Related papers: Stochastic generative methods for stable and accur…
One of the most common methods to train machine learning algorithms today is the stochastic gradient descent (SGD). In a distributed setting, SGD-based algorithms have been shown to converge theoretically under specific circumstances. A…
Motivated by the modeling of three-dimensional fluid turbulence, we define and study a class of stochastic partial differential equations (SPDEs) that are randomly stirred by a spatially smooth and uncorrelated in time forcing term. To…
Many systems in physics, engineering, and biology exhibit multiscale stochastic dynamics, where low-dimensional slow variables evolve under the influence of high-dimensional fast processes. In practice, observations are often limited to a…
Data assimilation plays a crucial role in numerical modeling, enabling the integration of real-world observations into mathematical models to enhance the accuracy and predictive capabilities of simulations. This approach is widely applied…
Stochastic differential equations (SDEs) are one of the most important representations of dynamical systems. They are notable for the ability to include a deterministic component of the system and a stochastic one to represent random…
A method is developed to estimate the properties of a global hydrodynamic instability in turbulent flows from measurement data of the limit-cycle oscillations. For this purpose, the flow dynamics are separated in deterministic contributions…
Ecological Momentary Assessment (EMA) studies enable the collection of high-frequency self-reports of suicidal thoughts and behaviors (STBs) via smartphones. Latent stochastic differential equations (SDEs) are a promising model class for…
In this paper we analyze the behaviour of the stochastic gradient descent (SGD), a widely used method in supervised learning for optimizing neural network weights via a minimization of non-convex loss functions. Since the pioneering work of…
Score-based generative models based on stochastic differential equations (SDEs) achieve impressive performance in sampling from unknown distributions, but often fail to satisfy underlying constraints. We propose a constrained generative…
To model reliably behavioral systems with complex bio-social interactions, accounting for uncertainty quantification, is critical for many application areas. However, in terms of the mathematical formulation of the corresponding problems,…
Stochastic versions of recursive integrated climate-economy assessment models are essential for studying and quantifying policy decisions under uncertainty. However, as the number of state variables and stochastic shocks increases, solving…
Stochastic differential equations (SDEs) provide a natural framework for modelling intrinsic stochasticity inherent in many continuous-time physical processes. When such processes are observed in multiple individuals or experimental units,…
We formulate and implement the Euler equations with SGS dynamics and provide numerical tests of an SGS turbulence energy model that predicts the turbulent pressure of unresolved velocity fluctuations and the rate of dissipation for highly…
Deterministic flow models, such as rectified flows, offer a general framework for learning a deterministic transport map between two distributions, realized as the vector field for an ordinary differential equation (ODE). However, they are…
In this paper we propose a novel neural network model for learning stochastic Hamiltonian systems (SHSs) from observational data, termed the stochastic generating function neural network (SGFNN). SGFNN preserves symplectic structure of the…
We construct flexible spatio-temporal models through stochastic partial differential equations (SPDEs) where both diffusion and advection can be spatially varying. Computations are done through a Gaussian Markov random field approximation…
Modelling is an essential procedure in analyzing and controlling a given logical dynamic system (LDS). It has been proved that deterministic LDS can be modeled as a linear-like system using algebraic state space representation. However, due…
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)…
Turbulence governs the transport of momentum, energy, and scalars in many geophysical and engineering flows. In large-eddy simulations (LES), parameterizing subgrid-scale (SGS) stresses remains a central challenge, as unresolved physical…
A valuable step in the modeling of multiscale dynamical systems in fields such as computational chemistry, biology, materials science and more, is the representative sampling of the phase space over long timescales of interest; this task is…