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An approximation to the solution of a stochastic parabolic equation is constructed using the Galerkin approximation followed by the Wiener Chaos decomposition. The result is applied to the nonlinear filtering problem for the time…

Probability · Mathematics 2007-06-13 Sergey V. Lototsky

When characterizing materials, it can be important to not only predict their mechanical properties, but also to estimate the probability distribution of these properties across a set of samples. Constitutive neural networks allow for the…

Computational Engineering, Finance, and Science · Computer Science 2025-03-18 Jeremy A. McCulloch , Ellen Kuhl

Bayesian methods are actively used for parameter identification and uncertainty quantification when solving nonlinear inverse problems with random noise. However, there are only few theoretical results justifying the Bayesian approach.…

Statistics Theory · Mathematics 2020-02-04 Vladimir Spokoiny

The effect of stochasticity, in the form of Gaussian white noise, in a predator-prey model with two distinct time-scales is presented. A supercritical singular Hopf bifurcation yields a Type II excitability in the deterministic model. We…

Dynamical Systems · Mathematics 2017-07-20 Susmita Sadhu

We determine conditions for the presence of stochastic resonance in a lossy bosonic channel with a nonlinear, threshold decoding. The stochastic resonance effect occurs if and only if the detection threshold is outside of a "forbidden…

Quantum Physics · Physics 2013-01-14 Cosmo Lupo , Stefano Mancini , Mark M. Wilde

Gaussian processes are a powerful framework for quantifying uncertainty and for sequential decision-making but are limited by the requirement of solving linear systems. In general, this has a cubic cost in dataset size and is sensitive to…

Analysis of experimental data must sometimes deal with abrupt changes in the distribution of measured values. Setting upper limits on signals usually involves a veto procedure that excludes data not described by an assumed statistical…

General Relativity and Quantum Cosmology · Physics 2015-03-20 Vladimir Dergachev

Timing is essential for many cellular processes, from cellular responses to external stimuli to the cell cycle and circadian clocks. Many of these processes are based on gene expression. For example, an activated gene may be required to…

Molecular Networks · Quantitative Biology 2017-02-24 Alma Dal Co , Marco Cosentino Lagomarsino , Michele Caselle , Matteo Osella

We consider non-demographic noise in the form of uncertainty in the reaction step size, and reveal a dramatic effect this noise may have on the stability of self-regulating populations. Employing the reaction scheme mA->kA, but allowing,…

Populations and Evolution · Quantitative Biology 2018-03-07 Shay Be'er , Michael Assaf

Using equilibrium fluctuations to understand the response of a physical system to an externally imposed perturbation is the basis for linear response theory, which is widely used to interpret experiments and shed light on microscopic…

Statistical Mechanics · Physics 2024-06-24 Jérémie Klinger , Grant M. Rotskoff

The intrinsic stochasticity of gene expression can lead to large variability of protein levels across a population of cells. Variability (or noise) in protein distributions can be modulated by cellular mechanisms of gene regulation; in…

Molecular Networks · Quantitative Biology 2011-03-02 Tao Jia , Rahul V. Kulkarni

Biochemical reactions are fundamentally noisy at a molecular scale. This limits the precision of reaction networks, but also allows fluctuation measurements which may reveal the structure and dynamics of the underlying biochemical network.…

Biological Physics · Physics 2018-04-11 Harmen Wierenga , Pieter Rein ten Wolde , Nils B. Becker

Gaussian mixtures are a common density representation in nonlinear, non-Gaussian Bayesian state estimation. Selecting an appropriate number of Gaussian components, however, is difficult as one has to trade of computational complexity…

Systems and Control · Computer Science 2012-04-02 Marco F. Huber

Stochastic resonance shows that under some circumstances noise can enhance the response of a system to a periodic force. While this effect has been extensively investigated theoretically and demonstrated experimentally in classical systems,…

Quantum Physics · Physics 2009-11-06 S. F. Huelga , M. B. Plenio

The normal distribution plays a central role in information theory - it is at the same time the best-case signal and worst-case noise distribution, has the greatest representational capacity of any distribution, and offers an equivalence…

Machine Learning · Computer Science 2025-06-09 Daniel Eftekhari , Vardan Papyan

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…

Statistical Mechanics · Physics 2023-10-03 K. S. Fa , C. -L. Ho , Y. B. Matos , M. G. E da Luz

Gaussian mixture filters for nonlinear systems usually rely on severe approximations when calculating mixtures in the prediction and filtering step. Thus, offline approximations of noise densities by Gaussian mixture densities to reduce the…

Systems and Control · Electrical Eng. & Systems 2025-06-02 Ondŕej Straka , Uwe D. Hanebeck

We develop a systematic approach to the linear-noise approximation for stochastic reaction systems with distributed delays. Unlike most existing work our formalism does not rely on a master equation, instead it is based upon a dynamical…

Statistical Mechanics · Physics 2013-12-13 Tobias Brett , Tobias Galla

We derive a method to reconstruct Gaussian signals from linear measurements with Gaussian noise. This new algorithm is intended for applications in astrophysics and other sciences. The starting point of our considerations is the principle…

Instrumentation and Methods for Astrophysics · Physics 2011-10-18 Niels Oppermann , Georg Robbers , Torsten A. Ensslin

This paper deals with the nonlinear stochastic dynamics of a piezoelectric energy harvesting system subjected to a harmonic external excitation disturbed by Gaussian colored noise. A parametric analysis is conducted, where the effects of…

Statistical Mechanics · Physics 2021-07-30 Vinicius Gonçalves Lopes , João Victor L. L. Peterson , Americo Cunha