相关论文: Time-dependent optical linewidth in fluctuating en…

Non-linear maps can possess various dynamical behaviors varying from stable steady states and cycles to chaotic oscillations. Most models assume that individuals within a given population are identical ignoring the fundamental role of…

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,…

Stochastic averaging allows for the reduction of the dimension and complexity of stochastic dynamical systems with multiple time scales, replacing fast variables with statistically equivalent stochastic processes in order to analyze…

We consider the setting of multiscale overdamped Langevin stochastic differential equations, and study the problem of learning the drift function of the homogenized dynamics from continuous-time observations of the multiscale system. We…

A method is developed to estimate the properties of a global hydrodynamic instability in turbulent flows from measurement data of the limit-cycle oscillations. For this purpose, the flow dynamics are separated in deterministic contributions…

This paper considers time-average stochastic optimization, where a time average decision vector, an average of decision vectors chosen in every time step from a time-varying (possibly non-convex) set, minimizes a convex objective function…

A simple invisible structure made of two anisotropic homogeneous layers is analyzed theoretically in temporal regime. The frequency dispersion is introduced and analytic expression of the transient part of the field is derived for large…

This article shows how to specify and construct a discrete, stochastic, continuous-time model specifically for ecological systems. The model is more broad than typical chemical kinetics models in two ways. First, using time-dependent hazard…

Stochastic reaction-diffusion models can be analytically studied on complex networks using the linear noise approximation. This is illustrated through the use of a specific stochastic model, which displays traveling waves in its…

In the context of adaptive optics for astronomy, one can rely on the statistics of the turbulent phase to assess a part of the system's performance. Temporal statistics with one source and spatial statistics with two sources are well-known…

Imaging through scattering and random media is an outstanding problem that to date has been tackled by either measuring the medium transmission matrix or exploiting linear correlations in the transmitted speckle patterns. However,…

In this paper, we studied the stochastic ordering behavior of series as well as parallel systems' lifetimes comprising dependent and heterogeneous components, experiencing random shocks, and exhibiting distinct dependency structures. We…

We propose a statistical-stochastic surrogate modeling approach to predict the response of the mean and variance statistics under various initial conditions and external forcing perturbations. The proposed modeling framework extends the…

The effect of a stochastic background of cosmological perturbations on the luminosity-redshift relation is computed to second order through a recently proposed covariant and gauge-invariant light-cone averaging procedure. The resulting…

We propose a method of arbitrarily shaping and scaling the temporal intensity correlations of an optical signal locally, avoiding periodic correlations. We demonstrate our approach experimentally using stochastic intensity modulation. We…

We analyze diffusion processes with finite propagation speed in a non-homogeneous medium in terms of the heterogeneous telegrapher's equation. In the diffusion limit of infinite-velocity propagation we recover the results for the…

This work is devoted to studying the dynamics of a structured population that is subject to the combined effects of environmental stochasticity, competition for resources, spatio-temporal heterogeneity and dispersal. The population is…

Lagrangian stochastic models are widely used to predict and analyze turbulent dispersion in complex environments, such as in various terrestrial and marine canopy flows. However, due to a lack of empirical data, it is still not understood…

This paper is concerned with optimal control problems for a linear homogeneous stochastic differential equation having regime switching with purely quadratic functional in the large time horizons. We establish the so-called turnpike…

We prove that diffusion equations with a space-time stationary and ergodic, divergence-free drift homogenize in law to a deterministic stochastic partial differential equation with Stratonovich transport noise. In the absence of spatial…