Related papers: Efficient numerical calculation of drift and diffu…
We study a kinetic toy model for a spray of particles immersed in an ambient fluid, subject to some additional random forcing given by a mixing, space-dependent Markov process. Using the perturbed test function method, we derive the…
Dispersive averaging effects are used to show that KdV equation with periodic boundary conditions possesses high frequency solutions which behave nearly linearly. Numerical simulations are presented which indicate high accuracy of this…
We propose a new scheme for the long time approximation of a diffusion when the drift vector field is not globally Lipschitz. Under this assumption, regular explicit Euler scheme --with constant or decreasing step-- may explode and implicit…
We develop a new numerical scheme for solving the radiative transfer equation in a spherically symmetric system. This scheme does not rely on any kind of diffusion approximation and it is accurate for optically thin, thick, and intermediate…
We derive consistency and asymptotic normality results for quasi-maximum likelihood methods for drift parameters of ergodic stochastic processes observed in discrete time in an underlying continuous-time setting. The special feature of our…
In this paper, we present a model based on a local thermodynamic equilibrium, weakly ionized plasma-mixture model used for medical and technical applications in etching processes. We consider a simplified model based on the Maxwell-Stefan…
Diffusion models achieve state-of-the-art performance in various generation tasks. However, their theoretical foundations fall far behind. This paper studies score approximation, estimation, and distribution recovery of diffusion models,…
In this work, we consider the numerical recovery of a spatially dependent diffusion coefficient in a subdiffusion model from distributed observations. The subdiffusion model involves a Caputo fractional derivative of order $\alpha\in(0,1)$…
In this article, we provide a simple method for constructing dispersive blow-up solutions to the nonlinear Schr\"odinger equation. Our construction mainly follows the approach in Bona, Ponce, Saut and Sparber [2]. However, we make use of…
We establish an explicit rate of convergence for some systems of mean-field interacting diffusions with logistic binary branching towards the solutions of nonlinear evolution equations with non-local self-diffusion and logistic mass growth,…
The mean square displacement and instantaneous diffusion coefficient for different configurations of charged particles in stochastic motion are calculated by numerically solving the associated equations of motion. The method is suitable for…
We address the problem of estimating the drift parameter in a system of $N$ interacting particles driven by additive fractional Brownian motion of Hurst index \( H \geq 1/2 \). Considering continuous observation of the interacting particles…
We consider a one-dimensional diffusion process $(X_t)$ which is observed at $n+1$ discrete times with regular sampling interval $\Delta$. Assuming that $(X_t)$ is strictly stationary, we propose nonparametric estimators of the drift and…
We study the maximum likehood estimator and least squares estimator for drift parameters of nonlinear reflected stochastic differential equations based on continuous observations. Under some regular conditions, we obtain the consistency and…
We introduce novel approximate systems for dispersive and diffusive-dispersive equations with nonlinear fluxes. For purely dispersive equations, we construct a first-order, strictly hyperbolic approximation. Local well-posedness of smooth…
A unified numerically solvable framework for dispersion relations with arbitrary number of species drifting at arbitrary directions and with Krook collision is derived for linear uniform/homogenous kinetic plasma, which largely extended the…
We show that the Turing patterns in reaction systems with subdiffusion can be replicated in an effective system with Markovian cross-diffusion. The effective system has the same Turing instability as the original system, and the same…
Subsurface flows are commonly modeled by advection-diffusion equations. Insufficient measurements or uncertain material procurement may be accounted for by random coefficients. To represent, for example, transitions in heterogeneous media,…
We study the dynamics of generic reaction-diffusion fronts, including pulses and chemical waves, in the presence of multiplicative noise. We discuss the connection between the reaction-diffusion Langevin-like field equations and the…
This work aims to estimate the drift and diffusion functions in stochastic differential equations (SDEs) driven by a particular class of L\'evy processes with finite jump intensity, using neural networks. We propose a framework that…