相关论文: Resolve the multitude of microscale interactions t…

This work is devoted to the effective macroscopic dynamics of a weakly damped stochastic nonlinear wave equation with a random dynamical boundary condition. The white noises are taken into account not only in the model equation defined on a…

The problem of determining the mathematical model of the dynamics of multi-dimensional control systems in the presence of noise under the condition that the correlation functions cannot be found. Known statistical dynamics of linear systems…

We study nonlinear wave equations perturbed by transport noise acting either on the displacement or on the velocity. Such noise models random advection and, under suitable scaling of space covariance, may generate an effective dissipative…

Inferring dynamical models from low-resolution temporal data continues to be a significant challenge in biophysics, especially within transcriptomics, where separating molecular programs from noise remains an important open problem. We…

This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with…

Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…

This article introduces the splitting method to systems responding to rough paths as external stimuli. The focus is on nonlinear partial differential equations with rough noise but we also cover rough differential equations. Applications to…

This paper is concerned with fully discrete finite element methods for approximating variational solutions of nonlinear stochastic elastic wave equations with multiplicative noise. A detailed analysis of the properties of the weak solution…

Time-varying linear state-space models are powerful tools for obtaining mathematically interpretable representations of neural signals. For example, switching and decomposed models describe complex systems using latent variables that evolve…

This paper is devoted to proving the small noise asymptotic behaviour, particularly large deviation principle, for multi-scale stochastic dynamical systems with fully local monotone coefficients driven by multiplicative noise. The main…

We consider an elliptic partial differential equation in non-divergence form with a random diffusion matrix and random forcing term. To address this, we propose a mixed-type continuous finite element discretization in the physical domain,…

In applied sciences, we often deal with deterministic simulation models that are too slow for simulation-intensive tasks such as calibration or real-time control. In this paper, an emulator for a generic dynamic model, given by a system of…

We present a noise guided trajectory based system identification method for inferring the dynamical structure from observation generated by stochastic differential equations. Our method can handle various kinds of noise, including the case…

A system of partial differential equations representing stochastic neural fields was recently proposed with the aim of modelling the activity of noisy grid cells when a mammal travels through physical space. The system was rigorously…

I analyse a generalised Burger's equation to develop an accurate finite difference approximation to its dynamics. The analysis is based upon centre manifold theory so we are assured that the finite difference model accurately models the…

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…

A fully discrete approximation of the semi-linear stochastic wave equation driven by multiplicative noise is presented. A standard linear finite element approximation is used in space and a stochastic trigonometric method for the temporal…

The technique of stochastic solutions, previously used for deterministic equations, is here proposed as a solution method for partial differential equations driven by distribution-valued noises.

In this chapter we review stochastic modelling methods in climate science. First we provide a conceptual framework for stochastic modelling of deterministic dynamical systems based on the Mori-Zwanzig formalism. The Mori-Zwanzig equations…

The physical sciences are replete with dynamical systems that require the resolution of a wide range of length and time scales. This presents significant computational challenges since direct numerical simulation requires discretization at…