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This paper proposes a semiparametric sieve approach to estimate impulse response functions of nonlinear time series within a general class of structural autoregressive models. We prove that a two-step procedure can flexibly accommodate…

Econometrics · Economics 2025-06-19 Giovanni Ballarin

The modelling of linear and nonlinear reaction-subdiffusion processes is more subtle than normal diffusion and causes different phenomena. The resulting equations feature a spatial Laplacian with a temporal memory term through a time…

Analysis of PDEs · Mathematics 2021-08-24 Jichen Yang , Jens D. M. Rademacher

Stochastic models of biochemical reaction networks are widely used to capture intrinsic noise in cellular systems. The typical formulation of these models are based on Markov processes for which there is extensive research on efficient…

Molecular Networks · Quantitative Biology 2025-12-03 Thomas P. Steele , David J. Warne

A new technique for calculating the time-evolution, correlations and steady state spectra for nonlinear stochastic differential equations is presented. To illustrate the method, we consider examples involving cubic nonlinearities in an…

Condensed Matter · Physics 2016-08-31 S. Chaturvedi , P. D. Drummond

In this paper, a novel control strategy namely disturbance observer-based control is first applied to stabilization and disturbance rejection for an anti-stable stochastic heat equation with Neumann boundary actuation and unknown boundary…

Optimization and Control · Mathematics 2022-01-04 Ze-Hao Wu , Hua-Cheng Zhou , Feiqi Deng , Bao-Zhu Guo

We establish a classification scheme for stochastic acceleration models involving low-frequency plasma turbulence in a strongly magnetized plasma. This classification takes into account both the properties of the accelerating…

Solar and Stellar Astrophysics · Physics 2015-06-05 Nicolas Bian , A. Gordon Emslie , Eduard P. Kontar

In this work, we consider a differential description of the evolution of the state of a reaction-diffusion system under environmental fluctuations. We are interested in estimating the state of the system when only partial observations are…

Optimization and Control · Mathematics 2023-04-13 Augusto Magalhães , Otacílio B. L. Neto , Francesco Corona

In this paper, we present a novel stochastic and spatially lumped multi-mode model to describe the nonlinear dynamics of actively Q-switched lasers and random perturbations due to amplified spontaneous emission. This model will serve as a…

We study the blow-up problem of one-dimensional nonlinear heat equations. Our result shows that for a certain class of initial conditions, the solutions blow up in finite time and we characterize the asymptotic dynamics of these solutions.…

Analysis of PDEs · Mathematics 2007-05-23 S. Dejak , Zhou Gang , I. M. Sigal , S. Wang

The paper presents a critical analysis of publications devoted to one of the methods for production of the so-called "slow light" (the light with an anomalously low group velocity) due to extremely high local steepness of the dispersion…

Optics · Physics 2009-11-11 V. S. Zapasskii , G. G. Kozlov

In a companion paper, we established nonlinear stability with detailed diffusive rates of decay of spectrally stable periodic traveling-wave solutions of reaction diffusion systems under small perturbations consisting of a nonlocalized…

Analysis of PDEs · Mathematics 2015-05-28 Mathew Johnson , Pascal Noble , L. Miguel Rodrigues , Kevin Zumbrun

We explore the nuclear responses at intermediate energies, particularly in the spin longitudinal and spin transverse isovector channels, within the continuum random phase approximation framework. We also employ an extension of the standard…

Nuclear Theory · Physics 2009-09-25 A. De Pace , M. Viviani

We define a stochastic reaction-diffusion process that describes a consensus formation in a non-sedentary population. The process is a diffusive version of the Majority Vote model, where the state update follows two stages: in the first…

Statistical Mechanics · Physics 2022-03-14 J. R. S. Lima , F. W. S. Lima , T. F. A. Alves , G. A. Alves , A. Macedo-Filho

A nonlinear equation describing curved stationary flames with arbitrary gas expansion $\theta = \rho_{{\rm fuel}}/\rho_{{\rm burnt}}$, subject to the Landau-Darrieus instability, is obtained in a closed form without an assumption of weak…

Fluid Dynamics · Physics 2009-11-07 Kirill A. Kazakov , Michael A. Liberman

The electric field used in most electrorheological (ER) experiments is usually quite high, and nonlinear ER effects have been theoretically predicted and experimentally measured recently. A direct method of measuring the nonlinear ER…

Soft Condensed Matter · Physics 2007-05-23 Jones T. K. Wan , G. Q. Gu , K. W. Yu

We present a spectrogram separation method tailored for mixtures comprising two nonstationary components. By exploiting the unique characteristics of their time-frequency representations, we propose an inverse problem formulation to…

Signal Processing · Electrical Eng. & Systems 2024-06-26 Adrien Meynard , Ama Marina Kreme

We simulate and discuss novel spatio-temporal propagation effects that relate specifically to pulsed, phase-mismatched second harmonic generation in a negative index material having finite length. Using a generic Drude model for the…

We study a system of diffusing point particles in which any triplet of particles reacts and is removed from the system when the relative proximity of the constituent particles satisfies a predefined condition. Proximity-based reaction…

Numerical Analysis · Mathematics 2025-04-07 Taylor Kearney , Ricardo Ruiz-Baier , Mark B. Flegg

We exploit the knowledge of the nonequilibrium potential in a model for the modulated class A laser. We analyse both, the deterministic and the stochastic dynamics of such a system in terms of the Lyapunov potential. Furthermore, we analyse…

Statistical Mechanics · Physics 2018-07-04 C. Mayol , R. Toral , H. S. Wio

Stochastic thermodynamics is formulated for variables that are odd under time reversal. The invariance under spatial rotation of the collision rates due to the isotropy of the heat bath is shown to be a crucial ingredient. An alternative…

Statistical Mechanics · Physics 2015-07-29 C. Van den Broeck , R. Toral