Related papers: Infinite-dimensional stochastic differential equat…
We study identifiability of stochastic differential equations (SDE) under multiple interventions. Our results give the first provable bounds for unique recovery of SDE parameters given samples from their stationary distributions. We give…
In this paper, we focus on a family of backward stochastic differential equations (BSDEs) with sub-differential operators that are driven by infinite-dimensional martingales which involve symmetry, that is, the process involves a positive…
The purpose of this paper is to study some properties of solutions to one dimensional as well as multidimensional stochastic differential equations (SDEs in short) with super-linear growth conditions on the coefficients. Taking inspiration…
The object of this paper is a one-dimensional generalized porous media equation (PDE) with possibly discontinuous coefficient $\beta$, which is well-posed as an evolution problem in $L^1(\mathbb{R})$. In some recent papers of Blanchard et…
A general framework for recovering drift and diffusion dynamics from sampled trajectories is presented for the first time for stochastic delay differential equations. The core relies on the well-established SINDy algorithm for the sparse…
Stochastic differential equations (SDEs) describe dynamical systems where deterministic flows, governed by a drift function, are superimposed with random fluctuations, dictated by a diffusion function. The accurate estimation (or discovery)…
We consider fixed-point equations for probability distributions on isometry classes of measured metric spaces. The construction is required to be recursive and tree-like, but we allow loops for the geodesics between points in the support of…
We study monotone P1 finite element methods on unstructured meshes for fully non-linear, degenerately parabolic Isaacs equations with isotropic diffusions arising from stochastic game theory and optimal control and show uniform convergence…
In this article we show that a finite dimensional stochastic differential equation driven by a L\'evy process can be formulated as a stochastic partial differential equation. We prove the existence and uniqueness of strong solutions of such…
We study the existence of weak martingale solutions to a stochastic moving boundary problem arising from the interaction between an isentropic compressible fluid and a viscoelastic structure. In the model, we consider a three-dimensional…
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 present a novel numerical method for solving the anisotropic diffusion equation in magnetic fields confined to a periodic box which is accurate and provably stable. We derive energy estimates of the solution of the continuous initial…
We study the ferromagnetic Ising model on the infinite $d$-regular tree under the free boundary condition. This model is known to be a factor of IID in the uniqueness regime, when the inverse temperature $\beta\ge 0$ satisfies $\tanh \beta…
This work presents a comprehensive framework for enhanced diffusion modeling in fluid-structure interactions by combining the Immersed Boundary Method (IBM) with stochastic trajectories and high-order spectral boundary conditions. Using…
In this paper, we study averaging principles for a class of time-inhomogeneous stochastic differential equations (SDEs) with slow and fast time-scales, where the drift term in the fast component is time-dependent and only partially…
The edge of torn elastic sheets and growing leaves often form a hierarchical buckling pattern. Within non-Euclidean plate theory this complex morphology can be understood as low bending energy isometric immersions of hyperbolic Riemannian…
Inspired by the idea of stochastic quantization proposed by Parisi and Wu, we construct the transition probability matrix which plays a central role in the renormalization group through a stochastic differential equation. By establishing…
This work establishes a quenched (trajectory-wise) linear response formula for random intermittent dynamical systems, consisting of Liverani-Saussol-Vaienti maps with varying parameters. This result complements recent annealed (averaged)…
We present two applications of the integro-differential volume equation for the eigenstrain, building on Eshelby's inclusion method [15,16], in the contexts of both static and dynamic linear elasticity. The primary objective is to address…
We establish a connection between stochastic optimal control and generative models based on stochastic differential equations (SDEs), such as recently developed diffusion probabilistic models. In particular, we derive a…