Related papers: Large Deviations for Stochastic Partial Differenti…
Stochastic resonance (SR) is a prominent phenomenon in many natural and engineered noisy system, whereby the response to a periodic forcing is greatly amplified when the intensity of the noise is tuned to within a specific range of values.…
The efficient representation of random fields on geometrically complex domains is crucial for Bayesian modelling in engineering and machine learning. Today's prevalent random field representations are either intended for unbounded domains…
We present a review of recent work on the statistical mechanics of non equilibrium processes based on the analysis of large deviations properties of microscopic systems. Stochastic lattice gases are non trivial models of such phenomena and…
The use of discrete material representation in numerical models is advantageous due to the straightforward way it takes into account material heterogeneity and randomness, and the discrete and orientated nature of cracks. Unfortunately, it…
We analyze a class of nonlinear partial differential equations (PDEs) defined on $\mathbb{R}^d \times \mathcal{P}_2(\mathbb{R}^d),$ where $\mathcal{P}_2(\mathbb{R}^d)$ is the Wasserstein space of probability measures on $\mathbb{R}^d$ with…
Many real-world dynamical systems can be described as State-Space Models (SSMs). In this formulation, each observation is emitted by a latent state, which follows first-order Markovian dynamics. A Probabilistic Deep SSM (ProDSSM)…
Spatial reaction-diffusion models have been employed to describe many emergent phenomena in biological systems. The modelling technique most commonly adopted in the literature implements systems of partial differential equations (PDEs),…
We derive large- and moderate-deviation results in random networks given as planar directed navigations on homogeneous Poisson point processes. In this non-Markovian routing scheme, starting from the origin, at each consecutive step a…
This paper develops meshless methods for probabilistically describing discretisation error in the numerical solution of partial differential equations. This construction enables the solution of Bayesian inverse problems while accounting for…
Numerical approximation of the long time behavior of a stochastic differential equation (SDE) is considered. Error estimates for time-averaging estimators are obtained and then used to show that the stationary behavior of the numerical…
In this paper, we study a class of stochastic partial differential equations (SPDEs) driven by space-time fractional noises. Our method consists in studying first the nonlocal SPDEs and showing then the convergence of the family of these…
Stochastic difference equations and a stochastic partial differential equation (SPDE) are simultaneously derived for the time-dependent neutron angular density in a general three-dimensional medium where the neutron angular density is a…
We establish a large deviation principle for time dependent trajectories (paths) of the empirical density of $N$ particles with long range interactions, for homogeneous systems. This result extends the classical kinetic theory that leads to…
The problem of non-iterative one-shot and non-destructive correction of unavoidable mistakes arises in all Artificial Intelligence applications in the real world. Its solution requires robust separation of samples with errors from samples…
For a wide class of polynomially nonlinear systems of partial differential equations we suggest an algorithmic approach to the s(trong)-consistency analysis of their finite difference approximations on Cartesian grids. First we apply the…
Particle approximations for certain nonlinear and nonlocal reaction-diffusion equations are studied using a system of Brownian motions with killing. The system is described by a collection of i.i.d. Brownian particles where each particle is…
Stochastic mathematical models are essential tools for understanding and predicting complex phenomena. The purpose of this work is to study the exit times of a stochastic dynamical system-specifically, the mean exit time and the…
The existing literature on stochastic simulation of chemical reaction networks has a tendency to move as quickly as possible to the abstract formulation of the stochastic dynamics in terms of probabilities based on the concept of the…
This overview focuses on the notion of partial dynamical symmetry (PDS), for which a prescribed symmetry is obeyed by a subset of solvable eigenstates, but is not shared by the Hamiltonian. General algorithms are presented to identify…
Well-established methods for the solution of stochastic partial differential equations (SPDEs) typically struggle in problems with high-dimensional inputs/outputs. Such difficulties are only amplified in large-scale applications where even…