Related papers: Stochastic differential equations for performance …
In this paper, we propose novel low-complexity adaptive channel estimation techniques for mob ile wireless chan- n els in presence of Rayleigh fading, carrier frequency offsets (CFO) and random channel variations. We show that the selective…
We consider Markov models of large-scale networks where nodes are characterized by their local behavior and by a mobility model over a two-dimensional lattice. By assuming random walk, we prove convergence to a system of partial…
The application of Stochastic Differential Equations (SDEs) to the analysis of temporal data has attracted increasing attention, due to their ability to describe complex dynamics with physically interpretable equations. In this paper, we…
This study introduces a training-free conditional diffusion model for learning unknown stochastic differential equations (SDEs) using data. The proposed approach addresses key challenges in computational efficiency and accuracy for modeling…
Interactive, immersive and critical applications demand ultra-reliable low-latency communication (URLLC). To build wireless communication systems that can support these applications, understanding the characteristics of the wireless medium…
The real-time fault monitoring and control of the Vacuum Assisted Resin Transfer Moulding (VARTM) production process requires a knowledge of the position of the epoxy flow-front inside the mould. Therefore, a fast and accurate flow-front…
This paper presents a novel algorithm for residual phase estimation in wireless OFDM systems, including the carrier frequency offset (CFO) and the sampling frequency offset (SFO). The subcarriers are partitioned into several regions which…
Physical models with uncertain inputs are commonly represented as parametric partial differential equations (PDEs). That is, PDEs with inputs that are expressed as functions of parameters with an associated probability distribution.…
A time-frequency diagram is a commonly used visualization for observing the time-frequency distribution of radio signals and analyzing their time-varying patterns of communication states in radio monitoring and management. While it excels…
The modeling of optical wave propagation in optical fiber is a task of fast and accurate solving the nonlinear Schr\"odinger equation (NLSE), and can enable the optical system design, digital signal processing verification and fast waveform…
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 present a stochastic method for efficiently computing the solution of time-fractional partial differential equations (fPDEs) that model anomalous diffusion problems of the subdiffusive type. After discretizing the fPDE in space, the…
The recently introduced concept of dynamic communicability is a valuable tool for ranking the importance of nodes in a temporal network. Two metrics, broadcast score and receive score, were introduced to measure the centrality of a node…
Stochastic mathematical models are essential tools for understanding and predicting complex phenomena. The purpose of this work is to study the exit times of a stochastic dynamical system-specifically, the mean exit time and the…
This paper introduces a new approach to generating sample paths of unknown Markovian stochastic differential equations (SDEs) using diffusion models, a class of generative AI methods commonly employed in image and video applications. Unlike…
We present an explicit method for simulating stochastic differential equations (SDEs) that have variable diffusion coefficients and satisfy the detailed balance condition with respect to a known equilibrium density. In Tupper and Yang…
In this paper, the second-order statistics of the instantaneous mutual information are studied, in time-varying Rayleigh fading channels, assuming general non-isotropic scattering environments. Specifically, first the autocorrelation…
Delay-Differential Equations (DDEs) are the most common representation for systems with delay. However, the DDE representation is limited. In network models with delay, the delayed channels are low-dimensional and accounting for this…
This work analyzes the gains of cooperative relaying in interference-limited networks, in which outages can be due to interference and fading. A stochastic model based on point process theory is used to capture the spatial randomness…
Receivers with joint channel estimation and signal detection using superimposed pilots (SP) can achieve high transmission efficiency in orthogonal time frequency space (OTFS) systems. However, existing receivers have high computational…