Related papers: On the stability of matrix-valued Riccati diffusio…
Effects of non-stationarity on the performance of hybrid ensemble filters are studied (by hybrid filters we mean those which blend ensemble covariances with some other regularizing covariances). To isolate effects of non-stationarity from…
This paper considers the Linear Minimum Variance recursive state estimation for the linear discrete time dynamic system with random state transition and measurement matrices, i.e., random parameter matrices Kalman filtering. It is shown…
We study 2D fronts propagating up a co-moving reaction rate gradient in finite number reaction-diffusion systems. We show that in a 2D rectangular channel, planar solutions to the deterministic mean-field equation are stable with respect to…
We examine characteristic properties of deterministic and stochastic diffusion in low-dimensional chaotic dynamical systems. As an example, we consider a periodic array of scatterers defined by a simple chaotic map on the line. Adding…
A recursive state estimation procedure is derived for a linear time varying system with both parametric uncertainties and stochastic measurement droppings. This estimator has a similar form as that of the Kalman filter with intermittent…
We consider the optimal control problem for a linear conditional McKean-Vlasov equation with quadratic cost functional. The coefficients of the system and the weigh-ting matrices in the cost functional are allowed to be adapted processes…
In this paper, we develop a model to describe the generalized wave-particle instability in a quasi-neutral plasma. We analyze the quasi-linear diffusion equation for particles by expressing an arbitrary unstable and resonant wave mode as a…
We address the discretization of two-phase Darcy flows in a fractured and deformable porous medium, including frictional contact between the matrix-fracture interfaces. Fractures are described as a network of planar surfaces leading to the…
Given a reaction-advection-diffusion system modelling the sulphation phenomenon, we derive a single regularised non-conservative and path-dependent nonlinear partial differential equation and propose a probabilistic interpretation via a…
We study the stochastic diffusive limit of a kinetic radiative transfer equation, which is non-linear, involving a small parameter and perturbed by a smooth random term. Under an appropriate scaling for the small parameter, using a…
We present a computational framework to investigate steady state distributions and perform stability analysis for random ordinary differential equations driven by parameter uncertainty. Using the nonlinear Rosenzweig McArthur predator prey…
The lattice Boltzmann equation describes the evolution of the velocity distribution function on a lattice in a manner that macroscopic fluid dynamical behavior is recovered. Although the equation is a derivative of lattice gas automata, it…
We expand on a recent study of a lattice model of interacting particles [Phys. Rev. Lett. 111, 110601 (2013)]. The adsorption isotherm and equilibrium fluctuations in particle number are discussed as a function of the interaction. Their…
Recent years have bore witness to the proliferation of distributed filtering techniques, where a collection of agents communicating over an ad-hoc network aim to collaboratively estimate and track the state of a system. These techniques…
We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…
In this article we consider the estimation of static parameters for partially observed diffusion processes with discrete-time observations over a fixed time interval. In particular, when one only has access to time-discretized solutions of…
Vortex lattices -- highly ordered arrays of vortices -- are known to arise in quantum systems such as type II superconductors and Bose-Einstein condensates. More recently, similar arrangements have been reported in classical rotating…
We analyze ecological systems that are influenced by random environmental fluctuations. We first provide general conditions which ensure that the species coexist and the system converges to a unique invariant probability measure (stationary…
A non-perturbative and continuous definition of RG transformations as stochastic processes is proposed, inspired by the observation that the functional RG equations for effective Boltzmann factors may be interpreted as Fokker-Planck…
We consider potential type dynamical systems in finite dimensions with two meta-stable states. They are subject to two sources of perturbation: a slow external periodic perturbation of period $T$ and a small Gaussian random perturbation of…