Related papers: Discrete approximation of stable white noise - App…
This paper proposes a thorough theoretical analysis of Stochastic Gradient Descent (SGD) with non-increasing step sizes. First, we show that the recursion defining SGD can be provably approximated by solutions of a time inhomogeneous…
Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…
A low frequency approximation of the discrete Sommerfeld diffraction problems, involving the scattering of a time harmonic lattice wave incident on square lattice by a discrete Dirichlet or a discrete Neumann half-plane, is investigated. It…
This paper is devoted to the numerical analysis of a fully discrete finite element approximation for the stochastic Benjamin-Bona-Mahony equation driven by multiplicative noise. We first establish the existence and uniqueness of solutions…
We study approximation of non-autonomous linear differential equations with variable delay over infinite intervals. We use piecewise constant argument to obtain a corresponding discrete difference equation. The study of numerical…
We prove a characterization of the support of the law of the solution for a stochastic wave equation with two-dimensional space variable, driven by a noise white in time and correlated in space. The result is a consequence of an…
Noisy dynamical models are employed to describe a wide range of phenomena. Since exact modeling of these phenomena requires access to their microscopic dynamics, whose time scales are typically much shorter than the observable time scales,…
We consider strong approximations of $1+1$-dimensional stochastic PDEs driven by additive space-time white noise. It has been long proposed (Davie-Gaines '01, Jentzen-Kloeden '08), as well as observed in simulations, that approximation…
Our goal is to identify the type and number of static equilibrium points of solids arising from fine, equidistant $n$-discretrizations of smooth, convex surfaces. We assume uniform gravity and a frictionless, horizontal, planar support. We…
We study the asymptotics of lattice power variations of two-parameter ambit fields driven by white noise. Our first result is a law of large numbers for power variations. Under a constraint on the memory of the ambit field, normalized power…
The long term aim is to use modern dynamical systems theory to derive discretisations of noisy, dissipative partial differential equations. As a first step we here consider a small domain and apply stochastic centre manifold techniques to…
In the setting where we have $n$ independent observations of a random variable $X$, we derive explicit error bounds in total variation distance when approximating the number of observations equal to the maximum of the sample (in the case…
This paper is devoted to order-one explicit approximations of random periodic solutions to multiplicative noise driven stochastic differential equations (SDEs) with non-globally Lipschitz coefficients. The existence of the random periodic…
In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…
We study a minimal shell model for the advection of a passive scalar by a Gaussian time correlated velocity field. The anomalous scaling properties of the white noise limit are studied analytically. The effect of the time correlations are…
Can uncorrelated surrounding sound sources be used to generate extended diffuse sound fields? By definition, targets are a constant sound pressure level, a vanishing average sound intensity, uncorrelated sound waves arriving isotropically…
The approximation of a general $d$-variate function $f$ by the shifts $\phi(\cdot-\xi)$, $\xi\in\Xi\subset \Rd$, of a fixed function $\phi$ occurs in many applications such as data fitting, neural networks, and learning theory. When…
In this article, we improve the Strichartz estimates obtained in [12] for the Schr\"odinger equation with white noise dispersion in one dimension. This allows us to prove global well posedness when a quintic critical nonlinearity is added…
We study the growth properties of the family of i.i.d. random sequences, also known as discrete white noises, and of their continuous-domain generalization, the family of L\'evy white noises. More precisely, we characterize the members of…
Scattered light noise affects the sensitivity of gravitational waves detectors. The characterization of such noise is needed to mitigate it. The time-varying filter empirical mode decomposition algorithm is suitable for identifying signals…