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This paper studies the behaviour of quadratic variations of a stochastic wave equation driven by a noise that is white in space and fractional in time. Complementing the analysis of quadratic variations in the space component carried out by…

Probability · Mathematics 2021-11-29 Radomyra Shevchenko

Stochastic linear modelling proposed in Tissot, M\'emin & Cavalieri (J. Fluid Mech., vol. 912, 2021, A51) is based on classical conservation laws subject to a stochastic transport. Once linearised around the mean flow and expressed in the…

Fluid Dynamics · Physics 2022-07-27 Gilles Tissot , André Cavalieri , Etienne Mémin

Traffic flow forecasting is a fundamental research issue for transportation planning and management, which serves as a canonical and typical example of spatial-temporal predictions. In recent years, Graph Neural Networks (GNNs) and…

Machine Learning · Computer Science 2024-02-27 Qingqing Long , Zheng Fang , Chen Fang , Chong Chen , Pengfei Wang , Yuanchun Zhou

Neural field equations are integro-differential systems describing the macroscopic activity of spatially extended pieces of cortex. In such cortical assemblies, the propagation of information and the transmission machinery induce…

Dynamical Systems · Mathematics 2014-02-05 Grégory Faye , Jonathan Touboul

The problem of nonlinear filtering of a random field observed in the presence of a noise, modeled by a persistent fractional Brownian sheet of Hurst index $(H_1,H_2)$ with $0.5<H_1,H_2<1$, is studied and a suitable version of the Bayes'…

Probability · Mathematics 2007-07-27 Anna Amirdjanova , Matthew Linn

We investigate theoretically and experimentally stochastic resonance in a quantum dot coupled to electron source and drain via time-dependent tunnel barriers. A central finding is a transition visible in the current noise spectrum as a…

Mesoscale and Nanoscale Physics · Physics 2020-11-12 Robert Hussein , Sigmund Kohler , Johannes C. Bayer , Timo Wagner , Rolf J. Haug

Stochastic differential equations (SDEs) provide a flexible framework for modeling temporal dynamics in partially observed systems. A central task is to calibrate such models from data, which requires inferring latent trajectories and…

Machine Learning · Statistics 2026-05-08 Yu Wang , Arnab Ganguly

Front dynamics modeled by a reaction-diffusion equation are studied under the influence of spatio-temporal structured noises. An effective deterministic model is analytical derived where the noise parameters, intensity, correlation time and…

Statistical Mechanics · Physics 2009-11-07 Miguel A. Santos , J. M. Sancho

We study the dynamics of the front separating a spatio-temporally chaotic region from a stable steady region using a simple model applicable to periodically forced systems. In particular, we investigate both the coarsening of the front…

Pattern Formation and Solitons · Physics 2008-02-15 J. W. Kim , J. Y. Vaishnav , E. Ott , S. C. Venkataramani , W. Losert

We study a nonlocal particle model describing traffic flow on rough roads. In the model, each driver adjusts the speed of the car according to the condition over an interval in the front, leading to a system of nonlocal ODEs which we refer…

Analysis of PDEs · Mathematics 2019-11-12 Jereme Chien , Wen Shen

We present a framework for constructing physics and causally constrained neural models of turbulent dynamical systems from data. We first formulate a finite-time flow map with strict energy-preserving nonlinearities for stable modeling of…

Chaotic Dynamics · Physics 2026-04-15 Fabrizio Falasca , Laure Zanna

Waves and oscillations are commonly observed in the dynamics of self-driven agents such as pedestrians or vehicles. Interestingly, many factors may perturb the stability of space homogeneous streaming, leading to the spontaneous formation…

Physics and Society · Physics 2021-06-10 Martin Friesen , Hanno Gottschalk , Barbara Rüdiger , Antoine Tordeux

We consider a nonlinear stochastic partial differential equation (SPDE) that takes the form of the Camassa--Holm equation perturbed by a convective, position-dependent, noise term. We establish the first global-in-time existence result for…

Analysis of PDEs · Mathematics 2024-01-08 Luca Galimberti , Helge Holden , Kenneth H. Karlsen , Peter H. C. Pang

Stochastic resonance is a non-linear phenomenon, in which the sensitivity of signal detectors can be enhanced by adding random noise to the detector input. Here, we demonstrate that noise can also improve the information flux in recurrent…

Neurons and Cognition · Quantitative Biology 2018-11-30 Patrick Krauss , Karin Prebeck , Achim Schilling , Claus Metzner

In many oscillatory or excitable systems, dynamical patterns emerge which are stationary or periodic up in a moving frame of reference. Examples include traveling waves or spiral waves in chemical systems or cardiac tissue. We present a…

Pattern Formation and Solitons · Physics 2019-03-06 Hans Dierckx , Alexander V. Panfilov , Henri Verschelde , Vadim N. Biktashev , Irina V. Biktasheva

Propagation of a localised wave function of a massive scalar field is investigated in its rest frame. The complete orthogonal Hermite-Gauss basis is presented, and the Gouy phase and Rayleigh scale notions are adapted. The leading and…

General Relativity and Quantum Cosmology · Physics 2023-03-30 Qasem Exirifard , Ebrahim Karimi

We consider stochastic partial differential equations (SPDEs) on the one-dimensional torus, driven by space-time white noise, and with a time-periodic drift term, which vanishes on two stable and one unstable equilibrium branches. Each of…

Probability · Mathematics 2024-02-27 Nils Berglund , Rita Nader

We extend the recently introduced Bayesian framework `Generative Pulsar Timing Analysis' to incorporate both pulse jitter (high frequency variation in the arrival time of the pulse) and epoch to epoch stochasticity in the shape of the pulse…

Instrumentation and Methods for Astrophysics · Physics 2015-09-28 L. Lentati , R. M. Shannon

We study the dynamics of waves, oscillations, and other spatio-temporal patterns in stochastic evolution systems, including SPDE and stochastic integral equations. Representing a given pattern as a smooth, stable invariant manifold of the…

Probability · Mathematics 2023-06-28 Zachary P. Adams , James MacLaurin

We consider a stochastic wave equation in spatial dimension three, driven by a Gaussian noise, white in time and with a stationary spatial covariance. The free terms are nonlinear with Lipschitz continuous coefficients. Under suitable…

Probability · Mathematics 2010-01-29 Víctor Ortiz-López , Marta Sanz-Solé