Related papers: The Gaussian Diffusion Approximation for Complex F…
Recent advances in data-driven modeling have shown that diffusion models can successfully generate synthetic Lagrangian trajectories in turbulent flows. Building on this progress, we extend the method to the joint generation of pairs of…
Generalized Brown-Resnick processes form a flexible class of stationary max-stable processes based on Gaussian random fields. With regard to applications fast and accurate simulation of these processes is an important issue. In fact,…
The Gaussian Approximation, proposed originally by Ottinger [J. Chem. Phys., 90 (1) : 463-473, 1989] to account for the influence of fluctuations in hydrodynamic interactions in Rouse chains, is adapted here to derive a new mean-field…
Gradient jet tomography in high-energy heavy-ion collisions utilizes the asymmetric transverse momentum broadening of a propagating parton in an inhomogeneous medium. Such broadening is studied within a path integral description of the…
This paper proposes an interpretation of quantum mechanics, relying on the time-symmetric stochastic dynamics of quantum particles and on non-classical probability theory. Our main purpose is to demonstrate that the wave function and its…
Modeling and simulating overland flow fed by rainfall is a common issue in watershed surface hydrology. Modelers have to choose among various friction models when defining their simulation framework. The purpose of this work is to compare…
Processes of propagation and interaction of nonlinear gravity-capillary waves on the free surface of a deep non-conducting liquid with high dielectric constant under the action of a tangential electric field are numerically simulated. The…
While Gaussian probability densities are omnipresent in applied mathematics, Gaussian cumulative probabilities are hard to calculate in any but the univariate case. We study the utility of Expectation Propagation (EP) as an approximate…
In this article we propose a generalization of the theory of diffusion approximation for random ODE to a nonlinear system of random Schr\"{o}dinger equations. This system arises in the study of pulse propagation in randomly birefringent…
We provide the first generic exact simulation algorithm for multivariate diffusions. Current exact sampling algorithms for diffusions require the existence of a transformation which can be used to reduce the sampling problem to the case of…
Recent experimental and theoretical works have shown that giant fluctuations are present during diffusion in liquid systems. We use linearized fluctuating hydrodynamics to calculate the net mass transfer due to these non equilibrium…
Physical systems with complex unsteady dynamics, such as fluid flows, are often poorly represented by a single mean solution. For many practical applications, it is crucial to access the full distribution of possible states, from which…
Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…
Experimental work has shown that non-equilibrium concentration fluctuations arise during free diffusion in fluids and theoretical analysis has been carried on. The results show that, in usual three-dimensional fluids, the phenomenon is…
Rugged energy landscapes find wide applications in diverse fields ranging from astrophysics to protein folding. We study the dependence of diffusion coefficient $(D)$ of a Brownian particle on the distribution width $(\varepsilon)$ of…
We study Gaussian approximations to the distribution of a diffusion. The approximations are easy to compute: they are defined by two simple ordinary differential equations for the mean and the covariance. Time correlations can also be…
In this paper, we investigate the construction of a diffusion process whose time-marginal densities are constrained to belong to a given set at all time. The construction is obtained from a penalization approximation to the constraint set,…
The Fluorescence Correlation Spectroscopy (FCS) spectrum G(t) and Raster Image Correlation Spectroscopy (RICS) spectrum R(t) of dilute diffusing particles are determined by the displacement distribution function P(x,t) of the particles and…
The probability density function of single-point velocity fluctuations in turbulence is studied systematically using Fourier coefficients in the energy-containing range. In ideal turbulence where energy-containing motions are random and…
The properties of diffusion processes are drastically affected by heterogeneities of the medium that can induce non-Gaussian behavior of the propagator in contrast with the idealized realm of Brownian motion. In this paper we analyze the…