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We address the problem of learning an unknown smooth function and its derivatives from noisy pointwise evaluations under the supremum norm. While classical nonparametric regression provides a strong theoretical foundation, traditional…
The problem of nonlinear filtering of a random field observed in the presence of a noise, modeled by a persistent fractional Brownian sheet of Hurst index $(H_1,H_2)$ with $0.5<H_1,H_2<1$, is studied and a suitable version of the Bayes'…
A coupled system of non-linear partial differential equations is presented which describes non-perturbatively the evolution of deformations of a relativistic membrane of arbitrary dimension, $D$, in an arbitrary background spacetime. These…
Building upon kinetic theory approaches for multi-agent systems and generalising them to scenarios where the total mass of the system is not conserved, we develop a modelling framework for phenotype-structured populations that makes it…
We investigate the evolution equation of linear density perturbations in the Friedmann-Robertson-Walker universe with matter, radiation and the cosmological constant. The concept of solvability by quadratures is defined and used to prove…
We consider a branching particle model in which particles move inside a Euclidean domain according to the following rules. The particles move as independent Brownian motions until one of them hits the boundary. This particle is killed but…
We study measures on random partitions, arising from condensing stochastic particle systems with stationary product distributions. We provide fairly general conditions on the stationary weights, which lead to Poisson-Dirichlet statistics of…
It is well-known that for a one dimensional stochastic differential equation driven by Brownian noise, with coefficient functions satisfying the assumptions of the Yamada-Watanabe theorem \cite{yamada1,yamada2} and the Feller test for…
The nonlocal Fisher equation is a diffusion-reaction equation with a nonlocal quadratic competition, which describes the reaction between distant individuals. This equation arises in evolutionary biological systems, where the arena for the…
This paper studies the regularity properties of the density of the exit measure for super-Brownian motion with (1+\beta)-stable branching mechanism. It establishes the continuity of the density in dimension d=2 and the unboundedness of the…
We consider a model system of persistent random walkers that can jam, pass through each other or jump apart (recoil) on contact. In a continuum limit, where particle motion between stochastic changes in direction becomes deterministic, we…
The problem of finite-dimensional asymptotics of infinite-dimensional dynamic systems is studied. A non-linear kinetic system with conservation of supports for distributions has generically finite-dimensional asymptotics. Such systems are…
We improve recently introduced consensus-based optimization method, proposed in [R. Pinnau, C. Totzeck, O. Tse and S. Martin, Math. Models Methods Appl. Sci., 27(01):183--204, 2017], which is a gradient-free optimization method for general…
We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…
This work is devoted to studying the dynamics of a structured population that is subject to the combined effects of environmental stochasticity, competition for resources, spatio-temporal heterogeneity and dispersal. The population is…
Conditional density estimation (CDE) is the task of estimating the probability of an event conditioned on some inputs. A neural network (NN) can also be used to compute the output distribution for continuous-domain, which can be viewed as…
In this paper we explore the nonholonomic Lagrangian setting of mechanical systems in local coordinates on finite-dimensional configuration manifolds. We prove existence and uniqueness of solutions by reducing the basic equations of motion…
We consider the hydrodynamic behavior of some conservative particle systems with degenerate jump rates without exclusive constraints. More precisely, we study the particle systems without restrictions on the total number of particles per…
We analyze a macroscopic model with a maximal density constraint which describes short range repulsion in biological systems. This system aims at modeling finite-size particles which cannot overlap and repel each other when they are too…
Random walk in random environment (RWRE) is a fundamental model of statistical mechanics, describing the movement of a particle in a highly disordered and inhomogeneous medium as a random walk with random jump probabilities. It has been…