* indicates the corresponding authors.
Detecting the Most Probable High Dimensional Transition Pathway Based on Optimal Control Theory Jianyu Chen, Ting Gao*, Yang Li and Jinqiao Duan Applied Mathematical Modelling, 127, March 2024, Pages 217-236
Deep Reinforcement Learning in Finite-Horizon to Explore the Most Probable Transition Pathway J. Guo, T. Gao*, P. Zhang, J. Han, H. Huang, J. Duan Transition Pathway, Physica D: Nonlinear Phenomena, 458(133955), 2024.
Combining Reservoir Computing and Normalizing Flow: Long-term Evolution Prediction of Stochastic Dynamical Systems C. Fang, Y. Lu*, T. Gao, J. Duan Physica D: Nonlinear Phenomena, 456(133919), 2023.
Fourier neural operator based fluid-structure interaction for predicting the vesicle dynamics W. Xiao, T. Gao*, K. Liu, J. Duan, M. Zhao** Physica D: Nonlinear Phenomena, Accepted.
Well-posedness and averaging principle for Levy-type McKean-Vlasov stochastic differential equations under local Lipschitz conditions Y. Chao, J. Duan, T. Gao, P. Wei* Submitted.
Approximations of Levy processes by integrated fast oscillating Ornstein-Uhlenbeck processes L. Feng, T. Gao, T. Li*, Z. Lin, X. Liu Stochastics and Dynamics, Vol. 23, No. 08, 2340005 (2023) .
Well-posedness and averaging principle for Levy-type McKean-Vlasov stochastic differential equations under local Lipschitz conditions Y. Chao, J. Duan, T. Gao, P. Wei Submitted.
Learning reduced effective dynamics from data-driven stochastic dynamcial systems L. Feng, T. Gao*, M. Dai, J. Duan Chaos 33, 043131, 2023.
Neural network stochastic differential equation models with applications to financial data forecasting L Yang, T Gao, Y Lu, J Duan, T Liu Applied Mathematical Modelling 115, 279-299, 2023.
An end-to-end deep learning approach for extracting stochastic dynamical systems with α-stable Lévy noise C Fang, Y Lu, T Gao, J Duan Chaos: An Interdisciplinary Journal of Nonlinear Science 32 (6), 063112, 2022.
An optimal control method to compute the most likely transition path for stochastic dynamical systems with jumps W Wei, T Gao, X Chen, J Duan Chaos: An Interdisciplinary Journal of Nonlinear Science 32 (5), 051102, 2022.
Learning the temporal evolution of multivariate densities via normalizing flows Y Lu, R Maulik, T Gao, F Dietrich, IG Kevrekidis, J Duan Chaos: An Interdisciplinary Journal of Nonlinear Science 32 (3), 033121, 2022.
Detecting the maximum likelihood transition path from data of stochastic dynamical systems M Dai, T Gao, Y Lu, Y Zheng, J Duan Chaos: An Interdisciplinary Journal of Nonlinear Science 30 (11), 113124, 2020.
Quantifying model uncertainty in dynamical systems driven by non-Gaussian Lévy stable noise with observations on mean exit time or escape probability Ting Gao, Jinqiao Duan Communications in Nonlinear Science and Numerical Simulation 39, 1-6, 2016.
Dynamical inference for transitions in stochastic systems with α-stable Lévy noise Ting Gao, Jinqiao Duan, Xingye Kan, Zhuan Cheng Journal of Physics A: Mathematical and Theoretical 49 (29), 294002, 2016.
Fokker–Planck equations for stochastic dynamical systems with symmetric Lévy motions T Gao, J Duan, X Li Applied Mathematics and Computation 278, 1-20, 2016.
Mean exit time and escape probability for dynamical systems driven by Lévy noises T Gao, J Duan, X Li, R Song SIAM Journal on Scientific Computing 36 (3), A887-A906, 2014.
Non-Gaussian dynamics of a tumor growth system with immunization M Hao, T Gao, J Duan, W Xu Inverse Problems and Imaging 7(3), 2013.
Mean exit time and escape probability for a tumor growth system under non-Gaussian noise J Ren, C Li, T Gao, X Kan, J Duan International Journal of Bifurcation and Chaos 22 (04), 1250090, 2012.
Quantifying Model Uncertainties in the Space of Probability Measures Jinqiao Duan, Ting Gao and Guowei He Stochastic Analysis and Applications to Finance: Essays in Honour of Jia-an Yan, 2012.
Mathematical analysis of an HIV model with impulsive antiretroviral drug doses T Gao, W Wang, X Liu Mathematics and Computers in Simulation 82 (4), 653-665, 2011.
Stochastic Dynamics and Data Science T. Gao, J. Duan*, Stochastics and Dynamics, Vol. 23, No. 08, 2340002 (2023)
Meta contrastive label correction for financial time series Luxuan Yang, Ting Gao*, Min Dai, Yubin Lu, Wei Wei, Cheng Fang, Yufu Lan, Jinqiao Duan Pattern Recognition Volume 150, June 2024, 110319.
Model Based Reinforcement Learning with Non-Gaussian Environment Dynamics and its Application H. Huang, T. Gao*, P. Li, J. Guo, P. Zhang, N. Du, J. Duan Chaos 33, 083129 (2023)
Early warning via transitions in latent stochastic dynamical systems L. Feng, T. Gao,* W. Xiao, J. Duan Chaos 34, 031101 (2024).
Meta contrastive label correction for financial time series Peng Zhang, Ting Gao, Jin Guo, Jinqiao Duan.
Action Functional as Early Warning Indicator in the Space of Probability Measures via Schrodinger Bridge Luxuan Yang, Ting Gao*, Min Dai, Yubin Lu, Wei Wei, Cheng Fang, Yufu Lan, Jinqiao Duan submitted, 2022.