Related papers: Some new results on one-dimensional outflow dynami…
We propose a computational method to simulate anomalous self-diffusion in a simple liquid. The method is based on a molecular dynamics simulation on which we impose the following two conditions: firstly, the inter-particle interaction is…
We use a basic setup of two coupled exclusion processes to model a stylised situation in evacuation dynamics, in which evacuees have to choose between two escape routes. The coupling between the two processes occurs through one common point…
Molecular dynamics simulates the~movements of atoms. Due to its high cost, many methods have been developed to "push the~simulation forward". One of them, metadynamics, can hasten the~molecular dynamics with the~help of variables describing…
In recent years, machine learning methods represented by deep neural networks (DNN) have been a new paradigm of turbulence modeling. However, in the scenario of high Reynolds numbers, there are still some bottlenecks, including the lack of…
Inability of low-resolution ocean models to simulate many important aspects of the large-scale general circulation is a common problem. In the view of physics, the main reason for this failure are the missed dynamical effects of the…
In this paper, we establish a set of criteria which are applied to discuss various formulations under which Lagrangian stochastic models can be found. These models are used for the simulation of fluid particles in single-phase turbulence as…
We propose a new model and estimation framework for spatiotemporal streamflow exceedances above a threshold that flexibly captures asymptotic dependence and independence in the tail of the distribution. We model streamflow using a mixture…
We present a set of effective outflow/open boundary conditions and an associated algorithm for simulating the dynamics of multiphase flows consisting of $N$ ($N\geqslant 2$) immiscible incompressible fluids in domains involving outflows or…
Estimating parameters of a diffusion process given continuous-time observations of the process via maximum likelihood approaches or, online, via stochastic gradient descent or Kalman filter formulations constitutes a well-established…
Motivated from time-inconsistent stochastic control problems, we introduce a new type of coupled forward-backward stochastic systems, namely, flows of forward-backward stochastic differential equations. They are systems consisting of a…
The purpose of the present work is to expand substantially the type of control and estimation problems that can be addressed following the paradigm of Schr\"odinger bridges, by incorporating termination (killing) of stochastic flows.…
We consider a stochastic environment with two time scales and outline a general theory that compares two methods to reduce the dimension of the original system. The first method involves the computation of the underlying deterministic…
We consider dynamic equilibria for flows over time under the fluid queuing model. In this model, queues on the links of a network take care of flow propagation. Flow enters the network at a single source and leaves at a single sink. In a…
We introduce a scheme for deriving an optimally-parametrised Langevin dynamics of few collective variables from data generated in molecular dynamics simulations. The drift and the position-dependent diffusion profiles governing the Langevin…
The long-time behaviour of many dynamical systems may be effectively predicted by a low-dimensional model that describes the evolution of a reduced set of variables. We consider the question of how to equip such a low-dimensional model with…
We derive general depth-integrated model equations for overland flows featuring the evolution of suspended sediment that may be eroded from or deposited onto the underlying topography ('morphodynamics'). The resulting equations include…
Theoretical advances in the study of non-equilibrium phenomena are briefly reviewed with emphasis on steady state properties of one-dimensional driven lattice gases. The presentation is focused on the totally asymmetric simple-exclusion…
In line with the methodology introduced in our recent article for formulating probabilistic representations of integration by parts involving killed diffusion, we establish an integration by parts formula for the first exit time of…
This paper concerns with the large time behavior of solutions to a diffusion approximation radiation hydrodynamics model when the initial data is a small perturbation around an equilibrium state. The global-in-time well-posedness of…
Modelling incompressible ideal fluids as a finite collection of vortex filaments is important in physics (super-fluidity, models for the onset of turbulence) as well as for numerical algorithms used in computer graphics for the real time…