相关论文: Stiff-spring approximation revisited: inertial eff…

We establish in this paper the existence of weak solutions of infinite-dimensional shift invariant stochastic differential equations driven by a Brownian term. The drift function is very general, in the sense that it is supposed to be…

Nanoscale optoelectronics and molecular-electronics systems operate with current injection and nonequilibrium tunneling, phenomena that challenge consistent descriptions of the steady-state transport. The current affects the…

Motion planning under uncertainty is essential for reliable robot operation. Despite substantial advances over the past decade, the problem remains difficult for systems with complex dynamics. Most state-of-the-art methods perform search…

In magnetized plasma physics, almost all developed analytic theories assume a Maxwellian distribution function (MDF) and in some cases small deviations are described using the perturbation theory. The deviations with respect to the…

Point spread function (PSF) engineering is vital for precisely controlling the focus of light in computational imaging, with applications in neural imaging, fluorescence microscopy, and biophotonics. The PSF is derived from the magnitude of…

The rate of strong convergence is investigated for an approximation scheme for a class of stochastic differential equations driven by a time-changed Brownian motion, where the random time changes $(E_t)_{t\ge 0}$ considered include the…

Stochastic approximation (SA) is a key method used in statistical learning. Recently, its non-asymptotic convergence analysis has been considered in many papers. However, most of the prior analyses are made under restrictive assumptions…

We obtain SMEFT bounds using an approach that utilises the complete multi-dimensional differential information of a process. This approach is based on the fact that at a given EFT order, the full angular distribution in the most important…

Entropy production in stochastic mechanical systems is examined here with strict bounds on its rate. Stochastic mechanical systems include pure diffusions in Euclidean space or on Lie groups, as well as systems evolving on phase space for…

In Bayesian inference, the posterior distributions are difficult to obtain analytically for complex models such as neural networks. Variational inference usually uses a parametric distribution for approximation, from which we can easily…

By using the Malliavin calculus and finite jump approximations, the Driver-type integration by parts formula is established for the semigroup associated to stochastic (partial) differential equations with noises containing a subordinate…

Falls affect a growing number of the population each year. Clinical methods to identify those at greatest risk for falls usually evaluate individuals while they perform specific motions such as balancing or Sit-to-Stand (STS). Unfortunately…

We present a thorough numerical study on the MRI using the smoothed particle magnetohydrodynamics method (SPMHD) with the geometric density average force expression (GDSPH). We perform shearing box simulations with different initial setups…

We introduce a statistical mechanics formalism for the study of constrained graph evolution as a Markovian stochastic process, in analogy with that available for spin systems, deriving its basic properties and highlighting the role of the…

We consider the motion of a particle under a continuum random environment whose distribution is given by the Howitt-Warren flow. In the moderate deviation regime, we establish that the quenched density of the motion of the particle (after…

Multivariate scale mixtures of skew-normal (SMSN) variables are flexible models that account for non-normality in multivariate data scenarios by tail weight assessment and a shape vector representing the asymmetry of the model in a…

Bi-Directional Grid Constrained (BGC) stochastic processes (BGCSPs) constrain the random movement toward the origin steadily more and more, the further they deviate from the origin, rather than all at once imposing reflective barriers, as…

Recently many results namely the Fluctuation theorems (FT), have been discovered for systems arbitrarily away from equilibrium. Many of these relations have been experimentally tested. The system under consideration is usually driven out of…

Starting from a generalization of the quantum trajectory theory (based on the stochastic Schr\"odinger equation - SSE), non-Markovian models of quantum dynamics are derived. In order to describe non-Markovian effects, the approach used in…

Volume limitations and low yield thresholds of biological fluids have led to widespread use of passive microparticle rheology. The mean-squared-displacement (MSD) statistics of bead position time series (bead paths) are either applied…