Related papers: Multivariate change estimation for a stochastic he…
We construct a novel estimator for the diffusion coefficient of the limiting homogenized equation, when observing the slow dynamics of a multiscale model, in the case when the slow dynamics are of bounded variation. Previous research…
We consider the mixed Dirichlet-conormal problem for the heat equation on cylindrical domains with a bounded and Lipschitz base $\Omega\subset \mathbb{R}^d$ and a time-dependent separation $\Lambda$. Under certain mild regularity…
We propose HSMUCE (heterogeneous simultaneous multiscale change-point estimator) for the detection of multiple change-points of the signal in a heterogeneous gaussian regression model. A piecewise constant function is estimated by…
A multiscale numerical solver called the seamless-domain method (SDM) is used in linear heat conduction analysis of nonperiodic simulated fields. The practical feasibility of the SDM has been verified for use with periodic fields but has…
Let $(X_t)_{t \ge 0}$ be solution of a one-dimensional stochastic differential equation. Our aim is to study the convergence rate for the estimation of the invariant density in intermediate regime, assuming that a discrete observation of…
In this paper, a quantitative estimate of unique continuation for the stochastic heat equation with bounded potentials on the whole Euclidean space is established. This paper generalizes the earlier results in [29] and [17] from a bounded…
Sea surface temperature (SST) is a fundamental determinant of global climate dynamics and economic activity. Reliable projections of future SST patterns depend critically on a rigorous characterization of the underlying spatial random…
We consider non-linear time-fractional stochastic heat type equation $$\frac{\partial^\beta u}{\partial t^\beta}+\nu(-\Delta)^{\alpha/2} u=I^{1-\beta}_t \bigg[\int_{\mathbb{R}^d}\sigma(u(t,x),h) \stackrel{\cdot}{\tilde N }(t,x,h)\bigg]$$…
We consider the setting of multiscale overdamped Langevin stochastic differential equations, and study the problem of learning the drift function of the homogenized dynamics from continuous-time observations of the multiscale system. We…
The dynamical mean-field theory (DMFT) combined with the fluctuation exchange (FLEX) method, namely FLEX+DMFT, is an approach for correlated electron systems to incorporate both local and non-local long-range correlations in a…
Generalizing an idea of Davie and Gaines (2001), we present a method for the simulation of fully discrete samples of the solution to the stochastic heat equation on an interval. We provide a condition for the validity of the approximation,…
This article provides a case study for a recently introduced diffusion in the space of probability measures over the reals, namely rearranged stochastic heat, which solves a stochastic partial differential equation valued in the set of…
This paper investigates the numerical modeling of a time-dependent heat transmission problem by the convolution quadrature boundary element method. It introduces the latest theoretical development into the error analysis of the numerical…
We derive the stochastic master equations which describe the evolution of open quantum systems in contact with a heat bath and undergoing indirect measurements. These equations are obtained as a limit of a quantum repeated measurement model…
Distribution shifts are ubiquitous in real-world machine learning applications, posing a challenge to the generalization of models trained on one data distribution to another. We focus on scenarios where data distributions vary across…
We consider time fractional stochastic heat type equation $$\partial^\beta_tu(t,x)=-\nu(-\Delta)^{\alpha/2} u_t(x)+I^{1-\beta}_t[\sigma(u)\stackrel{\cdot}{W}(t,x)]$$ in $(d+1)$ dimensions, where $\nu>0$, $\beta\in (0,1)$, $\alpha\in (0,2]$,…
Accurate phase estimation plays a pivotal role in quantum metrology, yet its precision is significantly affected by noise, particularly phase-diffusive noise caused by phase drift. To address this challenge, the joint estimation of phase…
The piecewise quadratic polynomial collocation is used to approximate the nonlocal model, which generally obtain the {\em nonsymmetric indefinite system} [Chen et al., IMA J. Numer. Anal., (2021)]. In this case, the discrete maximum…
In this note, we propose a discrete model to study one-dimensional transport equations with non-local drift and supercritical dissipation. The inspiration for our model is the equation $$ \theta_t + (H\theta) \theta_x +(-\Delta)^\alpha…
Fast estimation of the single-particle density matrix is key to many applications in quantum chemistry and condensed matter physics. The best numerical methods leverage the fact that the density matrix elements $f(H)_{ij}$ decay rapidly…