Related papers: Regularities and Exponential Ergodicity in Entropy…
We present a comprehensive evaluation of the robustness and explainability of ResNet-like models in the context of Unintended Radiated Emission (URE) classification and suggest a new approach leveraging Neural Stochastic Differential…
After proving existence and uniqueness of ergodic distribution dependent backward stochastic differential equations (BSDEs) under strong and weak dissipativity regimes for the underlying McKean--Vlasov SDE, we leverage this new framework to…
We examine the effects of pure additive noise on spatially extended systems with quadratic nonlinearities. We develop a general multiscale theory for such systems and apply it to the Kuramoto-Sivashinsky equation as a case study. We first…
We establish the existence of solutions to common noise McKean-Vlasov martingale problems for coefficients with low regularity. Our approach is able to handle the key challenge posed by drift coefficients that are discontinuous with respect…
We analyze the stochastic thermodynamics of systems with continuous space of states. The evolution equation, the rate of entropy production, and other results are obtained by a continuous time limit of a discrete time formulation. We point…
By using coupling by change of conditional probability measure, the log-Harnack inequality for path dependent McKean-Vlasov SDEs with distribution dependent diffusion coefficients is established, which together with the exponential…
Macroscopic models for spatially extended systems under random influences are often described by stochastic partial differential equations (SPDEs). Some techniques for understanding solutions of such equations, such as estimating…
We study the almost sure behavior of solutions of stochastic differential equations (SDEs) as time goes to zero. Our main general result establishes a functional law of the iterated logarithm (LIL) that applies in the setting of SDEs with…
Objective: Sparse Bayesian learning provides an effective scheme to solve the high-dimensional problem in brain signal decoding. However, traditional assumptions regarding data distributions such as Gaussian and binomial are potentially…
In this article we derive rigorously amplitude equations for stochastic PDEs with quadratic nonlinearities, under the assumption that the noise acts only on the stable modes and for an appropriate scaling between the distance from…
Phoneme frequency distributions exhibit robust statistical regularities across languages, including exponential-tailed rank-frequency patterns and a negative relationship between phonemic inventory size and the relative entropy of the…
We present a new methodology for studying non-Hamiltonian nonlinear systems based on an information theoretic extension of a renormalization group technique using a modified maximum entropy principle. We obtain a rigorous dimensionally…
In this thesis we aim to analyze and quantify the energetic and information contents that can be extracted from a dynamical system subject to the external environment. The latter is usually assumed to be deleterious for the feasibility of…
We demonstrate the appearance of a purely entropic stochastic resonance (ESR) occurring in a geometrically confined system, where the irregular boundaries cause entropic barriers. The interplay between a periodic input signal, a constant…
The understanding of adaptive algorithms for SDEs is an open area where many issues related to both convergence and stability (long time behaviour) of algorithms are unresolved. This paper considers a very simple adaptive algorithm, based…
We study a class of stochastic evolution equations with a dissipative forcing nonlinearity and additive noise. The noise is assumed to satisfy rather general assumptions about the form of the covariance function; our framework covers…
One of the challenges in quantum information science is to control open quantum systems with a large number of qubits. An important aspect of many-body systems is the emergence of collective phenomena. One collective noise model is an open…
We propose two types of stochastic extensions of nonholonomic constraints for mechanical systems. Our approach relies on a stochastic extension of the Lagrange-d'Alembert framework. We consider in details the case of invariant nonholonomic…
In this paper we consider stochastic Fokker-Planck Partial Differential Equations (PDEs), obtained as the mean-field limit of weakly interacting particle systems subjected to both independent (or idiosyncratic) and common Brownian noises.…
Nos\'e and Hoover's 1984 work showed that although Nos\'e and Nos\'e-Hoover dynamics were both consistent with Gibbs' canonical distribution neither dynamics, when applied to the harmonic oscillator, provided Gibbs' Gaussian distribution.…