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Partial differential equation (PDE) models are widely used in engineering and natural sciences to describe spatio-temporal processes. The parameters of the considered processes are often unknown and have to be estimated from experimental…

Numerical Analysis · Mathematics 2016-12-21 Romana Boiger , Jan Hasenauer , Sabrina Hross , Barbara Kaltenbacher

This paper investigates the well-posedness and small-noise asymptotics of a class of stochastic partial differential equations defined on a bounded domain of $\mathbb{R}^d$, where the diffusion coefficient depends nonlinearly and…

Probability · Mathematics 2025-06-23 Sandra Cerrai , Giuseppina Guatteri , Gianmario Tessitore

A parameter estimation problem for a class of semilinear stochastic evolution equations is considered. Conditions for consistency and asymptotic normality are given in terms of growth and continuity properties of the nonlinear part.…

Statistics Theory · Mathematics 2020-02-26 Gregor Pasemann , Wilhelm Stannat

Estimation of stationary dependence structure parameters using only a single realisation of the spatial process, typically leads to inaccurate estimates and poorly identified parameters. A common way to handle this is to fix some of the…

Methodology · Statistics 2015-04-24 Rikke Ingebrigtsen , Finn Lindgren , Ingelin Steinsland , Sara Martino

We investigate a nonlocal single-species reaction-diffusion-advection model that integrates the spatial memory of previously visited locations and nonlocal detection in space, resulting in a coupled PDE-ODE system reflective of several…

Analysis of PDEs · Mathematics 2023-10-05 Di Liu , Yurij Salmaniw , Jonathan R. Potts , Junping Shi , Hao Wang

We present a novel approach for solving steady-state stochastic partial differential equations (PDEs) with high-dimensional random parameter space. The proposed approach combines spatial domain decomposition with basis adaptation for each…

Numerical Analysis · Mathematics 2017-10-25 Ramkrishna Tipireddy , Panos Stinis , Alexandre Tartakovsky

We develop an approach to learn an interpretable semi-parametric model of a latent continuous-time stochastic dynamical system, assuming noisy high-dimensional outputs sampled at uneven times. The dynamics are described by a nonlinear…

Machine Learning · Statistics 2019-02-13 Lea Duncker , Gergo Bohner , Julien Boussard , Maneesh Sahani

Reaction-diffusion models are widely used to study spatially-extended chemical reaction systems. In order to understand how the dynamics of a reaction-diffusion model are affected by changes in its input parameters, efficient methods for…

Quantitative Methods · Quantitative Biology 2017-03-08 Christopher Lester , Christian A. Yates , Ruth E. Baker

Stochastic simulation methods can be applied successfully to model exact spatio-temporally resolved reaction-diffusion systems. However, in many cases, these methods can quickly become extremely computationally intensive with increasing…

Quantitative Methods · Quantitative Biology 2016-04-29 Jonathan U. Harrison , Christian A. Yates

We consider the estimation of a non-linear reaction term in the stochastic heat or more generally in a semi-linear stochastic partial differential equation (SPDE). Consistent inference is achieved by studying a small diffusivity level,…

Statistics Theory · Mathematics 2022-03-22 Sascha Gaudlitz , Markus Reiß

Since the scale factor and the crossover rate significantly influence the performance of differential evolution (DE), parameter adaptation methods (PAMs) for the two parameters have been well studied in the DE community. Although PAMs can…

Neural and Evolutionary Computing · Computer Science 2020-09-29 Ryoji Tanabe

From tumour invasion to cell sorting and animal territoriality, many biological systems rely on nonlocal interactions that drive complex spatial organisation. Partial differential equations (PDEs) with nonlocal advection are increasingly…

Populations and Evolution · Quantitative Biology 2025-06-03 Valeria Giunta , Thomas Hillen , Mark A. Lewis , Jonathan R. Potts

Adaptation is used by biological sensory systems to respond to a wide range of environmental signals, by adapting their response properties to the statistics of the stimulus in order to maximize information transmission. We derive rules of…

Neurons and Cognition · Quantitative Biology 2021-04-14 Daniele Conti , Thierry Mora

In this paper, we use a stochastic partial differential equation (SPDE) as a model for the density of a population under the influence of random external forces/stimuli given by the environment. We study statistical properties for two…

Probability · Mathematics 2023-12-21 Fernando Baltazar-Larios , Francisco Delgado-Vences , Liliana Peralta

This paper discusses the non-parametric estimation of a non-linear reaction term in a semi-linear parabolic stochastic partial differential equation (SPDE). The estimator's consistency is due to the spatial ergodicity of the SPDE while the…

Probability · Mathematics 2025-01-09 Sascha Gaudlitz

This paper studies synchronization in coupled nonlinear dynamic networks with unknown parameters. Adaptation can be added to one or several elements in the network, while preserving the global synchronization conditions derived in…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Wei Wang , Jean-Jacques E. Slotine

Systems such as sensor networks and teams of autonomous robots consist of multiple autonomous entities that interact with each other in a distributed, asynchronous manner. These entities need to keep track of the state of the system as it…

Artificial Intelligence · Computer Science 2012-07-09 Avi Pfeffer , Terry Tai

We propose a novel framework for adaptively learning the time-evolving solutions of stochastic partial differential equations (SPDEs) using score-based diffusion models within a recursive Bayesian inference setting. SPDEs play a central…

Computation · Statistics 2025-08-12 Toan Huynh , Ruth Lopez Fajardo , Guannan Zhang , Lili Ju , Feng Bao

We propose a new method for spatio-temporal forecasting on arbitrarily distributed points. Assuming that the observed system follows an unknown partial differential equation, we derive a continuous-time model for the dynamics of the data…

Machine Learning · Computer Science 2022-03-18 Marten Lienen , Stephan Günnemann

We extract data-driven, intrinsic spatial coordinates from observations of the dynamics of large systems of coupled heterogeneous agents. These coordinates then serve as an emergent space in which to learn predictive models in the form of…

Adaptation and Self-Organizing Systems · Physics 2020-12-24 Felix P. Kemeth , Tom Bertalan , Thomas Thiem , Felix Dietrich , Sung Joon Moon , Carlo R. Laing , Ioannis G. Kevrekidis