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We investigate neural ordinary and stochastic differential equations (neural ODEs and SDEs) to model stochastic dynamics in fully and partially observed environments within a model-based reinforcement learning (RL) framework. Through a…
In the present paper, we studied a Dynamic Stochastic Block Model (DSBM) under the assumptions that the connection probabilities, as functions of time, are smooth and that at most $s$ nodes can switch their class memberships between two…
We critically explore the applicability of a recently proposed framework to sample the quantum dynamics of a many-body quantum system interacting with light by stochastic trajectories, applying it to the closed and open Tavis-Cummings model…
The main objective of this work is to characterize the pathwise local structure of solutions of semilinear stochastic evolution equations (see's) and stochastic partial differential equations (spde's) near stationary solutions. Such…
We present a framework and algorithms to learn controlled dynamics models using neural stochastic differential equations (SDEs) -- SDEs whose drift and diffusion terms are both parametrized by neural networks. We construct the drift term to…
I will sketchily illustrate how the theory of symmetry helps in determining solutions of (deterministic) differential equations, both ODEs and PDEs, staying within the classical theory. I will then present a quick discussion of some more…
This paper presents a system of stochastic differential equations (SDEs) as mathematical model to describe the spatial-temporal dynamics of predator-prey system in an artificial aquatic environment with schooling behavior imposed upon the…
We propose an algorithm for approximating the solution of a strongly oscillating SDE, that is, a system in which some ergodic state variables evolve quickly with respect to the other variables. The algorithm profits from homogenization…
In many stochastic dynamical systems, ordinary chaotic behavior is preceded by a full-dimensional phase that exhibits 1/f-type power-spectra and/or scale-free statistics of (anti)instantons such as neuroavalanches, earthquakes, etc. In…
This paper investigates a class of controlled stochastic partial differential equations (SPDEs) arising in the modeling of composite materials with spatially varying properties. The state equation describes the evolution of a material…
The ability of a robot to plan complex behaviors with real-time computation, rather than adhering to predesigned or offline-learned routines, alleviates the need for specialized algorithms or training for each problem instance. Monte Carlo…
We develop a Bayesian inference method for discretely-observed stochastic differential equations (SDEs). Inference is challenging for most SDEs, due to the analytical intractability of the likelihood function. Nevertheless, forward…
This is a pedagogical review of the possible connection between the stochastic quantization in physics and the diffusion models in machine learning. For machine-learning applications, the denoising diffusion model has been established as a…
We develop the method of stochastic modified equations (SME), in which stochastic gradient algorithms are approximated in the weak sense by continuous-time stochastic differential equations. We exploit the continuous formulation together…
Bayesian networks faithfully represent the symmetric conditional independences existing between the components of a random vector. Staged trees are an extension of Bayesian networks for categorical random vectors whose graph represents…
The purpose of this paper is to establish the well-posedness of the stochastic Stefan problem on moving hypersurfaces. Through a specially designed transformation, it turns out we need to solve stochastic partial differential equations on a…
In this paper, we study a two-species model in the form of a coupled system of nonlinear stochastic differential equations (SDEs) that arises from a variety of applications such as aggregation of biological cells and pedestrian movements.…
Modeling dynamical systems is crucial for a wide range of tasks, but it remains challenging due to complex nonlinear dynamics, limited observations, or lack of prior knowledge. Recently, data-driven approaches such as Neural Ordinary…
Inspired by the stochastic particle method, this paper establishes an easily implementable explicit numerical method for McKean-Vlasov stochastic differential equations (MV-SDEs) with superlinear growth coefficients. The paper establishes…
We approach the development of models and control strategies of susceptible-infected-susceptible (SIS) epidemic processes from the perspective of marked temporal point processes and stochastic optimal control of stochastic differential…