Publications related to On the Besov regularity of periodic Levy noises

Global existence for perturbations of the 2D stochastic Navier-Stokes equations with space-time white noise

We prove global in time well-posedness for perturbations of the 2D stochastic Navier-Stokes equations partial derivative( t)u + u center dot del u = Delta u - del p + sigma + xi, u(0, center dot ) = u(0),div (u) = 0, driven by additive space-time white noi ...

London2024

Transportation-based functional ANOVA and PCA for covariance operators

Victor Panaretos, Yoav Zemel, Valentina Masarotto

We consider the problem of comparing several samples of stochastic processes with respect to their second-order structure, and describing the main modes of variation in this second order structure, if present. These tasks can be seen as an Analysis of Vari ...

Inst Mathematical Statistics-Ims2024

Experimental characterization and stochastic models for time-dependent rupture of thin-ply composite laminates

Thin-laminate composites with thicknesses below 200 mu m hold significant promise for future, larger, and lighter deployable structures. This paper presents a study of the time-dependent failure behavior of thin carbon-fiber laminates under bending, focusi ...

2024

Functional data analysis with rough sample paths?

Victor Panaretos, Neda Mohammadi Jouzdani

Functional data are typically modeled as sample paths of smooth stochastic processes in order to mitigate the fact that they are often observed discretely and noisily, occasionally irregularly and sparsely. The smoothness assumption is imposed to allow for ...

TAYLOR & FRANCIS LTD2023

THE COMPACT SUPPORT PROPERTY FOR SOLUTIONS TO THE STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH COLORED NOISE

Jaeyun Yi

We study the compact support property for solutions of the following stochastic partial differential equations: partial derivative tu=aijuxixj(t,x)+biuxi(t,x)+cu+h(t,x,u(t,x))F-center dot(t,x),(t,x)is an element of(0,infinity)xRd,where F-center dot is a sp ...

Philadelphia2023

On a Finite-Size Neuronal Population Equation

Tilo Schwalger, Valentin Marc Schmutz, Eva Löcherbach

Population equations for infinitely large networks of spiking neurons have a long tradition in theoret-ical neuroscience. In this work, we analyze a recent generalization of these equations to populations of finite size, which takes the form of a nonlinear ...

SIAM PUBLICATIONS2023

Detecting whether a stochastic process is finitely expressed in a basis

Victor Panaretos, Neda Mohammadi Jouzdani

Is it possible to detect if the sample paths of a stochastic process almost surely admit a finite expansion with respect to some/any basis? The determination is to be made on the basis of a finite collection of discretely/noisily observed sample paths. We ...

ACADEMIC PRESS INC ELSEVIER SCIENCE2023

Multiplicative chaos of the Brownian loop soup

Antoine Pierre François Jego, Titus Lupu

We construct a measure on the thick points of a Brownian loop soup in a bounded domain D

D

of the plane with given intensity theta>0

\theta >0

, which is formally obtained by exponentiating the square root of its occupation field. The measure is construct ...

WILEY2023

Stochastic Modeling of Bedload Transport and Bar Development in Shallow Flow: Linear Stability Analysis and Numerical Simulation

Mehrdad Kiani Oshtorjani

Field surveys and laboratory experiments show that bedload transport rates may vary to within one order of magnitude for a given water discharge. One of today's major challenges is to account for these large transport rate fluctuations in computational hyd ...

2023

Distributionally Robust Linear Quadratic Control

Daniel Kuhn, Bahar Taskesen, Cagil Kocyigit

Linear-Quadratic-Gaussian (LQG) control is a fundamental control paradigm that is studied in various fields such as engineering, computer science, economics, and neuroscience. It involves controlling a system with linear dynamics and imperfect observations ...

2023

On the Besov regularity of periodic Levy noises

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Global existence for perturbations of the 2D stochastic Navier-Stokes equations with space-time white noise

Transportation-based functional ANOVA and PCA for covariance operators

Experimental characterization and stochastic models for time-dependent rupture of thin-ply composite laminates

Functional data analysis with rough sample paths?

THE COMPACT SUPPORT PROPERTY FOR SOLUTIONS TO THE STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH COLORED NOISE

On a Finite-Size Neuronal Population Equation

Detecting whether a stochastic process is finitely expressed in a basis

Multiplicative chaos of the Brownian loop soup

Stochastic Modeling of Bedload Transport and Bar Development in Shallow Flow: Linear Stability Analysis and Numerical Simulation

Distributionally Robust Linear Quadratic Control

Transportation-based functional ANOVA and PCA for covariance operators

Experimental characterization and stochastic models for time-dependent rupture of thin-ply composite laminates

Functional data analysis with rough sample paths?

On a Finite-Size Neuronal Population Equation

Multiplicative chaos of the Brownian loop soup

Global existence for perturbations of the 2D stochastic Navier-Stokes equations with space-time white noise

Distributionally Robust Linear Quadratic Control

Stochastic Modeling of Bedload Transport and Bar Development in Shallow Flow: Linear Stability Analysis and Numerical Simulation

THE COMPACT SUPPORT PROPERTY FOR SOLUTIONS TO THE STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH COLORED NOISE

Detecting whether a stochastic process is finitely expressed in a basis