Related papers: From flows of Lambda Fleming-Viot processes to loo…
We construct sub-grid scale models of incompressible fluids by considering expectations of semi-martingale Lagrangian particle trajectories. Our construction is based on the Lagrangian decomposition of flow maps into mean and fluctuation…
We provide a new geometric representation of a family of fragmentation processes by nested laminations, which are compact subsets of the unit disk made of noncrossing chords. We specifically consider a fragmentation obtained by cutting a…
We describe a generating tree approach to the enumeration and exhaustive generation of k-nonnesting set partitions and permutations. Unlike previous work in the literature using the connections of these objects to Young tableaux and…
In line with Pomeau's conjecture about the relevance of directed percolation (DP) to turbulence onset/decay in wall-bounded flows, we propose a minimal stochastic model dedicated to the interpretation of the spatially intermittent regimes…
Recent progress on flow polytopes indicates many interesting families with product formulas for their volume. These product formulas are all proved using analytic techniques. Our work breaks from this pattern. We define a family of closely…
Velocity autocorrelation functions (VAF) of the fluids are studied on short- and long-time scales within a unified approach. This approach is based on an effective summation of the infinite continued fraction at a reasonable assumption…
This paper compares the results of applying a recently developed method of stochastic uncertainty quantification designed for fluid dynamics to the Born-Infeld model of nonlinear electromagnetism. The similarities in the results are…
We study stochastic thermodynamics of over-damped Brownian motion in a flowing fluid. Unlike some previous works, we treat the effects of the flow field as a non-conservational driving force acting on the Brownian particle. This allows us…
The introduction of the spatial Lambda-Fleming-Viot model (LV) in population genetics was mainly driven by the pioneering work of Alison Etheridge, in collaboration with Nick Barton and Amandine V\'eber about ten years ago (1,2). The LV…
In this paper, we study the Ornstein-Uhlenbeck bridge process (i.e. the Ornstein-Uhlenbeck process conditioned to start and end at fixed points) constraints to have a fixed area under its path. We present both anticipative (in this case, we…
Many dynamical systems can be described in terms of structured flows combining source/sink behavior, cyclic dynamics, and topology-constrained transport. These features arise across a wide range of domains, including physical, engineered,…
We consider the task of generating discrete-time realisations of a nonlinear multivariate diffusion process satisfying an It\^o stochastic differential equation conditional on an observation taken at a fixed future time-point. Such…
Analysis of flow cytometry data is an essential tool for clinical diagnosis of hematological and immunological conditions. Current clinical workflows rely on a manual process called gating to classify cells into their canonical types. This…
We develop a stochastic model for Lagrangian velocity as it is observed in experimental and numerical fully developed turbulent flows. We define it as the unique statistically stationary solution of a causal dynamics, given by a stochastic…
We continue the investigation of the Levy processes on a q-deformed full Fock space started in a previous paper. First, we show that the vacuum vector is cyclic and separating for the algebra generated by such a process. Next, we describe a…
Flow models are a cornerstone of modern machine learning. They are generative models that progressively transform probability distributions according to learned dynamics. Specifically, they learn a continuous-time Markov process that…
Let $M$ be a compact manifold equipped with a pair of complementary foliations, say horizontal and vertical. In Catuogno, Silva and Ruffino ($Stoch$. $Dyn$., 2013) it is shown that, up to a stopping time $\tau$, a stochastic flow of local…
Stochastically evolving geometric systems are studied in shape analysis and computational anatomy for modelling random evolutions of human organ shapes. The notion of geodesic paths between shapes is central to shape analysis and has a…
Flows over time generalize classical network flows by introducing a notion of time. Each arc is equipped with a transit time that specifies how long flow takes to traverse it, while flow rates may vary over time within the given edge…
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…