Related papers: On Time Uniform Wong-Zakai Approximation Theorems
This work provides reliable a posteriori error estimates for Runge-Kutta discontinuous Galerkin approximations of nonlinear convection-diffusion systems. The classes of systems we study are quite general with a focus on convection-dominated…
First, we have generalized the notion of Franhoufer diffraction of temporal coherent light from a single slit to the case of arbitrary n-slits. The diffraction pattern is investigated for different values of recently [19] introduced…
We prove optimal estimates for the decay in time of solutions to a rather general class of non-local in time subdiffusion equations in $\mathbb{R}^d$. An important special case is the time-fractional diffusion equation, which has seen much…
An averaging method is applied to derive effective approximation to the following singularly perturbed nonlinear stochastic damped wave equation \nu u_{tt}+u_t=\D u+f(u)+\nu^\alpha\dot{W} on an open bounded domain $D\subset\R^n$\,, $1\leq…
We derive some regularity estimates of the solution to a time fractional diffusion equation, that are useful for numerical analysis, and partially unravel the singularity structure of the solution with respect to the time variable.
We study stochastic Navier-Stokes equations in two dimensions with respect to periodic boundary conditions. The equations are perturbed by a nonlinear multiplicative stochastic forcing with linear growth (in the velocity) driven by a…
The inverse first-passage time problem determines a boundary such that the first-passage time of a Wiener process to this boundary has a given distribution. An approximation which is based on the starting value of the boundary to a smooth…
The scaling invariance for chaotic orbits near a transition from unlimited to limited diffusion in a dissipative standard mapping is explained via the analytical solution of the diffusion equation. It gives the probability of observing a…
In this article, we consider the following stochastic fractional diffusion equation \begin{equation*} \left(\partial^{\beta}+\dfrac{\nu}{2}\left(-\Delta\right)^{\alpha / 2}\right) u(t, x)= \lambda\: I_{0_+}^{\gamma}\left[u(t, x) \dot{W}(t,…
We study Gaussian approximations to the distribution of a diffusion. The approximations are easy to compute: they are defined by two simple ordinary differential equations for the mean and the covariance. Time correlations can also be…
When an isolated quantum system is driven out of equilibrium, expectation values of general observables start oscillating in time. This article reviews the general theory of such temporal fluctuations. We first survey some results on the…
For continuous-time linear stochastic dynamical systems driven by Wiener processes, we consider the problem of designing ensemble filters when the observation process is randomly time-sampled. We propose a continuous-discrete McKean--Vlasov…
We investigate the behavior of the time derivatives of the solution to a linear time-fractional, advection-diffusion-reaction equation, allowing space- and time-dependent coefficients as well as initial data that may have low regularity.…
We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also…
We prove a Wong-Rosay type theorem for a domain with a piecewise smooth generic strictly pseudoconvex boundary point.
Diffusion models are a new class of generative models that revolve around the estimation of the score function associated with a stochastic differential equation. Subsequent to its acquisition, the approximated score function is then…
In this paper, we obtained the strong convergence of Wong-Zakai approximations of reflected SDEs in a general multidimensional domain giving an affirmative answer to the question posed in [ES].
We consider an evolution equation whose time-diffusion is of fractional type and we provide decay estimates in time for the $L^s$-norm of the solutions in a bounded domain. The spatial operator that we take into account is very general and…
This article studies a general divide-and-conquer algorithm for approximating continuous one-dimensional probability distributions with finite mean. The article presents a numerical study that compares pre-existing approximation schemes…
We study time-uniform statistical inference for parameters in stochastic approximation (SA), which encompasses a bunch of applications in optimization and machine learning. To that end, we analyze the almost-sure convergence rates of the…