Related papers: Probabilistic analysis of the upwind scheme for tr…
We investigate the full counting statistics of charge transport in $U(1)$-symmetric random unitary circuits. We consider an initial mixed state prepared with a chemical potential imbalance between the left and right halves of the system,…
We study single commodity network flows with suitable robustness and efficiency specs. An original use of a maximum entropy problem for distributions on the paths of the graph turns this problem into a steering problem for Markov chains…
In this paper we study the bicausal optimal transport problem for Markov chains, an optimal transport formulation suitable for stochastic processes which takes into consideration the accumulation of information as time evolves. Our analysis…
We present a finite element approach for diffusion problems with thermal fluctuations based on a fluctuating hydrodynamics model. The governing transport equations are stochastic partial differential equations with a fluctuating forcing…
In this brief note, we find formulas for the distribution and the transition probability matrices of a stochastic process described as a time-reversion in a finite time window of a Markov chain, with cluster observation of the Markov state…
A Markov chain model for spatially distributed autocatalytic systems with a quadratic reaction rate is considered. An approximate solution for the local probability distribution is obtained in the form of a perturbation expansion for the…
In this paper, a new family of implicit compact finite difference schemes for computation of unsteady convection-diffusion equation with variable convection coefficient is proposed. The schemes are fourth order accurate in space and second…
The impact of thermal fluctuations on the translocation dynamics of a polymer chain driven through a narrow pore has been investigated theoretically and by means of extensive Molecular-Dynamics (MD) simulation. The theoretical consideration…
The problem of inverse statistics (statistics of distances for which the signal fluctuations are larger than a certain threshold) in differentiable signals with power law spectrum, $E(k) \sim k^{-\alpha}$, $3 \le \alpha < 5$, is discussed.…
We consider a linear elliptic system in divergence form with random coefficients and study the random fluctuations of large-scale averages of the field and the flux of the solution operator. In the context of the random conductance model,…
We consider the inverse problem of reconstructing the posterior measure over the trajec- tories of a diffusion process from discrete time observations and continuous time constraints. We cast the problem in a Bayesian framework and derive…
In this paper we present stochastic foundations of fractional dynamics driven by fractional material derivative of distributed order-type. Before stating our main result we present the stochastic scenario which underlies the dynamics given…
In this work, we investigate the generalized bathtub model, a nonlocal transport equation for describing network trip flows served by privately operated vehicles inside a road network. First, we establish the well-posedness of the…
In this paper we consider the numerical solutions for a class of jump diffusions with Markovian switching. After briefly reviewing necessary notions, a new jump-adapted efficient algorithm based on the Euler scheme is constructed for…
Traffic fluctuation has so far been studied on unweighted networks. However many real traffic systems are better represented as weighted networks, where nodes and links are assigned a weight value representing their physical properties such…
Probabilistic generative models based on measure transport, such as diffusion and flow-based models, are often formulated in the language of Markovian stochastic dynamics, where the choice of the underlying process impacts both algorithmic…
Particle simulations of the Kolmogorov flow are analyzed by the Landau-Lifshitz fluctuating hydrodynamics. It is shown that a spurious diffusion of the center of mass corrupts the statistical properties of the flow. The analytical…
A Markov chain (MC) formalism is used to investigate the mean-square displacement (MSD) of a random walker on Newman-Watts (NW) networks. It leads to a precise analysis of the conditions for the emergence of anomalous sub- or…
Steep slope streams show large fluctuations of sediment discharge across several time scales. These fluctuations may be inherent to the internal dynamics of the sediment transport process. A probabilistic framework thus seems appropriate to…
The fluctuation-dissipation theorem is a central result in statistical mechanics and is usually formulated for systems described by diffusion processes. In this paper, we propose a generalization for a wider class of stochastic processes,…