相关论文: Likely equilibria of the stochastic Rivlin cube
The stability analysis of elastic rings subjected to various loading conditions is examined, focusing on stable and unstable configurations. The harmonic balance method is employed to investigate the stability range under different loading…
Statistical inference for a linear stochastic hyperbolic equation with two unknown parameters is studied. Based on observation of coordinates of the solution or their linear combination, minimum contrast estimators are introduced. Strong…
The purpose of this review it to present a renewed perspective of the problem of self-gravitating elastic bodies under spherical symmetry. It is also a companion to the papers [Phys. Rev. D105, 044025 (2022)], [Phys. Rev. D106, L041502…
We consider pessimistic bilevel stochastic programs in which the follower maximizes over a fixed compact convex set a strictly convex quadratic function, whose Hessian depends on the leader's decision. The resulting random variable is…
Random invariant manifolds are geometric objects useful for understanding complex dynamics under stochastic influences. Under a nonuniform hyperbolicity or a nonuniform exponential dichotomy condition, the existence of random pseudo-stable…
We establish a Lipschitz stability inequality for the problem of determining the nonlinear term in a quasilinear elliptic equation by boundary measurements. We give a proof based on a linearization procedure together with special solutions…
Recently, we proposed a method to estimate parameters of stochastic dynamics based on the linear response statistics. The method rests upon a nonlinear least-squares problem that takes into account the response properties that stem from the…
The LATIN method has been developed and successfully applied to a variety of deterministic problems, but few work has been developed for nonlinear stochastic problems. This paper presents a stochastic LATIN method to solve stochastic and/or…
We are concerned with the well-posedness of linear elliptic systems posed on $\mathbb{R}^d$. The concrete problem of interest, for which we require this theory, arises from the linearization of the equations of anisotropic finite…
We discuss the equilibrium of a single collective variable characterizing a finite set of coupled, noisy, bistable systems as the noise strength, the size and the coupling parameter are varied. We identify distinct regions in parameter…
When a thick cylindrical coin is tossed in the air and lands without bouncing on an inelastic substrate, it ends up on its face or its side. We account for the rigid body dynamics of spin and precession and calculate the probability…
In this paper, we introduce a deterministic formulation for the geometric programming problem, wherein the coefficients are represented as independent linear-normal uncertain random variables. To address the challenges posed by this…
We consider time-harmonic elastodynamic problems in heterogeneous media.cWe focus on scattering problems in the high-frequency regime and incnearly incompressible media, where the the angular frequency $\omega$ and ratio of the Lam\'e…
A parameter estimation problem is considered for a stochastic parabolic equation with multiplicative noise under the assumption that the equation can be reduced to an infinite system of uncoupled diffusion processes. From the point of view…
We consider stochastic volatility models using piecewise constant parameters. We suggest a hybrid optimization algorithm for fitting the models to a volatility surface and provide some numerical results. Finally, we provide an outlook on…
A central challenge in physics is to describe non-equilibrium systems driven by randomness, such as a randomly growing interface, or fluids subject to random fluctuations that account e.g. for local stresses and heat fluxes not related to…
In this paper we consider a stochastic heavy-ball method for solving linear ill-posed inverse problems. With suitable choices of the step-sizes and the momentum coefficients, we establish the regularization property of the method under {\it…
We consider the two-sided stable matching setting in which there may be uncertainty about the agents' preferences due to limited information or communication. We consider three models of uncertainty: (1) lottery model --- in which for each…
Stability results for the Helmholtz equations in both deterministic and random periodic structures are proved in this paper. Under the assumption of excluding resonances, by a variational method and Fourier analysis in the energy space, the…
We investigate equilibrium properties of two very different stochastic collision models: (i) the Rayleigh particle and (ii) the driven Maxwell gas. For both models the equilibrium velocity distribution is a L\'evy distribution, the Maxwell…