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This work proposes and analyzes a family of spatially inhomogeneous epidemic models. This is our first effort to use stochastic partial differential equations (SPDEs) to model epidemic dynamics with spatial variations and environmental…

Dynamical Systems · Mathematics 2020-01-01 Dang H Nguyen , Nhu N Nguyen , George Yin

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…

Dynamical Systems · Mathematics 2022-10-11 Aditya Dewanto Hartono , Linh Thi Hoai Nguyen , Ton Viet Ta

Stochastic partial differential equations (SPDEs) are the mathematical tool of choice for modelling spatiotemporal PDE-dynamics under the influence of randomness. Based on the notion of mild solution of an SPDE, we introduce a novel neural…

Machine Learning · Computer Science 2022-09-27 Cristopher Salvi , Maud Lemercier , Andris Gerasimovics

We consider a broad class of stochastic lattice predator-prey models, whose main features are overviewed. In particular, this article aims at drawing a picture of the influence of spatial fluctuations, which are not accounted for by the…

Populations and Evolution · Quantitative Biology 2011-12-20 Mauro Mobilia , Ivan T. Georgiev , Uwe C. Tauber

This paper extends deterministic notions of Strong Stability Preservation (SSP) to the stochastic setting, enabling nonlinearly stable numerical solutions to stochastic differential equations (SDEs) and stochastic partial differential…

Numerical Analysis · Mathematics 2024-12-10 James Woodfield

We consider optimal control of a new type of non-local stochastic partial differential equations (SPDEs). The SPDEs have space interactions, in the sense that the dynamics of the system at time $t$ and position in space x also depend on the…

Optimization and Control · Mathematics 2021-07-01 Nacira Agram , Astrid Hilbert , Khouloud Makhlouf , Bernt Øksendal

Correlated with the trend of increasing degrees of freedom in robotic systems is a similar trend of rising interest in Spatio-Temporal systems described by Partial Differential Equations (PDEs) among the robotics and control communities.…

Robotics · Computer Science 2021-02-19 Ethan N. Evans , Andrew P. Kendall , Evangelos A. Theodorou

Stochastic, spatially extended models for predator-prey interaction display spatio-temporal structures that are not captured by the Lotka-Volterra mean-field rate equations. These spreading activity fronts reflect persistent correlations…

Statistical Mechanics · Physics 2024-05-09 Uwe C. Täuber

This paper proposes a novel low-rank approximation to the multivariate State-Space Model. The Stochastic Partial Differential Equation (SPDE) approach is applied component-wise to the independent-in-time Mat\'ern Gaussian innovation term in…

We consider the problem of optimal singular control of a stochastic partial differential equation (SPDE) with space-mean dependence. Such systems are proposed as models for population growth in a random environment. We obtain sufficient and…

Optimization and Control · Mathematics 2019-05-07 Nacira Agram , Astrid Hilbert , Bernt Øksendal

This paper presents theoretical advances in the application of the Stochastic Partial Differential Equation (SPDE) approach in geostatistics. We show a general approach to construct stationary models related to a wide class of linear SPDEs,…

Statistics Theory · Mathematics 2018-07-30 Ricardo Carrizo Vergara , Denis Allard , Nicolas Desassis

In this paper, we use a stochastic partial differential equation (SPDE) as a model for the density of a population under the influence of random external forces/stimuli given by the environment. We study statistical properties for two…

Probability · Mathematics 2023-12-21 Fernando Baltazar-Larios , Francisco Delgado-Vences , Liliana Peralta

This paper develops a fractional stochastic partial differential equation (SPDE) to model the evolution of a random tangent vector field on the unit sphere. The SPDE is governed by a fractional diffusion operator to model the L\'{e}vy-type…

Probability · Mathematics 2024-01-15 Vo V. Anh , Andriy Olenko , Yu Guang Wang

Understanding the interaction between turbulence and zonal flows is critical for modeling turbulence transport in fusion plasmas, often described through predator-prey dynamics. However, traditional deterministic models like the…

Plasma Physics · Physics 2025-08-15 J. C. Huang , Z. S. Qu , R. Varennes , Y. W. Cho , X. Garbet , C. G. Wan , C. Guet , D. Niyato , V. Grandgirard

Stochastic partial differential equations (SPDEs) represent a very active research field with numerous recent developments and breakthrough results. There are several well-established approaches and methods used to construct solutions for…

Probability · Mathematics 2019-08-27 Christian Kuehn , Alexandra Neamtu

This paper investigates a Stochastic Partial Differential Equation (SPDE) derived from the Fokker-Planck equation associated with Score-based Generative Models. We modify the standard Fokker-Planck equation to better represent practical…

Analysis of PDEs · Mathematics 2025-09-08 Junsu Seo

The Stochastic Partial Differential Equation (SPDE) approach, now commonly used in spatial statistics to construct Gaussian random fields, is revisited from a mechanistic perspective based on the movement of microscopic particles, thereby…

Methodology · Statistics 2021-11-11 Lionel Roques , Denis Allard , Samuel Soubeyrand

Motivated by the traditional Lotka-Volterra competitive models, this paper proposes and analyzes a class of stochastic reaction-diffusion partial differential equations. In contrast to the models in the literature, the new formulation…

Probability · Mathematics 2021-05-10 N. N. Nguyen , G. Yin

The coefficients in a second order parabolic linear stochastic partial differential equation (SPDE) are estimated from multiple spatially localised measurements. Assuming that the spatial resolution tends to zero and the number of…

Statistics Theory · Mathematics 2024-07-26 Randolf Altmeyer , Anton Tiepner , Martin Wahl

We investigate predator-prey school interactions in aquatic environments using a stochastic differential equation (SDE)-based, particle-level model that incorporates attraction, repulsion, alignment, and environmental noise. Two predation…

Populations and Evolution · Quantitative Biology 2025-10-13 Junyi Qi , Ton Viet Ta
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