Related papers: Hermitian stochastic methodology for X-ray superfl…
In the past few decades, the development of fluorescent technologies and microscopic techniques has greatly improved scientists' ability to observe real-time single-cell activities. In this paper, we consider the filtering problem associate…
We investigate the existence of a robust, i.e., continuous, representation of the conditional distribution in a stochastic filtering model for multidimensional correlated jump-diffusions. Even in the absence of jumps, it is known that in…
We consider the theory of spontaneous emission for a random medium of stationary two-level atoms. We investigate the dynamics of the field and atomic probability amplitudes for a one-photon state of the system. At long times and large…
Stochastic perturbation of two-level atoms strongly driven by a coherent light field is analyzed by the quantum trajectory method. A new method is developed for calculating the resonance fluorescence spectra from numerical simulations. It…
A geometric representation for multivariate extremes, based on the shapes of scaled sample clouds in light-tailed margins and their so-called limit sets, has recently been shown to connect several existing extremal dependence concepts.…
We develop a stochastic formulation of the optimally-tuned range-separated hybrid density functional theory which enables significant reduction of the computational effort and scaling of the non-local exchange operator at the price of…
We analyze convergence rates of stochastic optimization procedures for non-smooth convex optimization problems. By combining randomized smoothing techniques with accelerated gradient methods, we obtain convergence rates of stochastic…
This paper introduces a family of recursively defined estimators of the parameters of a diffusion process. We use ideas of stochastic algorithms for the construction of the estimators. Asymptotic consistency of these estimators and…
We present a new strategy for filtering high-dimensional multiscale systems characterized by high-order non-Gaussian statistics using observations from leading-order moments. A closed stochastic-statistical modeling framework suitable for…
Stochastic resonance is a phenomenon in which fluctuations enhance an otherwise weak signal. It has been found in many different systems in paleoclimatology, biology, medicine, and physics. The classical stochastic resonance due to thermal…
This paper presents a new numerical scheme for simulating stochastic processes specified by their marginal distribution functions and covariance functions. Stochastic samples are firstly generated to automatically satisfy target marginal…
In this work it is shown how the immersed boundary method of (Peskin2002) for modeling flexible structures immersed in a fluid can be extended to include thermal fluctuations. A stochastic numerical method is proposed which deals with…
X-ray spectroscopy is a powerful technique for the analysis of the energy distribution of X-rays from astrophysical sources. It allows for the study of the properties, composition, and physical processes taking place at the site of…
Key challenges in the analysis of highly multivariate large-scale spatial stochastic processes, where both the number of components (p) and spatial locations (n) can be large, include achieving maximal sparsity in the joint precision…
The analysis of spatial extremes requires the joint modeling of a spatial process at a large number of stations and max-stable processes have been developed as a class of stochastic processes suitable for studying spatial extremes. Spatial…
Let X be the mild solution to a semilinear stochastic partial differential equation. In this article, we develop methodology to sample from the infinite-dimensional diffusion bridge that arises from conditioning X on a linear transformation…
Stochastic processes are proposed whose master equations coincide with classical wave, telegraph, and Klein-Gordon equations. Similar to predecessors based on the Goldstein-Kac telegraph process, the model describes the motion of particles…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
We study the problem of parameter estimation for a univariate discretely observed ergodic diffusion process given as a solution to a stochastic differential equation. The estimation procedure we propose consists of two steps. In the first…
A stabilized finite element method is introduced for the simulation of time-periodic creeping flows, such as those found in the cardiorespiratory systems. The new technique, which is formulated in the frequency rather than time domain,…