Related papers: Gaussian-type density bounds for solutions to mult…
We consider a Bayesian nonparametric approach to a family of linear inverse problems in a separable Hilbert space setting with Gaussian noise. We assume Gaussian priors, which are conjugate to the model, and present a method of identifying…
It has been suggested that for QCD at finite baryon density the distribution of the phase angle, i.e. the angle defined as the imaginary part of the logarithm of the fermion determinant, has a simple Gaussian form. This distribution…
We give a lower bound for the Gaussian curvature of convex level sets of minimal graphs and the solutions to semilinear elliptic equations with the norm of boundary gradient and the Gaussian curvature of the boundary.
The extraction of spectral densities from Euclidean correlators evaluated on the lattice is an important problem, as these quantities encode physical information on scattering amplitudes, finite-volume spectra, inclusive decay rates, and…
We introduce a class of backward stochastic differential equations (BSDEs) on the Wasserstein space of probability measures. This formulation extends the classical correspondence between BSDEs, stochastic control, and partial differential…
In this paper, we study the multi-dimensional mean-field backward stochastic differential equations (BSDEs, for short) with quadratic growth. Under small terminal value, the existence and uniqueness are proved for the multi-dimensional…
We present an estimate of the Wasserstein distance between the data distribution and the generation of score-based generative models. The sampling complexity with respect to dimension is $\mathcal{O}(\sqrt{d})$, with a logarithmic constant.…
In a recent paper by Kurasov, L\"uck, Mugnolo and Wolf, a hybrid gene regulatory network was proposed to model gene expression dynamics by using a stochastic system of coupled partial differential equations. This approach approximates…
Using entropic inequalities from information theory, we provide new bounds on the total variation and 2-Wasserstein distances between a conditionally Gaussian law and a Gaussian law with invertible covariance matrix. We apply our results to…
We propose a method for quantifying uncertainty in high-dimensional PDE systems with random parameters, where the number of solution evaluations is small. Parametric PDE solutions are often approximated using a spectral decomposition based…
We obtain correction terms to the large N asymptotic expansions of the eigenvalue density for the Gaussian unitary and Laguerre unitary ensembles of random N by N matrices, both in the bulk of the spectrum and near the spectral edge. This…
This paper is devoted to solving a multidimensional backward stochastic differential equation with a general time interval, where the generator is uniformly continuous in $(y,z)$ non-uniformly with respect to $t$. By establishing some…
Let $\Gamma$ be an $n\times m$ matrix with independent standard Gaussian entries and let $G_m = \Gamma(B_1^m)$ be the associated Gaussian Gluskin polytope (equivalently, a random $n$-dimensional quotient of $\ell_1^m$). In the regime $m =…
It is known that Markovian forward-backward stochastic differential equations provide nonlinear Feynman-Kac representation formulae for semilinear parabolic PDEs. We show that non-Markovian forward-backward stochastic differential equations…
Gene expression is inherently noisy as many steps in the read-out of the genetic information are stochastic. To disentangle the effect of different sources of stochasticity in such systems, we consider various models that describe some…
We investigate a class of quadratic backward stochastic differential equations (BSDEs) with generators singular in $ y $. First, we establish the existence of solutions and a comparison theorem, thereby extending results in the literature.…
Extrinsic noise-induced transitions to bimodal dynamics have been largely investigated in a variety of chemical, physical, and biological systems. In the standard approach in physical and chemical systems, the key properties that make these…
In this paper we consider the problem of prescribing the Gaussian and geodesic curvature on a disk and its boundary, respectively, via a conformal change of the metric. This leads us to a Liouville-type equation with a nonlinear Neumann…
In a recent Comment (cond-mat/9701197) on our Letter (PRL 77, 3013 (1996), cond-mat/9604176) Nersesyan and Tsvelik questioned the relevance of our exact calculation of the density of states (DOS) of a 2D d-wave superconductor using a…
This study focuses on a multidimensional backward stochastic differential equation (BSDE) with a general random terminal time $\tau$ taking values in $[0,+\infty]$. The generator $g$ satisfies a stochastic monotonicity condition in the…