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We study nonlinear stochastic partial differential equations with Wick-analytic type nonlinearities set in the framework of white noise analysis. These equations include the stochastic Fisher--KPP equations, stochastic Allen--Cahn,…

Probability · Mathematics 2024-05-09 Tijana Levajkovic , Stevan Pilipovic , Dora Selesi , Milica Zigic

Spaces of convex and concave functions appear naturally in theory and applications. For example, convex regression and log-concave density estimation are important topics in nonparametric statistics. In stochastic portfolio theory, concave…

Probability · Mathematics 2021-05-25 Peter Baxendale , Ting-Kam Leonard Wong

In this work we investigate the existence and uniqueness of Struwe-like solutions for a system of partial differential equations modeling the dynamics of magnetoviscoelastic fluids. The considered system couples a Navier-Stokes type…

Analysis of PDEs · Mathematics 2021-03-03 Francesco De Anna , Joshua Kortum , Anja Schlömerkemper

We consider stochastic and deterministic three-wave semi-linear systems with bounded and almost continuous set of frequencies. Such systems can be obtained by considering nonlinear lattice dynamics or truncated partial differential…

Analysis of PDEs · Mathematics 2020-04-22 Erwan Faou

Semilinear, $N-$dimensional stochastic differential equations (SDEs) driven by additive L\'evy noise are investigated. Specifically, given $\alpha\in\left(\frac{1}{2},1\right)$, the interest is on SDEs driven by $2\alpha-$stable,…

Probability · Mathematics 2022-10-07 Alessandro Bondi

On a connected, oriented, smooth Riemannian manifold without boundary we consider a real scalar field whose dynamics is ruled by $E$, a second order elliptic partial differential operator of metric type. Using the functional formalism and…

Mathematical Physics · Physics 2021-04-05 Claudio Dappiaggi , Nicolò Drago , Paolo Rinaldi

The stochastic theory of relativistic quantum mechanics presented here is modelled on the one that has been proposed previously and that was claimed to be a promising substitute to the orthodox theory in the non-relativistic domain. So it…

Quantum Physics · Physics 2020-06-09 Maurice Godart

We study parabolic stochastic partial differential equations (SPDEs), driven by two types of operators: one linear closed operator generating a $C_0-$semigroup and one linear bounded operator with Wick-type multiplication, all of them set…

Probability · Mathematics 2023-03-16 Tijana Levajkovic , Stevan Pilipovic , Dora Selesi , Milica Zigic

This note is concerned with an important for modelling question of existence of solutions of stochastic partial differential equations as proper stochastic processes, rather than processes in the generalized sense. We consider a first order…

Probability · Mathematics 2007-05-23 K. Hamza , F. C. Klebaner

We give a survey of recent result regarding scaling limits of systems from statistical mechanics, as well as the universality of the behaviour of such systems in so-called cross-over regimes. It transpires that some of these universal…

Probability · Mathematics 2018-03-09 Martin Hairer

This work concerns about forward-backward multivalued stochastic systems. First of all, we prove one average principle for general stochastic differential equations in the $L^{2p}$ ($p\geq 1$) sense. Moreover, for $p=1$ a convergence rate…

Probability · Mathematics 2023-11-14 Huijie Qiao

Polarization quasiprobability distribution defined in the Stokes space shares many important properties with the Wigner function for the position and momentum. Most notably, they both give correct one-dimensional marginal probability…

Quantum Physics · Physics 2017-08-16 K. Yu. Spasibko , M. V. Chekhova , F. Ya. Khalili

We present a novel method for solving population density equations (PDEs), where the populations can be subject to non-Markov noise for arbitrary distributions of jump sizes. The method combines recent developments in two different…

Biological Physics · Physics 2017-06-28 Yi Ming Lai , Marc de Kamps

Normalizing flows and variational autoencoders are powerful generative models that can represent complicated density functions. However, they both impose constraints on the models: Normalizing flows use bijective transformations to model…

Machine Learning · Computer Science 2020-11-02 Didrik Nielsen , Priyank Jaini , Emiel Hoogeboom , Ole Winther , Max Welling

While deep learning (DL)-based methods have achieved remarkable success in continuous wireless resource allocation, efficient solutions for problems involving discrete variables remain challenging. This is primarily due to the zero-gradient…

Machine Learning · Computer Science 2026-03-23 Yikun Wang , Yang Li , Yik-Chung Wu , Rui Zhang

Parameter-space regularization in neural network optimization is a fundamental tool for improving generalization. However, standard parameter-space regularization methods make it challenging to encode explicit preferences about desired…

Machine Learning · Statistics 2023-12-29 Tim G. J. Rudner , Sanyam Kapoor , Shikai Qiu , Andrew Gordon Wilson

This is the first of a two-part paper which determines necessary and sufficient conditions on the asymptotic behaviour of forcing functions so that the solutions of additively pertubed linear differential equations obey certain growth or…

Classical Analysis and ODEs · Mathematics 2024-10-23 John A. D. Appleby , Emmet Lawless

We introduce a new class of spatially stochastic physics and data informed deep latent models for parametric partial differential equations (PDEs) which operate through scalable variational neural processes. We achieve this by assigning…

Machine Learning · Computer Science 2023-06-08 Arnaud Vadeboncoeur , Ieva Kazlauskaite , Yanni Papandreou , Fehmi Cirak , Mark Girolami , Ömer Deniz Akyildiz

The existence of random dynamical systems for McKean--Vlasov SDEs is established. This is approached by considering the joint dynamics of the corresponding nonlinear Fokker-Planck equation governing the law of the system and the underlying…

Probability · Mathematics 2025-07-04 Benjamin Gess , Rishabh S. Gvalani , Shanshan Hu

Realistic physical phenomena exhibit random fluctuations across many scales in the input and output processes. Models of these phenomena require stochastic PDEs. For three-dimensional coupled (vector-valued) stochastic PDEs (SPDEs), for…

Computational Engineering, Finance, and Science · Computer Science 2022-08-24 Ajit Desai , Mohammad Khalil , Chris L. Pettit , Dominique Poirel , Abhijit Sarkar