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The coefficient function of the leading differential operator is estimated from observations of a linear stochastic partial differential equation (SPDE). The estimation is based on continuous time observations which are localised in space.…
Graph Neural Networks have achieved impressive results across diverse network modeling tasks, but accurately estimating uncertainty on graphs remains difficult, especially under distributional shifts. Unlike traditional uncertainty…
In this article we expand and develop the authors' recent proposed methodology for efficient stochastic superparameterization (SP) algorithms for geophysical turbulence. Geophysical turbulence is characterized by significant intermittent…
We study the parameter estimation for parabolic, linear, second-order, stochastic partial differential equations (SPDEs) observing a mild solution on a discrete grid in time and space. A high-frequency regime is considered where the mesh of…
A series of recent articles introduced a method to construct stochastic partial differential equations (SPDEs) which are invariant with respect to the distribution of a given conditioned diffusion. These works are restricted to the case of…
This work proposes stochastic partial differential equations (SPDEs) as a practical tool to replicate clustering effects of more detailed particle-based dynamics. Inspired by membrane-mediated receptor dynamics on cell surfaces, we…
Spatial processes observed in various fields, such as climate and environmental science, often occur on a large scale and demonstrate spatial nonstationarity. Fitting a Gaussian process with a nonstationary Mat\'ern covariance is…
Stochastic partial differential equations (SPDE) on graphs were introduced by Cerrai and Freidlin [Ann. Inst. Henri Poincar\'e Probab. Stat. 53 (2017) 865-899]. This class of stochastic equations in infinite dimensions provides a minimal…
Smoothed Particle Hydrodynamics (SPH_ is a mesh-free Lagrangian method renowned for modeling large deformations and free-surface flows, yet classical formulations remain confined to deterministic systems. We introduce Stochastic SPH…
The mean-field stochastic partial differential equation (SPDE) corresponding to a mean-field super-Brownian motion (sBm) is obtained and studied. In this mean-field sBm, the branching-particle lifetime is allowed to depend upon the…
This paper presents the Smoothed particle hydrodynamics (SPH) model to examine the propagation of a regular and irregular waves. The SPH method is a grid-less Lagrangian approach which is capable of good accuracy in tracking large…
We study sequences of empirical measures of Euler schemes associated to some non-Markovian SDEs: SDEs driven by Gaussian processes with stationary increments. We obtain the functional convergence of this sequence to a stationary solution to…
Stemming from the stochastic Lotka-Volterra or predator-prey equations, this work aims to model the spatial inhomogeneity by using stochastic partial differential equations (SPDEs). Compared to the classical models, the SPDE model is more…
The application of Stochastic Differential Equations (SDEs) to the analysis of temporal data has attracted increasing attention, due to their ability to describe complex dynamics with physically interpretable equations. In this paper, we…
We propose a formal framework based on collective coordinates to reduce infinite-dimensional stochastic partial differential equations (SPDEs) with symmetry to a set of finite-dimensional stochastic differential equations which describe the…
A class of random non-stationary signals termed timbre x dynamics is introduced and studied. These signals are obtained by non-linear transformations of sta-tionary random gaussian signals, in such a way that the transformation can be…
A flexible model for non-stationary Gaussian random fields on hypersurfaces is introduced.The class of random fields on curves and surfaces is characterized by an amplitude spectral density of a second order elliptic differential…
The estimation of unknown parameters in nonlinear partial differential equations (PDEs) offers valuable insights across a wide range of scientific domains. In this work, we focus on estimating plant root parameters in the Richards equation,…
Generative modeling of spatio-temporal fields is crucial for a variety of applications, including stochastic weather generators and climate-model surrogates. However, many such fields exhibit complex dependence structures that vary across…
The purpose of this paper is to establish the well-posedness of the stochastic Stefan problem on moving hypersurfaces. Through a specially designed transformation, it turns out we need to solve stochastic partial differential equations on a…