Related papers: Trace formulas for stochastic evolution operators:…
This paper introduces progressive algorithms for the topological analysis of scalar data. Our approach is based on a hierarchical representation of the input data and the fast identification of topologically invariant vertices, which are…
We study the problem of pathwise stochastic optimal control, where the optimization is performed for each fixed realisation of the driving noise, by phrasing the problem in terms of the optimal control of rough differential equations. We…
In this paper, a novel stochastic extra-step quasi-Newton method is developed to solve a class of nonsmooth nonconvex composite optimization problems. We assume that the gradient of the smooth part of the objective function can only be…
The Kraichnan rapid advection model is recast as the stochastic dynamics of tracer trajectories. This framework replaces the random fields with a small set of stochastic ordinary differential equations. Multiscaling of correlation functions…
We present an abstract framework for analyzing the weak error of fully discrete approximation schemes for linear evolution equations driven by additive Gaussian noise. First, an abstract representation formula is derived for sufficiently…
This work is devoted to non-linear stochastic Schr\"odinger equations with multiplicative fractional noise, where the stochastic integral is defined following the Riemann-Stieljes approach of Z\"ahle. Under the assumptions that the initial…
In this work we develop and apply a path integral formulation for the microscopic degrees of freedom obeying stochastic differential equations to an active Brownian particle (ABP) trapped in a harmonic potential. The formalism allows to…
Consider a path of the reflected Brownian motion in the half-plane $\{y \ge 0\}$, and erase its part contained in the interior $\{y > 0\}$. What is left is, in an appropriate sense, a path of a jump-type stochastic process on the line $\{y…
Characterizing the long term behavior of dynamical systems given limited measurements is a common challenge throughout the physical and biological sciences. This is a challenging task due to the sparsity and noise inherent to empirical…
We develop a path integral framework for determining most probable paths in a class of systems of stochastic differential equations with piecewise-smooth drift and additive noise. This approach extends the Freidlin-Wentzell theory of large…
Genetic variation in a population can sometimes arise so fast as to modify ecosystem dynamics. Such phenomena have been observed in natural predator-prey systems, and characterized in the laboratory as showing unusual phase relationships in…
A spectral formulation of the plane-strain boundary integral equations for an interface between dissimilar elastic solids is presented. The boundary integral equations can be written in two equivalent forms: (a) The tractions can be written…
The homotopy continuation method has been widely used in solving parametric systems of nonlinear equations. But it can be very expensive and inefficient due to singularities during the tracking even though both start and end points are…
The proposed stochastic model for pedestrian dynamics is based on existing approaches using cellular automata, combined with substantial extensions, to compensate the deficiencies resulting of the discrete grid structure. This agent motion…
We investigate the convergence properties of a stochastic primal-dual splitting algorithm for solving structured monotone inclusions involving the sum of a cocoercive operator and a composite monotone operator. The proposed method is the…
The time evolution problem for non-self adjoint second order differential operators is studied by means of the path integral formulation. Explicit computation of the path integral via the use of certain underlying stochastic differential…
We complete a full classification of non-degenerate traveling waves of scalar balance laws from the point of view of spectral and nonlinear stability/instability under (piecewise) smooth perturbations. A striking feature of our analysis is…
The Moran process is one of an basic mathematical structure in the evolutionary game theory. In this work, we introduce the formulation of the path integral approach for evolutionary game theory based on the Moran process. We derive the…
A new approach to stochastic integration is described, which is based on an a.s. pathwise approximation of the integrator by simple, symmetric random walks. Hopefully, this method is didactically more advantageous, more transparent, and…
Gaseous flows show a diverse set of behaviors on different characteristic scales. Given the coarse-grained modeling in theories of fluids, considerable uncertainties may exist between the flow-field solutions and the real physics. To study…