Related papers: An Ergodic Theorem for Fleming-Viot Models in Rand…
We propose and analyze an adaptive finite element method for a phase-field model of dynamic brittle fracture. The model couples a second-order hyperbolic equation for elastodynamics with the Ambrosio-Tortorelli regularization of the…
We introduce the Fluctuating Two-Ray (FTR) fading model, a new statistical channel model that consists of two fluctuating specular components with random phases plus a diffuse component. The FTR model arises as the natural generalization of…
We consider multiple time scales systems of stochastic differential equations with small noise in random environments. We prove a quenched large deviations principle with explicit characterization of the action functional. The random medium…
The following question is addressed: under what conditions can a strange diffusive process, defined by a semi-dynamical V-Langevin equation or its associated Hybrid kinetic equation (HKE), be described by an equivalent purely stochastic…
We study the evolutionary dynamics of a phenotypically structured population in a changing environment , where the environmental conditions vary with a linear trend but in an oscillatory manner. Such phenomena can be described by parabolic…
As a growing number of problems involve variables that are random objects, the development of models for such data has become increasingly important. This paper introduces a novel varying-coefficient Fr\'echet regression model that extends…
In this paper, we are interested in conditional McKean-Vlasov jump diffusions, which are also termed as McKean-Vlasov stochastic differential equations with jump idiosyncratic noise and jump common noise. As far as conditional McKean-Vlasov…
We construct a constant size population model allowing for general selective interactions and extreme reproductive events. It generalizes the idea of (Krone and Neuhauser 1997) who represented the selection by allowing individuals to sample…
The paper examines the Fractional Fourier Transform (FRFT) based technique as a tool for obtaining probability density function and its derivatives, and mainly for fitting stochastic model with the fundamental probabilistic relationships of…
Group-based policy optimization methods like GRPO and GSPO have become standard for training multimodal models, leveraging group-wise rollouts and relative advantage estimation. However, they suffer from a critical \emph{gradient vanishing}…
The Fractional Langevin Equation (FLE) describes a non-Markovian Generalized Brownian Motion with long time persistence (superdiffusion), or anti-persistence (subdiffusion) of both velocity-velocity correlations, and position increments. It…
We focus on variational inference in dynamical systems where the discrete time transition function (or evolution rule) is modelled by a Gaussian process. The dominant approach so far has been to use a factorised posterior distribution,…
We discuss dual time evolution scenarios which, albeit running according to the same real time clock, in each considered case may be mapped among each other by means of an analytic continuation in time. This dynamical duality is a generic…
In this work, we investigate the active dynamics and ergodicity breaking of a nonequilibrium fractional Langevin equation (FLE) with a power-law memory kernel of the form $K(t)\sim t^{-(2-2H)}$, where $1/2<H<1$ represents the Hurst…
It has been established under very general conditions that the ergodic properties of Markov processes are inherited by their conditional distributions given partial information. While the existing theory provides a rather complete picture…
This paper provides an insight to the time-varying dynamics of the shape of the distribution of financial return series by proposing an exponential weighted moving average model that jointly estimates volatility, skewness and kurtosis over…
We prove a non-extinction result for Fleming-Viot-type systems of two particles with dynamics described by an arbitrary symmetric Hunt process under the assumption that the reference measure is finite. Additionally, we describe an invariant…
Within the universality class of ferromagnetic vector models with O(n) symmetry and purely dissipative dynamics, we study the non-equilibrium critical relaxation from a magnetized initial state. Transverse correlation and response functions…
We present a novel staggered semi-implicit hybrid FV/FE method for the numerical solution of the shallow water equations at all Froude numbers on unstructured meshes. A semi-discretization in time of the conservative Saint-Venant equations…
Pretraining on large-scale collections of PDE-governed spatiotemporal trajectories has recently shown promise for building generalizable models of dynamical systems. Yet most existing PDE foundation models rely on deterministic Transformer…