heuristics with poor…
We investigate the problem of stochastic network optimization in the presence of imperfect state prediction and non-stationarity. Based on a novel distribution-accuracy curve prediction model, we develop the predictive learning-aided…
Many real-world systems, such as moving planets, can be considered as multi-agent dynamic systems, where objects interact with each other and co-evolve along with the time. Such dynamics is usually difficult to capture, and understanding…
Neural ordinary differential equations (Neural ODEs) are an effective framework for learning dynamical systems from irregularly sampled time series data. These models provide a continuous-time latent representation of the underlying…
In this paper, we address the issue of modeling and estimating changes in the state of the spatio-temporal dynamical systems based on a sequence of observations like video frames. Traditional numerical simulation systems depend largely on…
In this paper, we introduce a model-based deep-learning approach to solve finite-horizon continuous-time stochastic control problems with jumps. We iteratively train two neural networks: one to represent the optimal policy and the other to…
The reconstruction and inference of stochastic dynamical systems from data is a fundamental task in inverse problems and statistical learning. While surrogate modeling advances computational methods to approximate these dynamics, standard…