Related papers: Weak universality for a class of 3d stochastic rea…
The close-to-equilibrium regularity of solutions to a class of reaction-diffusion systems is investigated. The considered systems typically arise from chemical reaction networks and satisfy a complex balanced condition. Under some…
We consider multiple stochastic integrals with respect to c\`adl\`ag martingales, which approximate a cylindrical Wiener process. We define a chaos expansion, analogous to the case of multiple Wiener stochastic integrals, for these…
We establish the convergence of the densities of a sequence of nonlinear functionals of an underlying Gaussian process to the density of a Gamma distribution. The key idea of our work is a new density formula for random variables in the…
We study sufficient conditions for a local asymptotic mixed normality property of statistical models. We develop a scheme with the $L^2$ regularity condition proposed by Jeganathan [\textit{Sankhya Ser. A} \textbf{44} (1982) 173--212] so…
Malliavin calculus provides a characterization of the centered model in regularity structures that is stable under removing the small-scale cut-off. In conjunction with a spectral gap inequality, it yields the stochastic estimates of the…
The recently developed short-time linear response algorithm, which predicts the average response of a nonlinear chaotic system with forcing and dissipation to small external perturbation, generally yields high precision of the response…
This article investigates the propagation of chaos property for weakly interacting mild solutions to semilinear stochastic partial differential equations whose coefficients might not satisfy Lipschitz conditions. Furthermore, we derive…
Distribution of galaxies may be a biased tracer of the dark matter distribution and the relation between the galaxies and the total mass may be stochastic, non-linear and time-dependent. Since many observations of galaxy clustering will be…
We revisit a classical continuum model for the diffusion of multiple species with size-exclusion constraint, which leads to a degenerate nonlinear cross-diffusion system. The purpose of this article is twofold: first, it aims at a…
We study the weak solvability of a quasilinear reaction-diffusion system nonlinearly coupled with an linear elliptic system posed in a domain with distributed microscopic balls in $2D$. The size of these balls are governed by an ODE with…
We prove the local wellposedness of the (renormalized) parabolic $\Phi^4_3$ model associated with the harmonic oscillator on $\mathbb{R}^3$, that is, the equation formally written as \begin{equation*} \partial_t X + HX= -X^3+\infty\cdot X +…
The method to derive uniform bounds with Gaussian and Rademacher complexities is extended to the case where the sample average is replaced by a nonlinear statistic. Tight bounds are obtained for U-statistics, smoothened L-statistics and…
We derive a stochastic partial differential equation that describes the fluctuating behaviour of reaction-diffusion systems of N particles, undergoing Markovian, unary reactions. This generalises the work of Dean [J. Phys. A: Math. and…
This paper is concerned with the large deviation principle of the non-local fractional stochastic reaction-diffusion equation with a polynomial drift of arbitrary degree driven by multiplicative noise defined on unbounded domains. We first…
A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…
Stochastic reaction-diffusion models can be analytically studied on complex networks using the linear noise approximation. This is illustrated through the use of a specific stochastic model, which displays traveling waves in its…
We construct a piecewise linear approximation for the dynamical $\Phi_3^4$ model on $\mathbb{T}^3$ by the theory of regularity structures in [Hai14]. For the dynamical $\Phi^4_3$ model it is proved in [Hai14] that a renormalisation has to…
We use Malliavin operators in order to prove quantitative stable limit theorems on the Wiener space, where the target distribution is given by a possibly multidimensional mixture of Gaussian distributions. Our findings refine and generalize…
Identification of nonlinear dynamical systems is crucial across various fields, facilitating tasks such as control, prediction, optimization, and fault detection. Many applications require methods capable of handling complex systems while…
We consider a class of aggregation-diffusion equations on unbounded one dimensional domains with Lipschitz nonincreasing mobility function. We show strong $L^1$-convergence of a suitable deterministic particle approximation to weak…