Related papers: Deterministic and Stochastic Becker-D\"oring equat…
Because of the finiteness of the life span and boundedness of the physical space, the more reasonable or physical choice is the tempered power-law instead of pure power-law for the CTRW model in characterizing the waiting time and jump…
We survey the recent advance in the rigorous qualitative theory of the 2d stochastic Navier-Stokes system that are relevant to the description of turbulence in two-dimensional fluids. After discussing briefly the initial-boundary value…
The paper gives an overview of recent advances in structural equation modeling. A structural equation model is a multivariate statistical model that is determined by a mixed graph, also known as a path diagram. Our focus is on the…
The solutions of the one-dimensional homogeneous nonlinear Boltzmann equation are studied in the QE-limit (Quasi-Elastic; infinitesimal dissipation) by a combination of analytical and numerical techniques. Their behavior at large velocities…
In this paper, we study the strong and weak convergence rates for multi-scale one-dimensional stochastic Burgers equation. Based on the techniques of Galerkin approximation, Kolmogorov equation and Poisson equation, we obtain the slow…
We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…
A generalised phase-space kinetic Boltzmann equation for highly non-equilibrium charged particle transport via localised and delocalised states is used to develop continuity, momentum and energy balance equations, accounting explicitly for…
The stochastic dissipative Schrodinger equation is derived for an open quantum system consisting of a sub-system able to exchange energy with a thermal reservoir. The resultant evolution of the wave function also gives the evolution of the…
This article suggests that deterministic Gradient Descent, which does not use any stochastic gradient approximation, can still exhibit stochastic behaviors. In particular, it shows that if the objective function exhibit multiscale…
We introduce a stochastic particle system that corresponds to the Fokker-Planck equation with decay in the many-particles limit, and study its large deviations. We show that the large-deviation rate functional corresponds to an…
Both for the theoretical and practical treatment of Inverse Problems, the modeling of the noise is a crucial part. One either models the measurement via a deterministic worst-case error assumption or assumes a certain stochastic behavior of…
We introduce a model of long-range interacting particles evolving under a stochastic Monte Carlo dynamics, in which possible increase or decrease in the values of the dynamical variables is accepted with preassigned probabilities. For…
This paper continues the study of [11, 13] for stationary solutions of stochastic linear retarded functional differential equations with the emphasis on delays which appear in those terms including spatial partial derivatives. As a…
A deterministic model with a large number of continuous and discrete degrees of freedom is described, and a statistical treatment is proposed. The model exactly obeys a Schrodinger equation, which has to be interpreted exactly according to…
This paper investigates the probability distribution of solutions to McKean--Vlasov stochastic differential equations driven by fractional Brownian motion with Hurst parameter H>1/2. Our main contribution is the derivation of the associated…
In the paper, we study spatially distributed particle systems whose time evolution is governed by vanishing diffusion in space $\mathbb{R}^d$, $d\ge 1$, and by size-continuous fragmentation and coagulation processes with unbounded rates. We…
In this paper, a partial integro-differential equation modeling of coagulation and multiple fragmentation events is studied. Our purpose is to investigate the global existence of gelling weak solutions to the continuous coagulation and…
In this note we review recent results on existence and uniqueness of solutions of infinite-dimensional stochastic differential equations describing interacting Brownian motions on $\R^d$.
Increasingly larger data sets of processes in space and time ask for statistical models and methods that can cope with such data. We show that the solution of a stochastic advection-diffusion partial differential equation provides a…
This work advances the theoretical foundations of reservoir computing (RC) by providing a unified treatment of fading memory and the echo state property (ESP) in both deterministic and stochastic settings. We investigate state-space…