相关论文: Local equilibrium and retardation revisited

The transition density of a diffusion process does not admit an explicit expression in general, which prevents the full maximum likelihood estimation (MLE) based on discretely observed sample paths. A\"{\i}t-Sahalia [J. Finance 54 (1999)…

Accurate air quality forecasting is essential for public health and environmental sustainability, but remains challenging due to the complex pollutant dynamics. Existing deep learning methods often model pollutant dynamics as an…

We develop flexible, semiparametric estimators of the average treatment effect (ATE) transported to a new population ("target population") that offer potential efficiency gains. Transport may be of value when the ATE may differ across…

Revisiting the Lorenz '63 equations in the regime of large of Rayleigh number, we study the occurrence of periodic solutions and quantify corresponding time averages of selected quantities. Perturbing from the integrable limit of infinite…

This paper studies spatial patterns formed by proximate population migration driven by real wage gradients and other idiosyncratic factors. The model consists of a tractable core-periphery model incorporating a quasi-linear log utility…

The accurate determination of the position-dependent energy fluence rate of scattered light (which is proportional to the energy density) is crucial to the understanding of transport in anisotropically scattering and absorbing samples, such…

We study the numerical approximation of advection-diffusion equations with highly oscillatory coefficients and possibly dominant advection terms by means of the Multiscale Finite Element Method. The latter method is a now classical, finite…

The embedded topic model (ETM) is a widely used approach that assumes the sampled document-topic distribution conforms to the logistic normal distribution for easier optimization. However, this assumption oversimplifies the real…

Stochastic differential equations (SDEs) are a fundamental tool for modelling dynamic processes, including gene regulatory networks (GRNs), contaminant transport, financial markets, and image generation. However, learning the underlying SDE…

We establish stable finite element (FE) approximations of convection-diffusion initial boundary value problems using the automatic variationally stable finite element (AVS-FE) method. The transient convection-diffusion problem leads to…

We consider a degenerate abstract wave equation with a time-dependent propagation speed. We investigate the influence of a strong dissipation, namely a friction term that depends on a power of the elastic operator. We discover a threshold…

In this paper, we study a stability transfer theorem in d-tame Metric Abstract Elementary classes, in a similar way as in [BaKuVa], but using superstability-like assumptions which involves a new independence notion (Tame Independence)…

We study estimation of the average treatment effect (ATE) from a single network in observational settings with interference. The weak cross-unit dependence is modeled via an endogenous peer-effect (network autoregressive) term that induces…

We consider the problem of approximating the Langevin dynamics of inertial particles being transported by a background flow. In particular, we study an acceleration corrected advection-diffusion approximation to the Langevin dynamics, a…

In this paper, we consider the adaptive Eulerian--Lagrangian method (ELM) for linear convection-diffusion problems. Unlike the classical a posteriori error estimations, we estimate the temporal error along the characteristics and derive a…

Adaptive experimental designs have gained popularity in clinical trials and online experiments. Unlike traditional, fixed experimental designs, adaptive designs can dynamically adjust treatment randomization probabilities and other design…

We investigate tracer transport on random discrete fracture networks that are characterized by the statistics of the fracture geometry and hydraulic conductivity. While it is well known that tracer transport through fractured media can be…

Fractional kinetic equations employ non-integer calculus to model anomalous relaxation and diffusion in many systems. While this approach is well explored, it so far failed to describe an important class of transport in disordered systems.…

We develop a new approach to velocity averaging lemmas based on the dispersive properties of the kinetic transport operator. This method yields unprecedented sharp results, which display, in some cases, a gain of one full derivative.…

We study the problem of bounding path-dependent expectations (within any finite time horizon $d$) over the class of discrete-time martingales whose marginal distributions lie within a prescribed tolerance of a given collection of benchmark…