Learning effective stochastic differential equations from microscopic simulations: linking stochastic numerics to deep learning

2 code implementations • 10 Jun 2021 • Felix Dietrich, Alexei Makeev, George Kevrekidis, Nikolaos Evangelou, Tom Bertalan, Sebastian Reich, Ioannis G. Kevrekidis

We identify effective stochastic differential equations (SDE) for coarse observables of fine-grained particle- or agent-based simulations; these SDE then provide useful coarse surrogate models of the fine scale dynamics.

Numerical Integration