Related papers: Isotropic Ornstein-Uhlenbeck flows
In this article we prove new results regarding the existence of Bernstein processes associated with the Cauchy problem of certain forward-backward systems of decoupled linear deterministic parabolic equations defined in Euclidean space of…
We analyze the Navier Stokes equation, and show that all non-viscous, irrotational flows are barotropic. As far as we know, this has never been stated in the literature before, and indirectly suggests that vorticity is required to make…
In a previous paper [I. Bena, M. Malek Mansour, and F. Baras, ``Hydrodynamic fluctuations in the Kolmogorov flow: Linear regime", Phys. Rev. E 59, 5503 - 5510 (1999)] the statistical properties of the linearized Kolmogorov flow have been…
Onsager-Machlup functionals are used to describe the dynamics of a continuous stochastic process. For a stochastic process taking values in a Riemannian manifold, they have been studied extensively. We describe the Onsager-Machlup…
A method is developed to estimate the properties of a global hydrodynamic instability in turbulent flows from measurement data of the limit-cycle oscillations. For this purpose, the flow dynamics are separated in deterministic contributions…
Recent advances in variational inference enable the modelling of highly structured joint distributions, but are limited in their capacity to scale to the high-dimensional setting of stochastic neural networks. This limitation motivates a…
Gaseous flows show a diverse set of behaviors on different characteristic scales. Given the coarse-grained modeling in theories of fluids, considerable uncertainties may exist between the flow-field solutions and the real physics. To study…
When an external field drives a colloidal system out of equilibrium, the ensuing colloidal response can be very complex and obtaining a detailed physical understanding often requires case-by-case considerations. In order to facilitate…
We introduce a method for reconstructing an infinitesimal normalizing flow given only an infinitesimal change to a (possibly unnormalized) probability distribution. This reverses the conventional task of normalizing flows -- rather than…
We classify simple symmetries for an Ornstein-Uhlenbeck process, describing a particle in an external force field $f(x)$. It turns out that for sufficiently regular (in a sense to be defined) forces there are nontrivial symmetries only if…
The motion of weakly inertial Brownian particles, transported by steady two-dimensional fluid flows, is investigated by means of asymptotic methods. We focus on the phenomenon of noise-induced separatrix crossing, which can force particles…
This note is answering an old questioning about the F\'{e}nyes-Nelson stochastic mechanics. The Brownian nature of the quantum fluctuations, which are associated to this mechanics, is deduced from Feynman's interpretation of the Heisenberg…
This paper addresses the estimation problem of an unknown drift parameter matrix for a fractional Ornstein-Uhlenbeck process in a multi-dimensional setting. To tackle this problem, we propose a novel approach based on rough path theory that…
We propose a novel method for sampling from unnormalized Boltzmann densities based on a probability flow ordinary differential equation (ODE) derived from linear stochastic interpolants. The key innovation of our approach is the use of a…
We introduce stochastic normalizing flows, an extension of continuous normalizing flows for maximum likelihood estimation and variational inference (VI) using stochastic differential equations (SDEs). Using the theory of rough paths, the…
The inelastic Boltzmann equation for a granular gas is applied to spatially inhomogeneous states close to the uniform shear flow. A normal solution is obtained via a Chapman-Enskog-like expansion around a local shear flow distribution. The…
We consider the problem of asymptotically efficient estimation of drift parameters of the ergodic fractional Ornstein-Uhlenbeck process under continuous observations when the Hurst parameter $H<1/2$ and the mean of its stationary…
Starting from the notion of multivariate fractional Brownian Motion introduced in [F. Lavancier, A. Philippe, and D. Surgailis. Covariance function of vector self-similar processes. Statistics & Probability Letters, 2009] we define a…
We study systems of Brownian particles on the real line, which interact by splitting the local times of collisions among themselves in an asymmetric manner. We prove the strong existence and uniqueness of such processes and identify them…
We introduce a novel type of random perturbation for the classical Lorenz flow in order to better model phenomena slowly varying in time such as anthropogenic forcing in climatology and prove stochastic stability for the unperturbed flow.…