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Latent neural stochastic differential equations (SDEs) have recently emerged as a promising approach for learning generative models from stochastic time series data. However, they systematically underestimate the noise level inherent in…

Machine Learning · Computer Science 2025-06-11 Linus Heck , Maximilian Gelbrecht , Michael T. Schaub , Niklas Boers

A major problem in exploiting microscopic systems for developing a new technology based on the principles of Quantum Information is the influence of noise which tends to work against the quantum features of such systems. It becomes then…

Quantum Physics · Physics 2009-11-13 Angelo Bassi , D. -A. Deckert

The phenomenon of critical slowing down (CSD) has played a key role in the search for reliable precursors of catastrophic regime shifts. This is caused by its presence in a generic class of bifurcating dynamical systems. Simple time-series…

Probability · Mathematics 2026-02-10 Paolo Bernuzzi , Christian Kuehn , Andreas Morr

There is great interest in ecology to understand how wild animals are affected by anthropogenic disturbances, such as sounds. Behavioural response studies are an important approach to quantify the impact of naval activity on marine mammals.…

Applications · Statistics 2022-12-20 Théo Michelot , Richard Glennie , Len Thomas , Nicola Quick , Catriona M. Harris

In the present work, we investigate the dynamics of the infinite-dimensional stochastic partial differential equation (SPDE) with multiplicative white noise. We derive the effective equation on the approximate slow manifold in detail by…

Dynamical Systems · Mathematics 2025-05-08 Shenglan Yuan , Dirk Blömker

This paper is devoted to the problem of approximating non-linear Stochastic Partial Differential Equations (SPDEs) via interacting particle systems. In particular, we consider the Stochastic McKean-Vlasov equation, which is the…

Probability · Mathematics 2024-04-12 Letizia Angeli , Dan Crisan , Martin Kolodziejczyk , Michela Ottobre

We study the interplay between reversibility, geometry, and the choice of multiplicative noise (in particular It\^{o}, Stratonovich, Klimontovich) in stochastic differential equations (SDEs). Building on a unified geometric framework, we…

Probability · Mathematics 2025-11-06 Mario Ayala , Nicolas Dirr , Grigorios A. Pavliotis , Johannes Zimmer

We study inference for the driving L\'evy noise of an ergodic stochastic differential equation (SDE) model, when the process is observed at high-frequency and long time and when the drift and scale coefficients contain finite-dimensional…

Methodology · Statistics 2022-03-22 Hiroki Masuda , Lorenzo Mercuri , Yuma Uehara

The reconstruction and inference of stochastic dynamical systems from data is a fundamental task in inverse problems and statistical learning. While surrogate modeling advances computational methods to approximate these dynamics, standard…

Optimization and Control · Mathematics 2026-04-14 Nicole Tianjiao Yang

A continuous-time average consensus system is a linear dynamical system defined over a graph, where each node has its own state value that evolves according to a simultaneous linear differential equation. A node is allowed to interact with…

Optimization and Control · Mathematics 2023-03-31 Tadashi Wadayama , Ayano Nakai-Kasai

We describe a system of stochastic differential equations (SDEs) which model the interaction between processive molecular motors, such as kinesin and dynein, and the biomolecular cargo they tow as part of microtubule-based intracellular…

Probability · Mathematics 2011-11-04 Scott A. McKinley , Avanti Athreya , John Fricks , Peter R. Kramer

We study individual-based dynamics in finite populations, subject to randomly switching environmental conditions. These are inspired by models in which genes transition between on and off states, regulating underlying protein dynamics.…

Statistical Mechanics · Physics 2016-05-18 Peter G. Hufton , Yen Ting Lin , Tobias Galla , Alan J. McKane

Stochastic resonance is a phenomenon where the response signal to external driving is enhanced by environment noise. In quantum regime, the effect of environment is often intrinsically non-Markovian. Due to the combination of such…

Mesoscale and Nanoscale Physics · Physics 2023-03-17 Ruofan Chen , Xiansong Xu

Understanding the principles that govern dynamical systems is a central challenge across many scientific domains, including biology and ecology. Incomplete knowledge of nonlinear interactions and stochastic effects often renders bottom-up…

Machine Learning · Computer Science 2025-11-18 Gianluigi Pillonetto , Alberto Giaretta , Mauro Bisiacco

We study the dynamics of fronts when both inertial effects and external fluctuations are taken into account. Stochastic fluctuations are introduced as multiplicative noise arising from a control parameter of the system. Contrary to the…

Statistical Mechanics · Physics 2009-10-31 Jose M. Sancho , Angel Sanchez

Mathematical modeling based on time-delay differential equations is an important tool to study the role of delay in biological systems and to evaluate its impact on the asymptotic behavior of their dynamics. Delays are indeed found in many…

Dynamical Systems · Mathematics 2022-03-25 Abdelmalik Moujahid , Fernando Vadillo

A free choice of the integration sense would lead to the paradox that the number of possible equations (thus of solutions for a given model) can vary under a mere change of the variables. This is shown by a specific change which neutralizes…

Mathematical Physics · Physics 2017-04-18 Dietrich Ryter

The influence of small random perturbations on a deterministic dynamical system with a locally stable equilibrium is considered. The perturbed system is described by the It\^{o} stochastic differential equation. It is assumed that the noise…

Mathematical Physics · Physics 2016-02-18 Oskar Sultanov

Neurons in the nervous system are submitted to distinct sources of noise, such as ionic-channel and synaptic noise, which introduces variability in their responses to repeated presentations of identical stimuli. This motivates the use of…

This paper is a continuation of the paper \cite{JL}, which focuses on exploring the global stability of nonlinear stochastic feedback systems on the nonnegative orthant driven by multiplicative white noise and presenting a couple of…

Dynamical Systems · Mathematics 2016-12-05 Jifa Jiang , Xiang Lv