A common task in experimental sciences is to fit mathematical models to real-world measurements to improve understanding of natural phenomenon (reverse-engineering or inverse modelling). When complex dynamical systems are considered, such as partial differential equations, this task may become challenging or ill-posed. In this work, a linear parabolic equation is considered as a model for protein transcription from MRNA. The objective is to estimate jointly the differential operator coefficients, namely the rates of diffusion and self-regulation, as well as a functional source. The recent Bayesian methodology for infinite dimensional inverse problems is applied, providing a unique posterior distribution on the parameter space continuous in the data. This posterior is then summarized using a Maximum a Posteriori estimator. Finally, the theoretical solution is illustrated using a state-of-the-art MCMC algorithm adapted to this non-Gaussian setting.

The study of Gaussian measures on Banach spaces is of active interest both in pure and applied mathematics. In particular, the spectral theorem for self-adjoint compact operators on Hilbert spaces provides a canonical decomposition of Gaussian measures on Hilbert spaces, the socalled Karhunen–Ločve expansion. In this paper, we extend this result to Gaussian measures on Banach spaces in a very similar and constructive manner. In some sense, this can also be seen as a generalization of the spectral theorem for covariance operators associated with Gaussian measures on Banach spaces. In the special case of the standardWiener measure, this decomposition matches with Lévy–Ciesielski construction of Brownian motion.

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Stochastic epidemic models on networks are inherently high-dimensional and the resulting exact models are intractable numerically even for modest network sizes. Mean-field models provide an alternative but can only capture average quantities, thus offering little or no information about variability in the outcome of the exact process. In this paper we conjecture and numerically prove that it is possible to construct PDE-limits of the exact stochastic SIS epidemics on regular and Erdős-Rényi networks. To do this we first approximate the exact stochastic process at population level by a Birth-and-Death process (BD) (with a state space of O(N ) rather than O(2 N )) whose coefficients are determined numerically from Gillespie simulations of the exact epidemic on explicit networks. We numerically demonstrate that the coefficients of the resulting BD process are density-dependent, a crucial condition for the existence of a PDE limit. Extensive numerical tests for Regular and Erdős-Rényi networks show excellent agreement between the outcome of simulations and the numerical solution of the Fokker-Planck equations. Apart from a significant reduction in dimensionality, the PDE also provides the means to derive the epidemic outbreak threshold linking network and disease dynamics parameters, albeit in an implicit way. Perhaps more importantly, it enables the formulation and numerical evaluation of likelihoods for epidemic and network inference as illustrated in a fully worked out example.