Related papers: Uncertainty Propagation on Unimodular Matrix Lie G…
In this paper, we study a fast approximate inference method based on expectation propagation for exploring the posterior probability distribution arising from the Bayesian formulation of nonlinear inverse problems. It is capable of…
We present a framework, which, from the trajectories detailing the spatiotemporal dynamics of a population, simultaneously reconstructs a transport map as well as the Fokker-Planck equation governing the coarse-grained probability…
We use Lyapunov-like functions and convex optimization to propagate uncertainty in the initial condition of nonlinear systems governed by ordinary differential equations. We consider the full nonlinear dynamics without approximation,…
We discuss diffusion of particles in a spatially inhomogeneous medium. From the microscopic viewpoint we consider independent particles randomly evolving on a lattice. We show that the reversibility condition has a discrete geometric…
We generalize the invariant imbedding theory of the wave propagation and derive new invariant imbedding equations for the propagation of arbitrary number of coupled waves of any kind in arbitrarily-inhomogeneous stratified media, where the…
Several classes of physical systems exhibit ultraslow diffusion for which the mean squared displacement at long times grows as a power of the logarithm of time ("strong anomaly") and share the interesting property that the probability…
We formulate a short-time expansion for one-dimensional Fokker-Planck equations with spatially dependent diffusion coefficients, derived from stochastic processes with Gaussian white noise, for general values of the discretization parameter…
We obtain equilibration rates for a one-dimensional nonlocal Fokker-Planck equation with time-dependent diffusion coefficient and drift, modeling the relaxation of a large swarm of robots, feeling each other in terms of their distance,…
Time-uniform log-Sobolev inequalities (LSI) satisfied by solutions of semi-linear mean-field equations have recently appeared to be a key tool to obtain time-uniform propagation of chaos estimates. This work addresses the more general…
Fractional Fokker-Planck equation plays an important role in describing anomalous dynamics. To the best of our knowledge, the existing discussions mainly focus on this kind of equation involving one diffusion operator. In this paper, we…
Combining the results of [14] and [10], the trend to equilibrium in large time is studied for a large particle system associated to a Vlasov-Fokker-Planck equation. Under some conditions (that allow non-convex confining potentials) the…
Solving a system of nonlinear inequalities is an important problem for which conventional numerical analysis has no satisfactory method. With a box-consistency algorithm one can compute a cover for the solution set to arbitrarily close…
This paper outlines a methodology for Bayesian multimodel uncertainty quantification (UQ) and propagation and presents an investigation into the effect of prior probabilities on the resulting uncertainties. The UQ methodology is adapted…
We investigate light propagation through materials with periodically modulated gain/loss profile in both transverse and longitudinal directions, i.e. in material with two-dimensional modulation in space. We predict effects of…
We present a Master Equation formulation based on a Markovian random walk model that exhibits sub-diffusion, classical diffusion and super-diffusion as a function of a single parameter. The non-classical diffusive behavior is generated by…
We present early results from a study addressing the question of how one treats the propagation of incertitude, that is, epistemic uncertainty, in input parameters in astrophysical simulations. As an example, we look at the propagation of…
In a recent letter [Europhys. Lett. 97, 34002 (2012)], random matrix theory is introduced for long-range acoustic propagation in the ocean. The theory is expressed in terms of unitary propagation matrices that represent the scattering…
We study evolution of pulses propagating through focusing nonlinear media. Small disturbance on the smooth initial non-uniform background leads to formation of the region of strong nonlinear oscillations. We develop here an asymptotic…
We study a variant of the Cucker-Smale model where information between agents propagates with a finite speed $\mathfrak{c}>0$. This leads to a system of functional differential equations with state-dependent delay. We prove that, if…
Probability theory has become the predominant framework for quantifying uncertainty across scientific and engineering disciplines, with a particular focus on measurement and control systems. However, the widespread reliance on simple…