Related papers: Spatially Dependent Parameter Estimation and Nonli…
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…
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…
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.…
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…
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…
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…
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…
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…
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…
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,…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…