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We study nonlinear stochastic partial differential equations with Wick-analytic type nonlinearities set in the framework of white noise analysis. These equations include the stochastic Fisher--KPP equations, stochastic Allen--Cahn,…

概率论 · 数学 2024-05-09 Tijana Levajkovic , Stevan Pilipovic , Dora Selesi , Milica Zigic

Spaces of convex and concave functions appear naturally in theory and applications. For example, convex regression and log-concave density estimation are important topics in nonparametric statistics. In stochastic portfolio theory, concave…

概率论 · 数学 2021-05-25 Peter Baxendale , Ting-Kam Leonard Wong

In this work we investigate the existence and uniqueness of Struwe-like solutions for a system of partial differential equations modeling the dynamics of magnetoviscoelastic fluids. The considered system couples a Navier-Stokes type…

偏微分方程分析 · 数学 2021-03-03 Francesco De Anna , Joshua Kortum , Anja Schlömerkemper

We consider stochastic and deterministic three-wave semi-linear systems with bounded and almost continuous set of frequencies. Such systems can be obtained by considering nonlinear lattice dynamics or truncated partial differential…

偏微分方程分析 · 数学 2020-04-22 Erwan Faou

Semilinear, $N-$dimensional stochastic differential equations (SDEs) driven by additive L\'evy noise are investigated. Specifically, given $\alpha\in\left(\frac{1}{2},1\right)$, the interest is on SDEs driven by $2\alpha-$stable,…

概率论 · 数学 2022-10-07 Alessandro Bondi

On a connected, oriented, smooth Riemannian manifold without boundary we consider a real scalar field whose dynamics is ruled by $E$, a second order elliptic partial differential operator of metric type. Using the functional formalism and…

数学物理 · 物理学 2021-04-05 Claudio Dappiaggi , Nicolò Drago , Paolo Rinaldi

The stochastic theory of relativistic quantum mechanics presented here is modelled on the one that has been proposed previously and that was claimed to be a promising substitute to the orthodox theory in the non-relativistic domain. So it…

量子物理 · 物理学 2020-06-09 Maurice Godart

We study parabolic stochastic partial differential equations (SPDEs), driven by two types of operators: one linear closed operator generating a $C_0-$semigroup and one linear bounded operator with Wick-type multiplication, all of them set…

概率论 · 数学 2023-03-16 Tijana Levajkovic , Stevan Pilipovic , Dora Selesi , Milica Zigic

This note is concerned with an important for modelling question of existence of solutions of stochastic partial differential equations as proper stochastic processes, rather than processes in the generalized sense. We consider a first order…

概率论 · 数学 2007-05-23 K. Hamza , F. C. Klebaner

We give a survey of recent result regarding scaling limits of systems from statistical mechanics, as well as the universality of the behaviour of such systems in so-called cross-over regimes. It transpires that some of these universal…

概率论 · 数学 2018-03-09 Martin Hairer

This work concerns about forward-backward multivalued stochastic systems. First of all, we prove one average principle for general stochastic differential equations in the $L^{2p}$ ($p\geq 1$) sense. Moreover, for $p=1$ a convergence rate…

概率论 · 数学 2023-11-14 Huijie Qiao

Polarization quasiprobability distribution defined in the Stokes space shares many important properties with the Wigner function for the position and momentum. Most notably, they both give correct one-dimensional marginal probability…

量子物理 · 物理学 2017-08-16 K. Yu. Spasibko , M. V. Chekhova , F. Ya. Khalili

We present a novel method for solving population density equations (PDEs), where the populations can be subject to non-Markov noise for arbitrary distributions of jump sizes. The method combines recent developments in two different…

生物物理 · 物理学 2017-06-28 Yi Ming Lai , Marc de Kamps

Normalizing flows and variational autoencoders are powerful generative models that can represent complicated density functions. However, they both impose constraints on the models: Normalizing flows use bijective transformations to model…

机器学习 · 计算机科学 2020-11-02 Didrik Nielsen , Priyank Jaini , Emiel Hoogeboom , Ole Winther , Max Welling

While deep learning (DL)-based methods have achieved remarkable success in continuous wireless resource allocation, efficient solutions for problems involving discrete variables remain challenging. This is primarily due to the zero-gradient…

机器学习 · 计算机科学 2026-03-23 Yikun Wang , Yang Li , Yik-Chung Wu , Rui Zhang

Parameter-space regularization in neural network optimization is a fundamental tool for improving generalization. However, standard parameter-space regularization methods make it challenging to encode explicit preferences about desired…

机器学习 · 统计学 2023-12-29 Tim G. J. Rudner , Sanyam Kapoor , Shikai Qiu , Andrew Gordon Wilson

This is the first of a two-part paper which determines necessary and sufficient conditions on the asymptotic behaviour of forcing functions so that the solutions of additively pertubed linear differential equations obey certain growth or…

经典分析与常微分方程 · 数学 2024-10-23 John A. D. Appleby , Emmet Lawless

We introduce a new class of spatially stochastic physics and data informed deep latent models for parametric partial differential equations (PDEs) which operate through scalable variational neural processes. We achieve this by assigning…

The existence of random dynamical systems for McKean--Vlasov SDEs is established. This is approached by considering the joint dynamics of the corresponding nonlinear Fokker-Planck equation governing the law of the system and the underlying…

概率论 · 数学 2025-07-04 Benjamin Gess , Rishabh S. Gvalani , Shanshan Hu

Realistic physical phenomena exhibit random fluctuations across many scales in the input and output processes. Models of these phenomena require stochastic PDEs. For three-dimensional coupled (vector-valued) stochastic PDEs (SPDEs), for…

计算工程、金融与科学 · 计算机科学 2022-08-24 Ajit Desai , Mohammad Khalil , Chris L. Pettit , Dominique Poirel , Abhijit Sarkar