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Scientific machine learning has been successfully applied to inverse problems and PDE discovery in computational physics. One caveat concerning current methods is the need for large amounts of ("clean") data, in order to characterize the…

Numerical Analysis · Mathematics 2021-11-30 Christophe Bonneville , Christopher J. Earls

Astronomical time series from large-scale surveys like LSST are often irregularly sampled and incomplete, posing challenges for classification and anomaly detection. We introduce a new framework based on Neural Stochastic Delay Differential…

Machine Learning · Computer Science 2026-04-03 YongKyung Oh , Seungsu Kam , Dong-Young Lim , Sungil Kim

We propose and analyze a stochastic model to investigate epigenetic mutations, i.e., modifications of the genetic information that control gene expression patterns in a cell but do not alter the DNA sequence. Epigenetic mutations are…

Analysis of PDEs · Mathematics 2024-07-09 Pablo Padilla-Longoria , Jesus Sierra

We present a novel method for solving population density equations (PDEs), where the populations can be subject to non-Markov noise for arbitrary distributions of jump sizes. The method combines recent developments in two different…

Biological Physics · Physics 2017-06-28 Yi Ming Lai , Marc de Kamps

Data-driven surrogate modeling has emerged as a promising approach for reducing computational expenses of multiscale simulations. Recurrent Neural Network (RNN) is a common choice for modeling of path-dependent behavior. However, previous…

Computational Engineering, Finance, and Science · Computer Science 2023-12-29 Yangzi He , Shabnam J. Semnani

Continuous-time approximation of Stochastic Gradient Descent (SGD) is a crucial tool to study its escaping behaviors from stationary points. However, existing stochastic differential equation (SDE) models fail to fully capture these…

Machine Learning · Statistics 2025-06-04 Xiang Li , Zebang Shen , Liang Zhang , Niao He

Stochastic Partial Differential Equations (SPDEs) driven by random noise play a central role in modeling physical processes with rough spatio-temporal dynamics, such as turbulence flows, superconductors, and quantum dynamics. Although…

Machine Learning · Computer Science 2026-05-18 Yuantu Zhu , Zheyan Li , Dai Shi , Luke Thompson , Oliver Nash , Jose Miguel Lara Rangel , Siran Li , Bingguang Chen , Rongchan Zhu , Qi Meng , Hao Ni

Random label noises (or observational noises) widely exist in practical machine learning settings. While previous studies primarily focus on the affects of label noises to the performance of learning, our work intends to investigate the…

Machine Learning · Computer Science 2023-04-04 Haoyi Xiong , Xuhong Li , Boyang Yu , Zhanxing Zhu , Dongrui Wu , Dejing Dou

We study a generalization of the Heston model, which consists of two coupled stochastic differential equations, one for the stock price and the other one for the volatility. We consider a cubic nonlinearity in the first equation and a…

Statistical Mechanics · Physics 2009-11-11 G. Bonanno , D. Valenti , B. Spagnolo

Cellular responses in the single cells are known to be highly heterogeneous and individualistic due to the strong influence by extrinsic and intrinsic noise. Here, we are concerned about how to model the extrinsic noise-induced…

Molecular Networks · Quantitative Biology 2016-10-31 Jaewook Joo , Steven J. Plimpton , Jean-Loup Faulon

We discover restrained numerical instabilities in current training practices of deep networks with stochastic gradient descent (SGD), and its variants. We show numerical error (on the order of the smallest floating point bit and thus the…

Machine Learning · Computer Science 2024-06-13 Yuxin Sun , Dong Lao , Ganesh Sundaramoorthi , Anthony Yezzi

A stochastic model of excitatory and inhibitory interactions which bears universality traits is introduced and studied. The endogenous component of noise, stemming from finite size corrections, drives robust inter-nodes correlations, that…

Disordered Systems and Neural Networks · Physics 2017-08-16 Clement Zankoc , Duccio Fanelli , Francesco Ginelli , Roberto Livi

Stochastic resonance (SR) is a prominent phenomenon in many natural and engineered noisy system, whereby the response to a periodic forcing is greatly amplified when the intensity of the noise is tuned to within a specific range of values.…

Statistical Mechanics · Physics 2019-12-25 Valerio Lucarini

This review maps developments in stochastic modeling, highlighting non-standard approaches and their applications to biology and epidemiology. It brings together four strands: (1) core models for systems that evolve with randomness; (2)…

Dynamical Systems · Mathematics 2025-10-24 Yassine Sabbar , Kottakkaran Sooppy Nisar

Unveiling the underlying governing equations of nonlinear dynamic systems remains a significant challenge. Insufficient prior knowledge hinders the determination of an accurate candidate library, while noisy observations lead to imprecise…

Machine Learning · Computer Science 2024-04-30 Mengge Du , Yuntian Chen , Longfeng Nie , Siyu Lou , Dongxiao Zhang

There is a whole range of emergent phenomena in non-equilibrium behaviors can be well described by a set of stochastic differential equations. Inspired by an insight gained during our study of robustness and stability in phage lambda…

Other Condensed Matter · Physics 2016-09-08 P. Ao

Mean-field systems have been previously derived for networks of coupled, two-dimensional, integrate-and-fire neurons such as the Izhikevich, adapting exponential (AdEx) and quartic integrate and fire (QIF), among others. Unfortunately, the…

Neurons and Cognition · Quantitative Biology 2016-05-19 Wilten Nicola , Cheng Ly , Sue Ann Campbell

In this paper, we extend our research concerning the standard and linearized monotonicity methods for the inverse problem of the time harmonic elastic wave equation and introduce the modification of these methods for noisy data. In more…

Numerical Analysis · Mathematics 2025-04-07 Sarah Eberle-Blick

We demonstrate that extremely low resolution quantized (nominally 5-state) synapses with large stochastic variations in Domain Wall (DW) position can be both energy efficient and achieve reasonably high testing accuracies compared to Deep…

Mesoscale and Nanoscale Physics · Physics 2023-05-18 Walid A. Misba , Mark Lozano , Damien Querlioz , Jayasimha Atulasimha

Quantum noise fundamentally limits the utility of near-term quantum devices, making error mitigation essential for practical quantum computation. While traditional quantum error correction codes require substantial qubit overhead and…

Quantum Physics · Physics 2025-09-23 Karan Kendre