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In this paper, we develop the mathematical framework for filtering problems arising from biophysical applications where data is collected from confocal laser scanning microscopy recordings of the space-time evolution of intracellular wave…

Statistics Theory · Mathematics 2025-06-10 Jan Szalankiewicz , Cristina Martinez-Torres , Wilhelm Stannat

We prove the well-posedness results, i.e. existence, uniqueness, and stability, of the solutions to a class of nonlocal fully nonlinear parabolic partial differential equations (PDEs), where there is an external time parameter $t$ on top of…

Analysis of PDEs · Mathematics 2021-10-11 Qian Lei , Chi Seng Pun

We introduce a control design and analysis framework for micro-macro, boundary control of large-scale, $n+m$ hyperbolic PDE systems. Specifically, we develop feedback laws for stabilization of hyperbolic systems at the micro level (i.e., of…

Optimization and Control · Mathematics 2025-10-15 Jukka-Pekka Humaloja , Nikolaos Bekiaris-Liberis

In these lectures, we shall present some remarkable results that have been obtained for systems far from equilibrium during the last two decades. We shall put a special emphasis on the concept of large deviation functions that provide us…

Statistical Mechanics · Physics 2015-06-23 Kirone Mallick

We present a comprehensive study about the relationship between the way Detailed Balance is broken in non-equilibrium systems and the resulting violations of the Fluctuation-Dissipation Theorem. Starting from stochastic dynamics with both…

Statistical Mechanics · Physics 2020-07-16 Sara Dal Cengio , Demian Levis , Ignacio Pagonabarraga

We study solutions to nonlinear hyperbolic systems with fully nonlinear relaxation terms in the limit of, both, infinitely stiff relaxation and arbitrary late time. In this limit, the dynamics is governed by effective systems of parabolic…

Analysis of PDEs · Mathematics 2012-10-18 Sebastiano Boscarino , Philippe G. LeFloch , Giovanni Russo

Collective phenomena in strongly nonequilibrium systems interacting with electromagnetic field are considered. Such systems are described by complicated nonlinear differential or integro-differential equations. The aim of this review is to…

Condensed Matter · Physics 2007-05-23 V. I. Yukalov , E. P. Yukalova

In this paper we establish a connection between non-convex optimization methods for training deep neural networks and nonlinear partial differential equations (PDEs). Relaxation techniques arising in statistical physics which have already…

Machine Learning · Computer Science 2017-06-05 Pratik Chaudhari , Adam Oberman , Stanley Osher , Stefano Soatto , Guillaume Carlier

In this work, we develop a method for learning interpretable, thermodynamically stable and Galilean invariant partial differential equations (PDEs) based on the Conservation-dissipation Formalism of irreversible thermodynamics. As governing…

Computational Physics · Physics 2021-10-13 Juntao Huang , Zhiting Ma , Yizhou Zhou , Wen-An Yong

We are interested in the approximation of a steady hyperbolic problem. In some cases, the solution can satisfy an additional conservation relation, at least when it is smooth. This is the case of an entropy. In this paper, we show, starting…

Numerical Analysis · Mathematics 2018-08-01 Remi Abgrall

We analyse large deviations of the dynamical activity in one-dimensional systems of diffusing hard particles. Using an optimal-control representation of the large-deviation problem, we analyse effective interaction forces which can be added…

Statistical Mechanics · Physics 2020-01-22 Jakub Dolezal , Robert L. Jack

This paper studies the robustness of a PDE backstepping delay-compensated boundary controller for a reaction-diffusion partial differential equation (PDE) with respect to a nominal delay subject to stochastic error disturbance. The…

Optimization and Control · Mathematics 2024-01-22 Dandan Guan , Jie Qi , Mamadou Diagne

We establish a process level large deviation principle for systems of interacting Bessel-like diffusion processes. By establishing weak uniqueness for the limiting non-local SDE of McKean-Vlasov type, we conclude that the latter describes…

Probability · Mathematics 2013-03-14 Tomoyuki Ichiba , Mykhaylo Shkolnikov

The exact equations of motion for microscopic density of classical particles number with account of inter-particle interactions and external field in closed form are derived. An integral equation for equilibrium distributions of the…

Statistical Mechanics · Physics 2014-07-18 A. Yu. Zakharov

We develope a perturbation theory for stochastic differential equations (SDEs) by which we mean both stochastic ordinary differential equations (SODEs) and stochastic partial differential equations (SPDEs). In particular, we estimate the $…

Probability · Mathematics 2020-11-25 Martin Hutzenthaler , Arnulf Jentzen

We study nonlinear dispersive wave systems described by hyperbolic PDE's in R^{d} and difference equations on the lattice Z^{d}. The systems involve two small parameters: one is the ratio of the slow and the fast time scales, and another…

Analysis of PDEs · Mathematics 2009-11-11 A. Babin , A. Figotin

Travelling and rotating waves are ubiquitous phenomena observed in time dependent PDEs modelling the combined effect of dissipation and non-linear interaction. From an abstract viewpoint they appear as relative equilibria of an equivariant…

Numerical Analysis · Mathematics 2018-10-30 Wolf-Jürgen Beyn , Denny Otten

We consider the one-dimensional partially asymmetric zero range process where the hopping rates as well as the easy direction of hopping are random variables. For this type of disorder there is a condensation phenomena in the thermodynamic…

Statistical Mechanics · Physics 2009-11-11 Róbert Juhász , Ludger Santen , Ferenc Iglói

In this paper, the convergence of the solutions for a discretized linear state-based static peridynamic system to the corresponding continuous solution is analytically proven. To obtain an implementable model, we further apply…

Numerical Analysis · Mathematics 2026-03-04 Lukas Pflug , Michael Stingl , Max Zetzmann

Boltzmann-Sanov and Cramer-Chernoff's theorems provide large deviation probabilities, entropy, and rate functions for the spatial distribution of systems and the total internal energy of an ensemble respectively. By the method of Lagrange's…

Statistical Mechanics · Physics 2021-09-17 D. P. Shinde