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Normalizing field flows: Solving forward and inverse stochastic differential equations using physics-informed flow models

期刊论文

JOURNAL OF COMPUTATIONAL PHYSICS, 2022, 卷号: 461, 页码: 18
Authors:  Guo, Ling;  Wu, Hao;  Zhou, Tao
Favorite  |  View/Download:95/0  |  Submit date:2023/02/07
Data -driven modeling  Normalizing flows  Uncertainty quantification  Random fields  
Singular HJB equations with applications to KPZ on the real line 期刊论文
PROBABILITY THEORY AND RELATED FIELDS, 2022, 页码: 81
Authors:  Zhang, Xicheng;  Zhu, Rongchan;  Zhu, Xiangchan
Favorite  |  View/Download:32/0  |  Submit date:2023/02/07
Singular SPDEs  HJB equations  KPZ equations  Paracontrolled distributions  Global well-posedness  Zvonkin's transformation  
Ornstein-Uhlenbeck processes with singular drifts: integral estimates and Girsanov densities 期刊论文
PROBABILITY THEORY AND RELATED FIELDS, 2020, 页码: 31
Authors:  Gordina, Maria;  Roeckner, Michael;  Teplyaev, Alexander
Favorite  |  View/Download:124/0  |  Submit date:2020/09/23
Ornstein-Uhlenbeck process  Singular perturbation  Nonlinear infinite-dimensional stochastic differential equations  Non-Lipschitz monotone coefficients  Girsanov theorem  
Gaussian states as minimum uncertainty states 期刊论文
PHYSICS LETTERS A, 2020, 卷号: 384, 期号: 1, 页码: 5
Authors:  Fu, Shuangshuang;  Luo, Shunlong;  Zhang, Yue
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Bosonic fields  Gaussian states  Uncertainty relation  Minimum uncertainty states  Wigner-Yanase skew information  
rho-White noise solution to 2D stochastic Euler equations 期刊论文
PROBABILITY THEORY AND RELATED FIELDS, 2019, 卷号: 175, 期号: 3-4, 页码: 783-832
Authors:  Flandoli, Franco;  Luo, Dejun
Favorite  |  View/Download:139/0  |  Submit date:2020/05/24
White noise  2D Euler equations  Multiplicative noise  Fokker-Planck equation  Gradient estimates  
Asymptotics for 2D critical and near-critical first-passage percolation 期刊论文
PROBABILITY THEORY AND RELATED FIELDS, 2019, 卷号: 175, 期号: 3-4, 页码: 975-1019
Authors:  Yao, Chang-Long
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Percolation  First passage percolation  Correlation length  Scaling limit  Conformal loop ensemble  
Quantifying Process Nonclassicality in Bosonic Fields 期刊论文
CHINESE PHYSICS LETTERS, 2019, 卷号: 36, 期号: 10, 页码: 5
Authors:  Fu, Shuang-Shuang;  Luo, Shun-Long
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A theoretic study of a distance-based regression model 期刊论文
SCIENCE CHINA-MATHEMATICS, 2019, 卷号: 62, 期号: 5, 页码: 979-998
Authors:  Li, Jialu;  Zhang, Wei;  Zhang, Sanguo;  Li, Qizhai
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distance-based regression  Euclidean  pseudo F test statistic  Mahalanobis  
The Cox-Aalen model for recurrent-event data with a dependent terminal event 期刊论文
STATISTICA NEERLANDICA, 2019, 卷号: 73, 期号: 2, 页码: 234-255
Authors:  Qu, Lianqiang;  Sun, Liuquan
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Cox-Aalen model  estimating equation  recurrent events  share frailty  terminal event  
quantifyingprocessnonclassicalityinbosonicfields 期刊论文
chinesephysicsletters, 2019, 卷号: 36, 期号: 10
Authors:  Fu Shuangshuang;  Luo Shunlong
Favorite  |  View/Download:149/0  |  Submit date:2020/05/24