Publications related to Stochastic differential equation

Mean-Field Games And Swarms Dynamics In Gaussian And Non-Gaussian Environments

The collective behaviour of stochastic multi-agents swarms driven by Gaussian and non-Gaussian environments is analytically discussed in a mean-field approach. We first exogenously implement long range mutual interactions rules with strengths that are weig ...

AMER INST MATHEMATICAL SCIENCES-AIMS2020

From bulk descriptions to emergent interfaces: Connecting the Ginzburg-Landau and elastic-line models

Elisabeth Agoritsas, Thierry Giamarchi

Controlling interfaces is highly relevant from a technological point of view. However, their rich and complex behavior makes them very difficult to describe theoretically, and hence to predict. In this work, we establish a procedure to connect two levels o ...

2020

A Stochastic Conditioning Scheme for Diverse Human Motion Prediction

Mathieu Salzmann, Fatemehsadat Saleh

Human motion prediction, the task of predicting future 3D human poses given a sequence of observed ones, has been mostly treated as a deterministic problem. However, human motion is a stochastic process: Given an observed sequence of poses, multiple future ...

IEEE2020

Machine learning for fast and reliable solution of time-dependent differential equations

Alfio Quarteroni, Francesco Regazzoni

We propose a data-driven Model Order Reduction (MOR) technique, based on Artificial Neural Networks (ANNs), applicable to dynamical systems arising from Ordinary Differential Equations (ODEs) or time-dependent Partial Differential Equations (PDEs). Unlike ...

2019

Truncated Levy motion through path integrals and applications to nondiffusive suprathermal ion transport

Ambrogio Fasoli, Ivo Furno, Paolo Ricci, Marcelo Baquero Ruiz, Oulfa Chellaï, Fabian Manke

Fractional Levy motion has been derived from its generalized Langevin equation via path integrals in earlier works and has since proven to be a useful model for nonlocal and non-Markovian processes, especially in the context of nondiffusive transport. Here ...

AMER PHYSICAL SOC2019

Path properties of the solution to the stochastic heat equation with Levy noise

Robert Dalang, Carsten Hao Ye Chong, Thomas Marie Jean-Baptiste Humeau

We consider sample path properties of the solution to the stochastic heat equation, in Rd or bounded domains of Rd, driven by a Levy space-time white noise. When viewed as a stochastic process in time with values in an infinite-dimensional space, the solut ...

SPRINGER2019

MATHICSE Technical Report: Accelerated convergence to equilibrium and reduced asymptotic variance for Langevin dynamics using Stratonovich perturbations

Assyr Abdulle, Gilles Vilmart, Grigorios A. Pavliotis

In this paper we propose a new approach for sampling from probability measures in, possibly, high dimensional spaces. By perturbing the standard overdamped Langevin dynamics by a suitable Stratonovich perturbation that preserves the invariant measure of th ...

MATHICSE2019

Accelerated convergence to equilibrium and reduced asymptotic variance for Langevin dynamics using Stratonovich perturbations

Assyr Abdulle, Gilles Vilmart, Grigorios A. Pavliotis

In this paper, we propose a new approach for sampling from probability measures in, possibly, high-dimensional spaces. By perturbing the standard overdamped Langevin dynamics by a suitable Stratonovich perturbation that preserves the invariant measure of t ...

2019

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Stochastic differential equation

Regularity and sparse approximation of the recursive first moment equations for the lognormal Darcy problem

Mean-Field Games And Swarms Dynamics In Gaussian And Non-Gaussian Environments

From bulk descriptions to emergent interfaces: Connecting the Ginzburg-Landau and elastic-line models

A Stochastic Conditioning Scheme for Diverse Human Motion Prediction

Noise-induced desynchronization and stochastic escape from equilibrium in complex networks

Machine learning for fast and reliable solution of time-dependent differential equations

Truncated Levy motion through path integrals and applications to nondiffusive suprathermal ion transport

Path properties of the solution to the stochastic heat equation with Levy noise

MATHICSE Technical Report: Accelerated convergence to equilibrium and reduced asymptotic variance for Langevin dynamics using Stratonovich perturbations

Accelerated convergence to equilibrium and reduced asymptotic variance for Langevin dynamics using Stratonovich perturbations

Graph Chatbot

Chat with Graph Search

Regularity and sparse approximation of the recursive first moment equations for the lognormal Darcy problem

A Stochastic Conditioning Scheme for Diverse Human Motion Prediction

Noise-induced desynchronization and stochastic escape from equilibrium in complex networks

Truncated Levy motion through path integrals and applications to nondiffusive suprathermal ion transport

Path properties of the solution to the stochastic heat equation with Levy noise

MATHICSE Technical Report: Accelerated convergence to equilibrium and reduced asymptotic variance for Langevin dynamics using Stratonovich perturbations

Accelerated convergence to equilibrium and reduced asymptotic variance for Langevin dynamics using Stratonovich perturbations

Mean-Field Games And Swarms Dynamics In Gaussian And Non-Gaussian Environments

Machine learning for fast and reliable solution of time-dependent differential equations

From bulk descriptions to emergent interfaces: Connecting the Ginzburg-Landau and elastic-line models