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A multi-type continuous state and continuous time branching process with immigration satisfying some moment conditions is identified as a pathwise unique strong solution of certain stochastic differential equation with jumps.

Probability · Mathematics 2016-07-25 Matyas Barczy , Zenghu Li , Gyula Pap

Using a variational technique, we generalize the statistical physics approach of learning from random examples to make it applicable to real data. We demonstrate the validity and relevance of our method by computing approximate estimators…

Disordered Systems and Neural Networks · Physics 2009-11-07 D. Malzahn , M. Opper

In this paper we study the dynamics of stochastic microorganism flocculation models. Given the strong influence of environmental and seasonal fluctuations that are present in these models, we propose a stochastic model that includes…

Probability · Mathematics 2025-11-18 Alexandru Hening , Nguyen T. Hieu , Dang H. Nguyen , Nhu Nguyen

Stochastic processes generated by non-stationary distributions are difficult to represent with conventional models such as Gaussian processes. This work presents Recurrent Autoregressive Flows as a method toward general stochastic process…

Machine Learning · Computer Science 2020-06-20 John Mern , Peter Morales , Mykel J. Kochenderfer

Averaging is an important method to extract effective macroscopic dynamics from complex systems with slow modes and fast modes. This article derives an averaged equation for a class of stochastic partial differential equations without any…

Analysis of PDEs · Mathematics 2009-04-10 W. Wang , A. J. Roberts

The existence and uniqueness are proved for the global positive solution to the system of stochastic differential equations describing a two-species mutualism model disturbed by the white noise, the centered and non-centered Poisson noises.…

Probability · Mathematics 2020-03-30 Olga Borysenko , Oleksandr Borysenko

We consider the problem of forecasting complex, nonlinear space-time processes when observations provide only partial information of on the system's state. We propose a natural data-driven framework, where the system's dynamics are modelled…

Systems and Control · Computer Science 2019-03-01 Ibrahim Ayed , Emmanuel de Bézenac , Arthur Pajot , Julien Brajard , Patrick Gallinari

We propose a stochastic model for evolution. Births and deaths of species occur with constant probabilities. Each new species is associated with a fitness sampled from the uniform distribution on [0,1]. Every time there is a death event…

Probability · Mathematics 2010-11-09 Herve Guiol , Fabio P. Machado , Rinaldo B. Schinazi

This paper proposes a data preparation process for managing real-world kinematic data and detecting fishing vessels. The solution is a binary classification that classifies ship trajectories into either fishing or non-fishing ships. The…

Machine Learning · Computer Science 2025-01-07 David Sánchez Pedroche , Daniel Amigo , Jesús García , Jose M. Molina

This short communication develops a new numerical procedure suitable for a large class of ordinary differential equation systems found in models in physics and engineering. The main numerical procedure is analogous to those concerning the…

General Mathematics · Mathematics 2021-12-13 Fabio Silva Botelho

A system of partial differential equations representing stochastic neural fields was recently proposed with the aim of modelling the activity of noisy grid cells when a mammal travels through physical space. The system was rigorously…

Analysis of PDEs · Mathematics 2023-07-18 José Antonio Carrillo , Pierre Roux , Susanne Solem

In this article we present a way of treating stochastic partial differential equations with multiplicative noise by rewriting them as stochastically perturbed evolutionary equations in the sense of \cite{picardbook}, where a general…

Probability · Mathematics 2016-11-08 André Süß , Marcus Waurick

This short, self-contained article seeks to introduce and survey continuous-time deep learning approaches that are based on neural ordinary differential equations (neural ODEs). It primarily targets readers familiar with ordinary and…

Machine Learning · Computer Science 2024-01-09 Lars Ruthotto

This note is concerned with an important for modelling question of existence of solutions of stochastic partial differential equations as proper stochastic processes, rather than processes in the generalized sense. We consider a first order…

Probability · Mathematics 2007-05-23 K. Hamza , F. C. Klebaner

In this paper, we consider a nonlinear Fuchsian type partial differential equation of the second order in the complex domain. Under a very weak assumption, we show the uniqueness of the solution. The result is applied to the problem of…

Analysis of PDEs · Mathematics 2021-10-19 Hidetoshi Tahara

In applied sciences, we often deal with deterministic simulation models that are too slow for simulation-intensive tasks such as calibration or real-time control. In this paper, an emulator for a generic dynamic model, given by a system of…

Methodology · Statistics 2012-07-06 Carlo Albert

In this paper, we formulate a stochastic logistic fish growth model driven by both white noise and non-Gaussian noise. We focus our study on the mean time to extinction, escape probability to measure the noise-induced extinction probability…

Probability · Mathematics 2020-09-03 A. Tesfay , D. Tesfay , A. Khalaf , J. Brannan

Stochastic diffusion equations are crucial for modeling a range of physical phenomena influenced by uncertainties. We introduce the generalized finite difference method for solving these equations. Then, we examine its consistency,…

Numerical Analysis · Mathematics 2024-11-22 Faezeh Nassajian Mojarrad

Dynamical systems that are subject to continuous uncertain fluctuations can be modelled using Stochastic Differential Equations (SDEs). Controlling such system results in solving path constrained SDEs. Broadly, these problems fall under the…

Optimization and Control · Mathematics 2023-06-16 Sumit Suthar , Soumyendu Raha

A two-dimensional system of differential equations with delay modelling the glucose-insulin interaction processes in the human body is considered. Sufficient conditions are derived for the unique positive equilibrium in the system to be…

Dynamical Systems · Mathematics 2020-12-11 M. Angelova , G. Beliakov , A. Ivanov , S. Shelyag
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