相关论文: Non-Markovian Reduced Models to Unravel Transition…

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…

A general approach to provide approximate parameterizations of the "small" scales by the "large" ones, is developed for stochastic partial differential equations driven by linear multiplicative noise. This is accomplished via the concept of…

Noise is usually regarded as adversarial to extract the effective dynamics from time series, such that the conventional data-driven approaches usually aim at learning the dynamics by mitigating the noisy effect. However, noise can have a…

Modeling real-world systems requires accounting for noise - whether it arises from unpredictable fluctuations in financial markets, irregular rhythms in biological systems, or environmental variability in ecosystems. While the behavior of…

This article proposes for stochastic partial differential equations (SPDEs) driven by additive noise, a novel approach for the approximate parameterizations of the ``small'' scales by the ``large'' ones, along with the derivaton of the…

This work investigates a three-dimensional slow-fast stochastic system with quadratic nonlinearity and additive noise, inspired by fluid dynamics. The deterministic counterpart exhibits a periodic orbit and a slow manifold. We demonstrate…

Noise on quantum devices is much more complex than it is commonly given credit. Far from usual models of decoherence, nearly all quantum devices are plagued both by a continuum of environments and temporal instabilities. These induce noisy…

Stochastic approximation is a powerful class of algorithms with celebrated success. However, a large body of previous analysis focuses on stochastic approximations driven by contractive operators, which is not applicable in some important…

Modeling the dynamics of non-stationary stochastic systems requires balancing the representational power of deep learning with the mathematical transparency of classical models. While classical Markov transition operators provide explicit,…

We investigate a nonlinear dynamical system which ``remembers'' preselected values of a system parameter. The deterministic version of the system can encode many parameter values during a transient period, but in the limit of long times,…

Noise-assisted transport phenomena highlight the nontrivial interplay between environmental effects and quantum coherence in achieving maximal efficiency. Due to the complexity of biochemical systems and their environments, effective open…

This work is about parameter estimation for a fast-slow stochastic system with non-Gaussian $\alpha$-stable L\'evy noise. When the observations are only available for slow components, a system parameter is estimated and the accuracy for…

Stochastic approximation is a framework unifying many random iterative algorithms occurring in a diverse range of applications. The stability of the process is often difficult to verify in practical applications and the process may even be…

Constructing numerical models of noisy partial differential equations is very delicate. Our long term aim is to use modern dynamical systems theory to derive discretisations of dissipative stochastic partial differential equations. As a…

This paper proposes a hierarchical, multi-resolution framework for the identification of model parameters and their spatially variability from noisy measurements of the response or output. Such parameters are frequently encountered in…

The problem of structured matrix estimation has been studied mostly under strong noise dependence assumptions. This paper considers a general framework of noisy low-rank-plus-sparse matrix recovery, where the noise matrix may come from any…

Traditional partial differential equations with constant coefficients often struggle to capture abrupt changes in real-world phenomena, leading to the development of variable coefficient PDEs and Markovian switching models. Recently,…

This work proposes a machine-learning framework for constructing statistical models of errors incurred by approximate solutions to parameterized systems of nonlinear equations. These approximate solutions may arise from early termination of…

This paper considers the problem of system identification (ID) of linear and nonlinear non-autonomous systems from noisy and sparse data. We propose and analyze an objective function derived from a Bayesian formulation for learning a hidden…

Machine learning methods have proved to be useful for the recognition of patterns in statistical data. The measurement outcomes are intrinsically random in quantum physics, however, they do have a pattern when the measurements are performed…