Related papers: Algebraic approach to directed stochastic avalanch…
The numerical solution of the Stokes equations on an evolving domain with a moving boundary is studied based on the arbitrary Lagrangian-Eulerian finite element method and a second-order projection method along the trajectories of the…
In this work we study the stochastic process of two-species coagulation. This process consists in the aggregation dynamics taking place in a ring. Particles and clusters of particles are set in this ring and they can move either clockwise…
We introduce a doubly stochastic method for performing material failure theory based forecasts of volcanic eruptions. The method enhances the well known Failure Forecast Method equation, introducing a new formulation similar to the…
The use of Lagrangian cuts proves effective in enhancing the lower bound of the master problem within the execution of benders-type algorithms, particularly in the context of two-stage stochastic programs. However, even the process of…
We study the coarsening dynamics of a two dimensional system via lattice Boltzmann numerical simulations. The system under consideration is a biphasic system consisting of domains of a dispersed phase closely packed together in a continuous…
We consider the stochastic target problem of finding the collection of initial laws of a mean-field stochastic differential equation such that we can control its evolution to ensure that it reaches a prescribed set of terminal probability…
We discuss recent results of the replica approach to statistical mechanics of a single classical particle placed in a random N(>>1)-dimensional Gaussian landscape. The particular attention is paid to the case of landscapes with…
Directed sandpile models with different toppling rules are studied by means of numerical simulations in two dimensions, with the purpose of determining the different universality classes. It is concluded that the random-threshold directed…
With a toppling rule which generates metastable sites, we explore the properties of a gradient-driven sandpile that is minimally perturbed at one boundary. In two dimensions we find that the transport of grains takes place along deep…
Analytical (rational) mechanics is the mathematical structure of Newtonian deterministic dynamics developed by D'Alembert, Langrange, Hamilton, Jacobi, and many other luminaries of applied mathematics. Diffusion as a stochastic process of…
The growing interest for high dimensional and functional data analysis led in the last decade to an important research developing a consequent amount of techniques. Parallelized algorithms, which consist in distributing and treat the data…
We propose a new gradient descent algorithm with added stochastic terms for finding the global optimizers of nonconvex optimization problems. A key component in the algorithm is the adaptive tuning of the randomness based on the value of…
The asymptotic probability distribution for a Brownian particle wandering in a 2D plane with random traps to enclose the algebraic area A by time t is calculated using the instanton technique.
Particles transported in fluids are everywhere, occurring for example in indoor air, the atmosphere, the oceans, and engineering applications. In this study, a novel three-dimensional numerical framework -- the Palabos Turret is presented,…
We consider the nonabelian sandpile model defined on directed trees by Ayyer, Schilling, Steinberg and Thi\'ery (Commun. Math. Phys, 2013) and restrict it to the special case of a one-dimensional lattice of $n$ sites which has open…
We describe a new approach for managing aleatoric uncertainty in the Reinforcement Learning (RL) paradigm. Instead of selecting actions according to a single statistic, we propose a distributional method based on the second-order stochastic…
The Schr\"odinger bridge problem (SBP) finds the most likely stochastic evolution between two probability distributions given a prior stochastic evolution. As well as applications in the natural sciences, problems of this kind have…
The triggering of avalanches is investigated using discrete element simulations for a process of random extraction of spheres. A monolayer, formed by identical spheres in a hexagonal configuration, is placed on a tilted plane surrounded by…
We construct a general relativistic model for the accretion flow of a rotating finite cloud of non-interacting particles infalling onto a Schwarzschild black hole. The streamlines start at a spherical shell, where boundary conditions are…
Developments in dynamical systems theory provides new support for the discretisation of \pde{}s and other microscale systems. By systematically resolving subgrid microscale dynamics the new approach constructs asymptotically accurate,…