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We study the non-parametric estimation of an unknown stationary density fV of an unobserved strictly stationary volatility process $(\bm V_t)_{t\geq 0}$ on $\IRp^2 := (0,\infty)^2$ based on discrete-time observations in a stochastic…

Statistics Theory · Mathematics 2022-10-04 Sergio Brenner Miguel

The influence and validity of wall boundary conditions for non-equilibrium fluid flows described by the Boltzmann equation remains an open problem. The substantial computational cost of directly solving the Boltzmann equation has limited…

Fluid Dynamics · Physics 2024-01-02 Tarik Dzanic , Freddie D. Witherden , Luigi Martinelli

Functional integral representations for solutions of the motion equations for wall-bounded incompressible viscous flows, expressed (implicitly) in terms of distributions of solutions to stochastic differential equations of McKean-Vlasov…

Numerical Analysis · Mathematics 2024-03-26 Vladislav Cherepanov , Sebastian W. Ertel , Zhongmin Qian , Jiang-Lun Wu

It has been argued recently that the galaxy peculiar velocity field provides evidence of excessive power on scales of $50\hmpc$, which seems to be inconsistent with the standard $\Lambda$CDM cosmological model. We discuss several…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-11 Yin-Zhe Ma , Douglas Scott

The aim of this paper is to discuss and evaluate total variation based regularization methods for motion estimation, with particular focus on optical flow models. In addition to standard $L^2$ and $L^1$ data fidelities we give an overview…

Numerical Analysis · Mathematics 2015-12-02 Martin Burger , Hendrik Dirks , Lena Frerking

This paper combines observational datasets and cosmological simulations to generate realistic numerical replicas of the nearby Universe. These latter are excellent laboratories for studies of the non-linear process of structure formation in…

Importance sampling has been known as a powerful tool to reduce the variance of Monte Carlo estimator for rare event simulation. Based on the criterion of minimizing the variance of Monte Carlo estimator within a parametric family, we…

Methodology · Statistics 2013-02-11 Cheng-Der Fuh , Huei-Wen Teng , Ren-Her Wang

In the gravitational-wave analysis of pulsar-timing-array datasets, parameter estimation is usually performed using Markov Chain Monte Carlo methods to explore posterior probability densities. We introduce an alternative procedure that…

General Relativity and Quantum Cosmology · Physics 2024-05-16 Michele Vallisneri , Marco Crisostomi , Aaron D. Johnson , Patrick M. Meyers

Due to the complexity of the traffic flow dynamics in urban road networks, most quantitative descriptions of city traffic so far are based on computer simulations. This contribution pursues a macroscopic (fluid-dynamic) simulation approach,…

Fluid Dynamics · Physics 2015-03-18 Amin Mazloumian , Nikolas Geroliminis , Dirk Helbing

Novel experimental modalities acquire spatially resolved velocity measurements for steady state and transient flows which are of interest for engineering and biological applications. One of the drawbacks of such high resolution velocity…

Numerical Analysis · Mathematics 2015-12-31 H. Egger , T. Seitz , C. Tropea

Although the inverted vial test has been widely used as a qualitative method for estimating fluid viscosity, quantitative rheological characterization has remained limited due to its complex, uncontrolled flow - driven by gravity, surface…

This paper proposes a method to probabilistically quantify the moments (mean and variance) of excavated material during excavation by aggregating the prior moments of the grade blocks around the given bucket dig location. By modelling the…

Applications · Statistics 2021-05-04 Mehala Balamurali

Fluid flow through intricate confining geometries often exhibits complex behaviors, certainly in porous materials, e.g. in groundwater flows or the operation of filtration devices and porous catalysts. However, it has remained extremely…

As tracers of the underlying mass distributions, the peculiar velocities of galaxies are valuable probes of the Universe, allowing us to measure the Hubble constant or to map the large-scale structure and its dynamics. The catalogs of…

Cosmology and Nongalactic Astrophysics · Physics 2026-04-01 C. Duangchan , A. Valade , N. I. Libeskind , M. Steinmetz

We analyse the large--scale velocity field obtained by N--body simulations of cold dark matter (CDM) models with non--Gaussian primordial density fluctuations, considering models with both positive and negative primordial skewness in the…

Astrophysics · Physics 2015-06-24 F. Lucchin , S. Matarrese , A. Messina , L. Moscardini , G. Tormen

Turbulence is essential for understanding the structure and dynamics of molecular clouds and star-forming regions. There is a need for adequate tools to describe and characterize the properties of turbulent flows. One-point probability…

Astrophysics · Physics 2008-11-26 Ralf S. Klessen

Purpose: The goal of this article is to introduce a technique to measure the velocity distribution of water inside each voxel of an MR image. The method is based on the use of motion sensitizing gradients with changing first moment to…

Quantitative Methods · Quantitative Biology 2025-12-02 Luis Hernandez-Garcia , Alberto L. Vazquez , Doug C. Noll

In this paper, we compare maximum likelihood (ML), quasi likelihood (QL) and weighted least squares (WLS) estimators for proportional error nonlinear regression models. Literature on thermoluminescence sedimentary dating revealed another…

Statistics Theory · Mathematics 2019-11-25 Richard A. Lockhart , Chandanie W. Navaratna

We propose the Vortex Particle Flow Map (VPFM) method to simulate incompressible flow with complex vortical evolution in the presence of dynamic solid boundaries. The core insight of our approach is that vorticity is an ideal quantity for…

Graphics · Computer Science 2025-05-29 Sinan Wang , Junwei Zhou , Fan Feng , Zhiqi Li , Yuchen Sun , Duowen Chen , Greg Turk , Bo Zhu

We quantify uncertainties in the location and magnitude of extreme pressure spots revealed from large scale multi-phase flow simulations of cloud cavitation collapse. We examine clouds containing 500 cavities and quantify uncertainties…

Computational Engineering, Finance, and Science · Computer Science 2017-11-09 Jonas Šukys , Ursula Rasthofer , Fabian Wermelinger , Panagiotis Hadjidoukas , Petros Koumoutsakos
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