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We introduce a class of time dependent random fields on compact Riemannian monifolds. These are represented by time-changed Brownian motions. These processes are time-changed diffusion, or the stochastic solution to the equation involving…

Probability · Mathematics 2016-11-29 Mirko D'Ovidio , Erkan Nane

We study general models of random fields associated with non-local equations in time and space. We discuss the properties of the corresponding angular power spectrum and find asymptotic results in terms of random time changes.

Probability · Mathematics 2021-06-10 Mirko D'Ovidio , Enzo Orsingher , Lyudmyla Sakhno

For a vector random field that is isotropic and mean square continuous on a sphere and stationary on a temporal domain, this paper derives a general form of its covariance matrix function and provides a series representation for the random…

Probability · Mathematics 2016-04-26 Chunsheng Ma

In this paper, we consider the time change of the diffusion process on the 2-dimensional unit sphere generated by the Laplace-Beltrami operator, perturbed by means of a longitudinal vector field. First, this is done by addressing the…

Probability · Mathematics 2024-03-11 Giacomo Ascione , Anna Vidotto

This paper examines the temporal evolution of a two-stage stochastic model for spherical random fields. The model uses a time-fractional stochastic hyperbolic diffusion equation, which describes the evolution of spherical random fields on…

Spectral Theory · Mathematics 2024-12-10 Tareq Alodat , Quoc T. Le Gia

We construct time dependent random fields on the sphere through coordinates change and subordination and we study the associated angular power spectrum. Some of this random fields arise naturally as solutions of partial differential…

Probability · Mathematics 2012-12-12 Mirko D'Ovidio

This paper develops a two-stage stochastic model to investigate evolution of random fields on the unit sphere $\bS^2$ in $\R^3$. The model is defined by a time-fractional stochastic diffusion equation on $\bS^2$ governed by a diffusion…

Probability · Mathematics 2024-03-05 T. Alodat , Q. T. Le Gia , I. H. Sloan

This paper develops a fractional stochastic partial differential equation (SPDE) to model the evolution of a random tangent vector field on the unit sphere. The SPDE is governed by a fractional diffusion operator to model the L\'{e}vy-type…

Probability · Mathematics 2024-01-15 Vo V. Anh , Andriy Olenko , Yu Guang Wang

In this paper we study the solutions of different forms of fractional equations on the unit sphere $\mathbb{S}_{1}^{2}$ $\subset \mathbb{R}^{3}$ possessing the structure of time-dependent random fields. We study the correlation functions of…

Probability · Mathematics 2014-11-25 Mirko D'Ovidio , Nikolai Leonenko , Enzo Orsingher

Of primary interest in this paper is the numerical approximation of a time dependent fractional, in space, diffusion equation where the domain is assumed to be nonhomogeneous, having different axial diffusion coefficients. This work is…

Numerical Analysis · Mathematics 2026-05-12 T. Catoe , V. J. Ervin

This paper presents a general form of the covariance matrix structure for a vector random field that is axially symmetric and mean square continuous on the sphere and provides a series representation for a longitudinally reversible one. The…

Probability · Mathematics 2016-06-14 Chunsheng Ma

We analyze the effect of time dependent external field on non-Markovian migration described by the continuous time random walk (CTRW) approach. The rigorous method of treating the problem is proposed which is based on the Markovian…

Statistical Mechanics · Physics 2008-08-25 A. I. Shushin

In this work we construct compositions of processes of the form \bm{S}_n^{2\beta}(c^2 \mathpzc{L}^\nu (t) \r, t>0, \nu \in (0, 1/2], \beta \in (0,1], n \in \mathbb{N}, whose distribution is related to space-time fractional n-dimensional…

Probability · Mathematics 2013-12-23 Mirko D'Ovidio , Enzo Orsingher , Bruno Toaldo

The paper investigates solutions of the fractional hyperbolic diffusion equation in its most general form with two fractional derivatives of distinct orders. The solutions are given as spatial-temporal homogeneous and isotropic random…

Probability · Mathematics 2023-10-09 Nikolai Leonenko , Andriy Olenko , Jayme Vaz

We study analytically the dynamics of an anisotropic particle subjected to different stochastic resetting schemes in two dimensions. The Brownian motion of shape-asymmetric particles in two dimensions results in anisotropic diffusion at…

Statistical Mechanics · Physics 2024-07-02 Subhasish Chaki , Kristian Stølevik Olsen , Hartmut Löwen

We propose a procedure for the determination of the time-dependent velocity and pressure fields of an unbounded incompressible viscous fluid in an external force field induced by an arbitrary number of spheres moving and rotating in it as…

Fluid Dynamics · Physics 2007-05-23 A. S. Usenko

Diffusion models provide a principled framework for generative modeling via stochastic differential equations and time-reversed dynamics. Extending spectral diffusion approaches to spherical data, however, raises nontrivial geometric and…

Probability · Mathematics 2026-01-29 Pierpaolo Brutti , Claudio Durastanti , Francesco Mari

We study the Lagrangian trajectories of statistically isotropic, homogeneous, and stationary divergence free spatiotemporal random vector fields. We design this advecting Eulerian velocity field such that it gets asymptotically rough and…

Fluid Dynamics · Physics 2020-07-08 Jason Reneuve , Laurent Chevillard

We present a spatio-temporal analysis of a statistically stationary rotating turbulence experiment, aiming to extract a signature of inertial waves, and to determine the scales and frequencies at which they can be detected. The analysis…

Fluid Dynamics · Physics 2021-07-27 Antoine Campagne , Basile Gallet , Frédéric Moisy , Pierre-Philippe Cortet

In this paper, we are concerned with a time-dependent transmission problem for a thermo-piezoelectric elastic body immersed in a compressible fluid. It is shown that the problem can be treated by the boundary-field equation method, provided…

Analysis of PDEs · Mathematics 2021-05-28 George C. Hsiao , Tonatiuh Sánchez-Vizuet
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