Related papers: A new approach to stochastic evolution equations w…
This paper investigates gradient-based adaptive prediction and control for nonlinear stochastic dynamical systems under a weak convexity condition on the prediction-based loss. This condition accommodates a broad range of nonlinear models…
Atmospheric models used for weather and climate prediction are traditionally formulated in a deterministic manner. In other words, given a particular state of the resolved scale variables, the most likely forcing from the sub-grid scale…
Stochastic Approximation (SA) is a classical algorithm that has had since the early days a huge impact on signal processing, and nowadays on machine learning, due to the necessity to deal with a large amount of data observed with…
Stochastic evolution underpins several approaches to the dynamics of open quantum systems, such as random modulation of Hamiltonian parameters, the stochastic Schrodinger equation (SSE), and the stochastic Liouville equation (SLE). These…
The macroscopic behavior of dissipative stochastic partial differential equations usually can be described by a finite dimensional system. This article proves that a macroscopic reduced model may be constructed for stochastic…
The paper examines the existence of pseudo almost periodic solutions to some classes of partial hyperbolic evolution equations. Namely, sufficient conditions for the existence and uniqueness of pseudo almost periodic solutions to those…
Rolling forecasts have been almost overlooked in the renewable energy storage literature. In this paper, we provide a new approach for handling uncertainty not just in the accuracy of a forecast, but in the evolution of forecasts over time.…
In this paper, we investigate stochastic heat equation with sublinear diffusion coefficients. By assuming certain concavity of the diffusion coefficient, we establish non-trivial moment upper bounds and almost sure spatial asymptotic…
We study semi-linear evolutionary problems where the linear part is the generator of a positive $C_0$-semigroup. The non-linear part is assumed to be quasi-increasing. Given an initial value in between a sub- and a super-solution of the…
We revisit the double adiabatic evolution equations and extend them to the relativistic and ultrarelativistic regimes. We analytically solve the relativistic, time-dependent drift kinetic equation for a homogeneous, magnetized,…
The rotating shallow water model is a simplification of oceanic and atmospheric general circulation models that are used in many applications such as surge prediction, tsunami tracking and ocean modelling. In this paper we introduce a class…
We present several models to describe the stochastic evolution of stocks that show some strong resistance at some level and generalize to this situation the evolution based upon geometric Brownian motion. If volatility and drift are related…
We study the theory of systems with constraints from the point of view of the formal theory of partial differential equations. For finite-dimensional systems we show that the Dirac algorithm completes the equations of motion to an…
In this paper, a new decay estimate for a class of stochastic evolution equations with weakly dissipative drifts is established, which directly implies the uniqueness of invariant measures for the corresponding transition semigroups.…
Motivated by applications in economics and finance, in particular to the modeling of limit order books, we study a class of stochastic second-order PDEs with non-linear Stefan-type boundary interaction. To solve the equation we transform…
This paper investigates a time-dependent multidimensional stochastic differential equation with drift being a distribution in a suitable class of Sobolev spaces with negative derivation order. This is done through a careful analysis of the…
The convergence to the stationary regime is studied for Stochastic Differential Equations driven by an additive Gaussian noise and evolving in a semi-contractive environment, i.e. when the drift is only contractive out of a compact set but…
Nonconservative evolution problems describe irreversible processes and dissipative effects in a broad variety of phenomena. Such problems are often characterised by a conservative part, which can be modelled as a Hamiltonian term, and a…
We study a nonlinear evolutionary partial differential equation that can be viewed as a generalization of the heat equation where the temperature gradient is a~priori bounded but the heat flux provides merely \mbox{$L^1$-coercivity}.…
We propose a new procedure to monitor and forecast the onset of transitions in high dimensional complex systems. We describe our procedure by an application to the Tangled Nature model of evolutionary ecology. The quasi-stable…