Related papers: Bessel process, Schramm-Loewner evolution, and Dys…
Diffusion processes arise in many fields, and so simulating the path of a diffusion is an important problem. It is usually necessary to make some sort of approximation via model-discretization, but a recently introduced class of algorithms,…
The movement of a particle described by Brownian motion is quantified by a single parameter, $D$, the diffusion constant. The estimation of $D$ from a discrete sequence of noisy observations is a fundamental problem in biological single…
A model for anomalous transport of tracer particles diffusing in complex media in two dimensions is proposed. The model takes into account the characteristics of persistent motion that active bath transfer to the tracer, thus the model…
In this work, we introduce bicomplex Bessel function and analyze its region of convergence. Important properties of the bicomplex Bessel function, such as recurrence relations, integral representations, differential relations are explored.…
The area enclosed by the two-dimensional Brownian motion in the plane was studied by L\'evy, who found the characteristic function and probability density of this random variable. For other planar processes, in particular ergodic diffusions…
In this paper we find a pathwise decomposition of a certain class of Brownian semistationary processes ($\mathcal{BSS}$) in terms of fractional Brownian motions. To do this, we specialize in the case when the kernel of the $\mathcal{BSS}$…
This paper deals with the union set of a stationary Poisson process of cylinders in $\mathbb{R}^n$ having an $(n-m)$-dimensional base and an $m$-dimensional direction space, where $m\in\{0,1,\ldots,n-1\}$ and $n\geq 2$. The concept…
We study a system of hard rods of finite size in one space dimension, which move by Brownian noise while avoiding overlap. We consider a scaling in which the number of particles tends to infinity while the volume fraction of the rods…
A deep learning (DL) closure model for large-eddy simulation (LES) is developed and evaluated for incompressible flows around a rectangular cylinder at moderate Reynolds numbers. Near-wall flow simulation remains a central challenge in…
In many physical contexts, evolution convection equations may present some very large amplitude convective terms. As an example, in the context of magnetic confinement fusion, the distribution function that describes the plasma satisfies…
We present a series of three-dimensional discrete Boltzmann (DB) models for compressible flows in and out of equilibrium. The key formulating technique is the construction of discrete equilibrium distribution function through inversely…
We construct a two-dimensional diffusion process with rank-dependent local drift and dispersion coefficients, and with a full range of patterns of behavior upon collision that range from totally frictionless interaction, to elastic…
Permutons, which are probability measures on the unit square $[0, 1]^2$ with uniform marginals, are the natural scaling limits for sequences of (random) permutations. We introduce a $d$-dimensional generalization of these measures for all…
In 1990, Bertoin constructed a measure-valued Markov process in the framework of a Bessel process of dimension between 0 and 1. In the present paper, we represent this process in a space of interval partitions. We show that this is a member…
The evolution of baryon density perturbations on very small scales is investigated. In particular, the nonlinear growth induced by the radiation drag force from the shear velocity field on larger scales during the recombination epoch, which…
In the recent paper \cite{Ng5} we have introduced a method of studying the multi-dimensional Kingman convolutions and their associated stochastic processes by embedding them into some multi-dimensional ordinary convolutions which allows to…
In a recent work, Fleischmann and Mueller (2004) showed the existence of a super-Brownian motion in R^d, d=2,3, with extra birth at the origin. Their construction made use of an analytical approach based on the fundamental solution of the…
A family of random probabilities is defined and studied. This family contains the Dirichlet process as a special case, corresponding to an inner point in the appropriate parameter space. The extension makes it possible to have random means…
A fluid is said to be \emph{scale-invariant} when its interaction and kinetic energies have the same scaling in a dilation operation. In association with the more general conformal invariance, scale invariance provides a dynamical symmetry…
A low-dimensional model (LDM) for turbulent Rayleigh-Benard convection in a Cartesian cell with square domain, based on the Galerkin projection of the Boussinesq equations onto a finite set of empirical eigenfunctions, is presented. The…