Related papers: From flows of Lambda Fleming-Viot processes to loo…
We introduce a class of unconditionally energy stable, high order accurate schemes for gradient flows in a very general setting. The new schemes are a high order analogue of the minimizing movements approach for generating a time discrete…
In this paper we give a description of the asymptotic behavior, as $\epsilon\to 0$, of the $\epsilon$-gradient flow in the finite dimensional case. Under very general assumptions we prove that it converges to an evolution obtained by…
Recent advances have allowed to tackle exact path-space probabilistic representations of macroscopic advection-diffusion models involving advection nonlinearities by step forward approaches in terms of continuous branching stochastic…
In this paper the explicit flow representation to the Bose-Hubbard Hamiltonian is given in the general case. This representation may be useful in creating cat states for the system of atoms trapped in the optical ring.
Modeling real-world multidimensional time series can be particularly challenging when these are sporadically observed (i.e., sampling is irregular both in time and across dimensions)-such as in the case of clinical patient data. To address…
We consider the genealogy tree for a critical branching process conditioned on non-extinction. We enumerate vertices in each generation of the tree so that for each two generations one can define a monotone map describing the…
We present an explicit construction of a Markovian random growth process on integer partitions such that given it visits some level $n$, it passes through any partition $\lambda$ of $n$ with equal probabilities. The construction has…
Population structure can have a significant effect on evolution. For some systems with sufficient symmetry, analytic results can be derived within the mathematical framework of evolutionary graph theory which relate to the outcome of the…
Since the early nineties, it has been observed that the Schroedinger bridge problem can be formulated as a stochastic control problem with atypical boundary constraints. This in turn has a fluid dynamic counterpart where the flow of…
Kingman derived the Ewens sampling formula for random partitions describing the genetic variation in a neutral mutation model defined by a Poisson process of mutations along lines of descent governed by a simple coalescent process, and…
We construct a random partition of the space-time plane $\mathbb{R}_+\times \mathbb{R}$ using two coupled stochastic squared Bessel flows, whose parameters differ by $\delta\in (0,2)$. We show that the cells of this partition correspond to…
Time-varying flow-induced forces on bodies immersed in fluid flows play a key role across a range of natural and engineered systems, from biological locomotion to propulsion and energy-harvesting devices. These transient forces often arise…
Recent experimental advances have inspired the development of theoretical tools to describe the non-equilibrium dynamics of quantum systems. Among them an exact representation of quantum spin systems in terms of classical stochastic…
We consider a class of stochastic processes containing the classical and well-studied class of Squared Bessel processes. Our model, however, allows the dimension be a function of the time. We first give some classical results in a larger…
Stochastic processes are shown to emerge from the time evolution of complex quantum systems. Using parametric, banded random matrix ensembles to describe a quantum chaotic environment, we show that the dynamical evolution of a particle…
We consider non-colliding Brownian bridges starting from two points and returning to the same position. These positions are chosen such that, in the limit of large number of bridges, the two families of bridges just touch each other forming…
In this two-parts paper, we present a systematic procedure to extend the known Hamiltonian model of ideal inviscid fluid flow on Riemannian manifolds in terms of Lie-Poisson structures to a port-Hamiltonian model in terms of Stokes-Dirac…
We develop and implement a novel lattice Boltzmann scheme to study multicomponent flows on curved surfaces, coupling the continuity and Navier-Stokes equations with the Cahn-Hilliard equation to track the evolution of the binary fluid…
This study aims to construct a stochastic process called "Brownian house-moving," which is a Brownian bridge conditioned to stay between two curves. To construct this process, statements are prepared on the weak convergence of conditioned…
We reconsider some fundamental aspects of the fluid mechanics model, and the derivation of continuum flow equations from gas kinetic theory. Two topologies for fluid representation are presented, and a set of macroscopic equations are…