Related papers: Multivariate change estimation for a stochastic he…

The aim of this article is to discuss the estimation of the diffusivity coefficient of a homogeneous metal rod from temperature values at a fixed point in the bar for different time instants. The time-dependent problem of heat conduction is…

This paper studies M-estimators with gradient-Lipschitz loss function regularized with convex penalty in linear models with Gaussian design matrix and arbitrary noise distribution. A practical example is the robust M-estimator constructed…

Let $U,H$ be two separable Hilbert spaces. The main goal of this paper is to study the weak uniqueness of the Stochastic Differential Equation evolving in $H$ \begin{align*} dX(t)=AX(t)dt+\mathcal{V}B(X(t))dt+GdW(t), \quad t>0, \quad X(0)=x…

We describe an optical method to directly measure position-dependent thermal diffusivity of reflective single crystal samples across a broad range of temperatures for condensed matter physics research. Two laser beams are used, one as a…

We present a new stochastic analysis for steady and transient one-dimensional heat conduction problem based on the homogenization approach. Thermal conductivity is assumed to be a random field K consisting of random variables of a total…

In this paper, the hybrid sparse/diffuse (HSD) channel model in frequency domain is proposed. Based on the structural analysis on the resolvable paths and diffuse scattering statistics in the channel, the Hybrid Atomic-Least-Squares (HALS)…

We present exponential error estimates and demonstrate an algebraic convergence rate for the homogenization of level-set convex Hamilton-Jacobi equations in i.i.d. random environments, the first quantitative homogenization results for these…

We consider a parameter estimation problem for one dimensional stochastic heat equations, when data is sampled discretely in time or spatial component. We prove that, the real valued parameter next to the Laplacian (the drift), and the…

For the heat equation on a bounded subdomain $\Omega$ of $\mathbb{R}^d$, we investigate the optimal shape and location of the observation domain in observability inequalites. A new decomposition of $L^2(\mathbb{R}^d)$ into heat packets…

We consider nonparametric invariant density and drift estimation for a class of multidimensional degenerate resp. hypoelliptic diffusion processes, so-called stochastic damping Hamiltonian systems or kinetic diffusions, under anisotropic…

Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…

Spatially referenced datasets have become increasingly prevalent across many fields, largely driven by advances in data collection methods such as satellite remote sensing. In many applications, predictions at unobserved locations are…

We consider the numerical approximation of the ill-posed data assimilation problem for stationary convection-diffusion equations and extend our previous analysis in [Numer. Math. 144, 451--477, 2020] to the convection-dominated regime.…

This work develops a dynamic homogenization approach for metamaterials. It finds an approximate macroscopic homogenized equation with constant coefficients posed in space and time; however, the resulting homogenized equation is higher order…

In this paper we study the approximation of the distribution of $X_t$ Hilbert--valued stochastic process solution of a linear parabolic stochastic partial differential equation written in an abstract form as $$ dX_t+AX_t dt = Q^{1/2} d W_t,…

This work extends the thermodynamic analysis of random bond percolation to explosive and hybrid percolation models. We show that this thermodynamic analysis is well applicable to both explosive and hybrid percolation models by using the…

We consider the problem of statistical inference for the effective dynamics of multiscale diffusion processes with (at least) two widely separated characteristic time scales. More precisely, we seek to determine parameters in the effective…

We study spatially semidiscrete and fully discrete finite volume element methods for the homogeneous heat equation with homogeneous Dirichlet boundary conditions and derive error estimates for smooth and nonsmooth initial data. We show that…

In this paper, we first prove the weak intermittency, and in particular the sharp exponential order $C\lambda^4t$ of the second moment of the exact solution of the stochastic heat equation with multiplicative noise and periodic boundary…

In this paper, we prove a sample-path comparison principle for the nonlinear stochastic fractional heat equation on $\mathbb{R}$ with measure-valued initial data. We give quantitative estimates about how close to zero the solution can be.…