Related papers: Multivariate change estimation for a stochastic he…
Let $\Lambda_s$ denote the inhomogeneous Lipschitz space of order $s\in(0,\infty)$ on $\mathbb{R}^n$. This article characterizes the distance $d(f, V)_{\Lambda_s}: = \inf_{g\in V} \|f-g\|_{\Lambda_s}$ from a function $f\in \Lambda_s$ to a…
In this paper we use methods from Stochastic Analysis to establish Li-Yau type estimates for positive solutions of the heat equation. In particular, we want to emphasize that Stochastic Analysis provides natural tools to derive local…
We present and analyze a new derivation of the meso-level behavior of a discrete microscopic model of heat transfer. This construction is based on the principle of dynamic consistency. Our work reproduces and corrects, when needed, all the…
We present a novel methodology based on filtered data and moving averages for estimating effective dynamics from observations of multiscale systems. We show in a semi-parametric framework of the Langevin type that our approach is…
We study stochastic reaction--diffusion equation $$ \partial_tu_t(x)=\frac12 \partial^2_{xx}u_t(x)+b(u_t(x))+\dot{W}_{t}(x), \quad t>0,\, x\in D $$ where $b$ is a generalized function in the Besov space…
A nearly universal feature of the specific heat curves C(T,U) vs. T for different U of a general class of Hubbard models is observed. That is, the value C_+ of the specific heat curves at their high-temperature crossing point T_+ is almost…
This paper aims at proving the local boundedness and continuity of solutions of the heat equation in the context of Dirichlet spaces under some rather weak additional assumptions. We consider symmetric local regular Dirichlet forms which…
Latin hypercube sampling (LHS) is a widely used stratified sampling method in computer experiments. In this work, we extend the existing convergence results for the sample mean under LHS to the broader class of $Z$-estimators, estimators…
Suppose that $d\ge 1$ and $\alpha\in (0, 2)$. In this paper, by using probabilistic methods, we establish sharp two-sided pointwise estimates for the Dirichlet heat kernels of $\{\Delta+ a^\alpha \Delta^{\alpha/2}; \ a\in (0, 1]\}$ on…
For the accurate representation and reconstruction of band-limited signals on the sphere, an optimal-dimensionality sampling scheme has been recently proposed which requires the optimal number of samples equal to the number of degrees of…
Dynamic mode decomposition (DMD) provides a principled approach to extract physically interpretable spatial modes from time-resolved flow field data, along with a linear model for how the amplitudes of these modes evolve in time. Recently,…
We show that the centroid molecular dynamics (CMD) method provides a realistic way to calculate the thermal diffusivity $a=\lambda/\rho c_{\rm V}$ of a quantum mechanical liquid such as para-hydrogen. Once $a$ has been calculated, the…
In the past years, deep learning has seen an increase in usage in the domain of histopathological applications. However, while these approaches have shown great potential, in high-risk environments deep learning models need to be able to…
We present a space-time virtual element method for the discretization of the heat equation, which is defined on general prismatic meshes and variable degrees of accuracy. Strategies to handle efficiently the space-time mesh structure are…
We present a systematic computation of the heat conductivity of the Markov jump process modeling the energy exchanges in an array of locally confined hard spheres at the conduction threshold. Based on a variational formula [Sasada M. 2016,…
Let $u,v \in \mathbb{R}^\Omega_+$ be positive unit vectors and $S\in\mathbb{R}^{\Omega\times\Omega}_+$ be a symmetric substochastic matrix. For an integer $t\ge 0$, let $m_t = \smash{\left\langle v,S^tu\right\rangle}$, which we view as the…
Change-point detection has been a classical problem in statistics and econometrics. This work focuses on the problem of detecting abrupt distributional changes in the data-generating distribution of a sequence of high-dimensional…
We investigate spatial confounding in the presence of multivariate disease dependence. In the "analysis model perspective" of spatial confounding, adding a spatially dependent random effect can lead to significant variance inflation of the…
Hyperspectral image change detection (HSI-CD) has emerged as a crucial research area in remote sensing due to its ability to detect subtle changes on the earth's surface. Recently, diffusional denoising probabilistic models (DDPM) have…
We prove the existence of density for the solution to the multiplicative semilinear stochastic heat equation on an unbounded spatial domain, with drift term satisfying a half-Lipschitz type condition. The methodology is based on a careful…