Скачать или смотреть Brandeis Math Bio Seminar - Oct. 15th, 2025 - Yao Li (Brandeis University)

Organizers: Thomas Fai, Jonathan Touboul, Yangyang Wang, Sreshta Venkatakrishnan, Nate Sutton (Brandeis).

Title: Data-driven computational methods for stochastic dynamics

Abstract: Many problems in mathematical biology can be modeled by high dimensional stochastic differential equations. In this talk, I will summarize our recent progress on the computation of high dimensional stochastic dynamics, with focus on applications in mathematical biology. This includes (1) Solving Fokker-Planck equations, (2) Estimating the speed of convergence to the steady states, (3) Computing eigenfunctions of the Fokker-Planck operator, and (4) Solving the Freidlin-Wentzell quasi-potential function. Compared with traditional methods, our data-driven approaches are significantly more applicable to higher dimensional problems.