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Extracting-Stochastic-Governing-Laws-by-Nonlocal-Kramers-Moyal-Formulas

This code for our paper 'Extracting Stochastic Governing Laws by Nonlocal Kramers-Moyal Formulas'. (The authors: Yubin Lu, Yang Li and Jinqiao Duan).

For 1-d case, you can directly run the file 'flow_1d.py' to obtain our results. For 2-d cases, you have to run the 'system_data.m' to obtain the simulated data,

and then run the file 'flow_2d.py' to obtain the 2-d examples. (Including decoupled system and coupled system).

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System identification of stochastic differential equation with non-Gaussian L\'evy motion using normalizing flows and nonlocal Kramers-Moyal formulas.

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