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The dynamic behaviour of stochastic spreading processes on a network model based on k-regular graphs is investigated. The contact process and the susceptible-infected-susceptible model for the spread of epidemics are considered as prototype…

Disordered Systems and Neural Networks · Physics 2008-10-08 S. V. Fallert , S. N. Taraskin

This paper considers and proposes some algorithms to compute the mean curvature flow under topological changes. Instead of solving the fully nonlinear partial differential equations based on the level set approach, we propose some…

Numerical Analysis · Mathematics 2021-03-19 Arthur Bousquet , Yukun Li , Guanqian Wang

Stochastic differential equations (SDE) are widely used in modeling stochastic dynamics in literature. However, SDE alone is not enough to determine a unique process. A specified interpretation for stochastic integration is needed.…

Mathematical Physics · Physics 2012-10-18 Jianghong Shi , Tianqi Chen , Ruoshi Yuan , Bo Yuan , Ping Ao

In this paper, a network-based stochastic information propagation model is developed. The information flow is modeled by a probabilistic differential equation system. The numerical solution of these equations leads to the expected number of…

Social and Information Networks · Computer Science 2021-06-02 Peter Laszlo Juhasz

Stochastic optimization methods have been hugely successful in making large-scale optimization problems feasible when computing the full gradient is computationally prohibitive. Using the theory of modified equations for numerical…

Optimization and Control · Mathematics 2023-09-06 Stefano Di Giovacchino , Desmond J. Higham , Konstantinos Zygalakis

In this paper, random and stochastic processes are defined on fractal curves. Fractal calculus is used to define cumulative distribution function, probability density function, moments, variance and correlation function of stochastic…

General Mathematics · Mathematics 2024-03-18 Alireza Khalili Golmankhaneh , Kerri Welch , Cristina Serpa , Ivanka Stamova

This paper introduces unified models for high-dimensional factor-based Ito process, which can accommodate both continuous-time Ito diffusion and discrete-time stochastic volatility (SV) models by embedding the discrete SV model in the…

Methodology · Statistics 2020-06-23 Donggyu Kim , Xinyu Song , Yazhen Wang

We are concerned with a stochastic mean curvature flow of graphs with extra force over a periodic domain of any dimension. Based on compact embedding method of variational SPDE, we prove the existence of martingale solution. Moreover, we…

Analysis of PDEs · Mathematics 2025-10-14 Qi Yan , Xiang-Dong Li

Stochastic Structural Stability Theory (SSST) provides an autonomous, deterministic, nonlinear dynamical system for evolving the statistical mean state of a turbulent system. In this work SSST is applied to the problem of understanding the…

Fluid Dynamics · Physics 2014-12-30 Brian F. Farrell , Petros J. Ioannou

Accurate and economical modeling of near-surface transport processes is a standing challenge for various engineering and atmospheric boundary-layer flows. In this paper, we address this challenge by utilizing a stochastic one-dimensional…

Fluid Dynamics · Physics 2021-12-01 Marten Klein , Heiko Schmidt , David O. Lignell

A new method of estimating some statistical characteristics of TCP flows in the Internet is developed in this paper. For this purpose, a new set of random variables (referred to as observables) is defined. When dealing with sampled traffic,…

Networking and Internet Architecture · Computer Science 2009-06-26 Yousra Chabchoub , Christine Fricker , Fabrice Guillemin , Philippe Robert

We propose generalizations of a number of standard network models, including the classic random graph, the configuration model, and the stochastic block model, to the case of time-varying networks. We assume that the presence and absence of…

Social and Information Networks · Computer Science 2018-05-02 Xiao Zhang , Cristopher Moore , M. E. J. Newman

The process of stochastic Turing instability on a network is discussed for a specific case study, the stochastic Brusselator model. The system is shown to spontaneously differentiate into activator-rich and activator-poor nodes, outside the…

Statistical Mechanics · Physics 2015-06-04 Malbor Asslani , Francesca Di Patti , Duccio Fanelli

Stochastic regularization of neural networks (e.g. dropout) is a wide-spread technique in deep learning that allows for better generalization. Despite its success, continuous-time models, such as neural ordinary differential equation (ODE),…

Machine Learning · Computer Science 2020-06-29 Viktor Oganesyan , Alexandra Volokhova , Dmitry Vetrov

Network data, commonly used throughout the physical, social, and biological sciences, consist of nodes (individuals) and the edges (interactions) between them. One way to represent network data's complex, high-dimensional structure is to…

Methodology · Statistics 2024-08-27 Steven Wilkins-Reeves , Tyler McCormick

We explore the phenomenon of spiral defect chaos in two types of generalized Swift-Hohenberg model equations that include the effects of long-range drift velocity or mean flow. We use spatially-extended domains and integrate the equations…

Chaotic Dynamics · Physics 2015-05-28 Alireza Karimi , Zhi-Feng Huang , Mark Paul

Understanding generalization in deep learning has been one of the major challenges in statistical learning theory over the last decade. While recent work has illustrated that the dataset and the training algorithm must be taken into account…

Network inference has been extensively studied in several fields, such as systems biology and social sciences. Learning network topology and internal dynamics is essential to understand mechanisms of complex systems. In particular, sparse…

Machine Learning · Statistics 2022-06-13 Yasen Wang , Junyang Jin , Jorge Goncalves

We propose new continuous-time formulations for first-order stochastic optimization algorithms such as mini-batch gradient descent and variance-reduced methods. We exploit these continuous-time models, together with simple Lyapunov analysis…

Optimization and Control · Mathematics 2020-03-12 Antonio Orvieto , Aurelien Lucchi

Representations of sequential data are commonly based on the assumption that observed sequences are realizations of an unknown underlying stochastic process, where the learning problem includes determination of the model parameters. In this…

Machine Learning · Statistics 2019-09-17 Ronny Hug , Wolfgang Hübner , Michael Arens