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We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable travelling wave solutions to the deterministic system retain their orbital stability if the…
A promising method for improving the representation of clouds in climate models, and hence climate projections, is to develop machine learning-based parameterizations using output from global storm-resolving models. While neural networks…
We investigate machine learning models for stock return prediction in non-stationary environments, revealing a fundamental nonstationarity-complexity tradeoff: complex models reduce misspecification error but require longer training windows…
How can we efficiently propagate uncertainty in a latent state representation with recurrent neural networks? This paper introduces stochastic recurrent neural networks which glue a deterministic recurrent neural network and a state space…
Numerical resolution of high-dimensional nonlinear PDEs remains a huge challenge due to the curse of dimensionality. Starting from the weak formulation of the Lawson-Euler scheme, this paper proposes a stochastic particle method (SPM) by…
We propose a general analytical framework for single-facility continuous location problems under spatial demand uncertainty. In contrast to classical formulations based on discrete or regionally aggregated demands, the proposed model…
We introduce computational methods that allow for effective estimation of a flexible, parametric non-stationary spatial model when the field size is too large to compute the multivariate normal likelihood directly. In this method, the field…
Stochastic unit commitment models typically handle uncertainties in forecast demand by considering a finite number of realizations from a stochastic process model for loads. Accurate evaluations of expectations or higher moments for the…
In uncertainty quantification, critical parameters of mathematical models are substituted by random variables. We consider dynamical systems composed of ordinary differential equations. The unknown solution is expanded into an orthogonal…
Super-resolution (SR) is an ill-posed inverse problem which consists in proposing high-resolution images consistent with a given low-resolution one. While most SR algorithms are deterministic, stochastic SR deals with designing a stochastic…
Stochastic Structural Stability Theory (SSST) provides an autonomous, deterministic, nonlinear dynamical system for evolving the statistical mean state of a turbulent system. In this work SSST is applied to the problem of understanding the…
The stochastic differential and integral equations describing the system of particles weakly interacting among themselves which are absorbed and scattered by particles of a medium are considered. The time-dependent transport equation with…
Stably placing an object in a multi-object scene is a fundamental challenge in robotic manipulation, as placements must be penetration-free, establish precise surface contact, and result in a force equilibrium. To assess stability, existing…
Generative models based on flow matching have emerged as a powerful paradigm for inverse problems, offering straighter trajectories and faster sampling compared to diffusion models. However, existing approaches often necessitate…
Creating noise from data is easy; creating data from noise is generative modeling. We present a stochastic differential equation (SDE) that smoothly transforms a complex data distribution to a known prior distribution by slowly injecting…
As a concrete setting where stochastic partial differential equations (SPDEs) are able to model real phenomena, we propose a stochastic Meinhardt model for cell repolarisation and study how parameter estimation techniques developed for…
Spatially distributed problems are often approximately modelled in terms of partial differential equations (PDEs) for appropriate coarse-grained quantities (e.g. concentrations). The derivation of accurate such PDEs starting from finer…
Stabilizing a dynamical system is a fundamental problem that serves as a cornerstone for many complex tasks in the field of control systems. The problem becomes challenging when the system model is unknown. Among the Reinforcement Learning…
Learning to predict reliable characteristic orientations of 3D point clouds is an important yet challenging problem, as different point clouds of the same class may have largely varying appearances. In this work, we introduce a novel method…
Pattern formation in clouds is a well-known feature, which can be observed almost every day. However, the guiding processes for structure formation are mostly unknown, and also theoretical investigations of cloud patterns are quite rare.…