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We describe stochastic calculus in the context of processes that are driven by an adapted point process of locally finite intensity and are differentiable between jumps. This includes Markov chains as well as non-Markov processes. By…
We consider a one-parameter family of invertible maps of a two-dimensional lattice, obtained by applying round-off to planar rotations. All orbits of these maps are conjectured to be periodic. We let the angle of rotation approach pi/2, and…
We consider non degenerate Brownian SDEs with H{\"o}lder continuous in space diffusion coefficient and unbounded drift with linear growth. We derive two sided bounds for the associated density and pointwise controls of its derivatives up to…
In this paper we present stochastic foundations of fractional dynamics driven by fractional material derivative of distributed order-type. Before stating our main result we present the stochastic scenario which underlies the dynamics given…
Score-based generative models based on stochastic differential equations (SDEs) achieve impressive performance in sampling from unknown distributions, but often fail to satisfy underlying constraints. We propose a constrained generative…
We consider the transport of passive admixture in locally homogeneous isotropic reflectionally noninvariant turbulence of incompressible fluid. It is shown that anomalous convective flow appears which direction does not coincide with that…
A recent paper of Melbourne & Stuart, A note on diffusion limits of chaotic skew product flows, Nonlinearity 24 (2011) 1361-1367, gives a rigorous proof of convergence of a fast-slow deterministic system to a stochastic differential…
These are lecture notes for various Summer and Winter schools that I have given. The notes describe the methodology called Variational Modelling, and focus on the application to the modelling of gradient-flow systems. I describe the…
A particle with internal unobserved states diffusing in a force field will generally display effective advection-diffusion. The drift velocity is proportional to the mobility averaged over the internal states, or effective mobility, while…
We consider the continuum limit of some products of random matrices in $\text{SL}(d,{\mathbb R})$ that arise as discretisations of incompressible renewing flows -- that is, of flows corresponding to a divergence-free velocity field that…
In this note we analyze a model for a unidirectional unsteady flow of a viscous incompressible fluid with time dependent viscosity. A possible way to take into account such behaviour is to introduce a memory formalism, including thus the…
New diffuse interface and sharp interface models for soluble and insoluble surfactants fulfilling energy inequalities are introduced. We discuss their relation with the help of asymptotic analysis and present an existence result for a…
The transport of scalar quantities passively advected by velocity fields with a small-scale component can be modeled at meso-scale level by means of an effective drift and an effective diffusivity, which can be determined by means of…
Increasingly larger data sets of processes in space and time ask for statistical models and methods that can cope with such data. We show that the solution of a stochastic advection-diffusion partial differential equation provides a…
Normalizing flows are a powerful class of generative models demonstrating strong performance in several speech and vision problems. In contrast to other generative models, normalizing flows are latent variable models with tractable…
We prove that, in a two-dimensional strip, a steady flow of an ideal incompressible fluid with no stationary point and tangential boundary conditions is a shear flow. The same conclusion holds for a bounded steady flow in a half-plane. The…
The dispersion of a diffusive scalar in a fluid flowing through a network has many applications including to biological flows, porous media, water supply and urban pollution. Motivated by this, we develop a large-deviation theory that…
We construct a family of SDEs whose solutions select a reflected Brownian flow as well as a stochastic damped transport process (W\_t). The latter gives a representation for the solutions to the heat equation for differential 1-forms with…
We showed earlier that the level set function of a monotonic advancing front is twice differentiable everywhere with bounded second derivative. We show here that the second derivative is continuous if and only if the flow has a single…
We propose a new class of generative diffusion models, called functional diffusion. In contrast to previous work, functional diffusion works on samples that are represented by functions with a continuous domain. Functional diffusion can be…