Related papers: A finite dimensional filter with exponential condi…
Diffusion models have had a profound impact on many application areas, including those where data are intrinsically infinite-dimensional, such as images or time series. The standard approach is first to discretize and then to apply…
State estimation for nonlinear systems, especially in high dimensions, is a generally intractable problem, despite the ever-increasing computing power. Efficient algorithms usually apply a finite-dimensional model for approximating the…
Estimation algebras have been extensively studied in Euclidean space, where finite-dimensional estimation algebras form the foundation of the Kalman and Benes filters, and have contributed to the discovery of many other finite-dimensional…
Recursive estimation of nonlinear dynamical systems is an important problem that arises in several engineering applications. Consistent and accurate propagation of uncertainties is important to ensuring good estimation performance. It is…
We prove the existence of a large class of global-in-time expanding solutions to vacuum free boundary compressible Euler flows without relying on the existence of an underlying finite-dimensional family of special affine solutions of the…
This paper develops a connection between the asymptotic stability of nonlinear filters and a notion of observability. We consider a general class of hidden Markov models in continuous time with compact signal state space, and call such a…
Filtering and parameter estimation under partial information for multiscale problems is studied in this paper. After proving mean square convergence of the nonlinear filter to a filter of reduced dimension, we establish that the conditional…
In many engineering and applied science domains, high-dimensional nonlinear filtering is still a challenging problem. Recent advances in score-based diffusion models offer a promising alternative for posterior sampling but require repeated…
A high-order finite element method is proposed to solve the nonlinear convection-diffusion equation on a time-varying domain whose boundary is implicitly driven by the solution of the equation. The method is semi-implicit in the sense that…
This is a study of a class of nonlocal nonlinear diffusion equations. We present a strong maximum principle for nonlocal time-dependent Dirichlet problems. Results are for bounded functions of space, rather than (semi)-continuous functions.…
We prove the existence of periodic solutions in a class of nonlinear partial differential equations, including the nonlinear Schroedinger equation, the nonlinear wave equation, and the nonlinear beam equation, in higher dimension. Our…
In this paper, we consider a nonlinear filtering model with observations driven by correlated Wiener processes and point processes. We first derive a Zakai equation whose solution is a unnormalized probability density function of the filter…
The problem of finite-dimensional asymptotics of infinite-dimensional dynamic systems is studied. A non-linear kinetic system with conservation of supports for distributions has generically finite-dimensional asymptotics. Such systems are…
The fast diffusion equation is analyzed on a bounded domain with Dirichlet boundary conditions, for which solutions are known to extinct in finite time. We construct invariant manifolds that provide a finite-dimensional approximation near…
The global existence of bounded solutions to reaction-diffusion systems with fractional diffusion in the whole space $\mathbb R^N$ is investigated. The systems are assumed to preserve the non-negativity of initial data and to dissipate…
The Derivative-free nonlinear Kalman Filter is proposed for state estimation and fault diagnosis in distributed parameter systems and particularly in dynamical systems described by partial differential equations of the nonlinear wave type.…
In this paper we consider classical and quantum spin systems on discrete lattices and in Euclidean spaces, modeled by infinite dimensional stochastic diffusions in Hilbert spaces. Existence and uniqueness of various notions of solutions,…
Parametric filters, such as the Extended Kalman Filter and the Unscented Kalman Filter, typically scale well with the dimensionality of the problem, but they are known to fail if the posterior state distribution cannot be closely…
In this paper we consider a one-dimensional fully parabolic quasilinear Keller-Segel system with critical nonlinear diffusion. We show uniform-in-time boundedness of solutions, which means, that unlike in higher dimensions, there is no…
Consider the standard, one dimensional, nonlinear filtering problem for a diffusion processe $\Xi_t$ observed in small additive white noise. Denote by $q^\epsilon_1(\cdot)$ the density of the law of $\Xi_1$ conditioned on…