Related papers: Rough flows
We consider multi-dimensional Gaussian processes and give a new condition on the covariance, simple and sharp, for the existence of stochastic area(s). Gaussian rough paths are constructed with a variety of weak and strong approximation…
The interest in developing smart cities has increased dramatically in recent years. In this context an intelligent transportation system depicts a major topic. The forecast of traffic flow is indispensable for an efficient intelligent…
We build a connection between rough path theory and noncommutative algebra, and interpret the integration of geometric rough paths as an example of a non-abelian Young integration. We identify a class of slowly-varying one-forms, and prove…
Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…
The scientific field of traffic engineering encompasses a rich set of mathematical techniques, as well as researchers with entirely different backgrounds. This paper provides an overview of what is currently the state-of-the-art with…
When studying fluid mechanics in terms of instability, bifurcation and invariant solutions one quickly finds out how little can be done by pen and paper. For flows on sufficiently simple domains and under sufficiently simple boundary…
We consider anticipative Stratonovich stochastic differential equations driven by some stochastic process (not necessarily a semi-martingale). No adaptedness of initial point or vector fields is assumed. Under a simple condition on the…
We establish a simultaneous generalization of It\^o's theory of stochastic and Lyons' theory of rough differential equations. The interest in such a unification comes from a variety of applications, including pathwise stochastic filtering,…
We explore the potential of a formulation of the Navier-Stokes equations incorporating a random description of the small-scale velocity component. This model, established from a version of the Reynolds transport theorem adapted to a…
We present a new fluid-dynamical model of traffic flow. This model generalizes the model of Aw and Rascle [SIAM J. Appl. Math. 60 916-938] and Greenberg [SIAM J. Appl. Math 62 729-745] by prescribing a more general source term to the…
Here we study the long time behavior of an advection-diffusion equation with a general time varying (including random) shear flow imposing no-flux boundary conditions on channel walls. We derive the asymptotic approximation of the scalar…
Coherent sets are time-dependent regions in the physical space of nonautonomous flows that exhibit little mixing with their neighborhoods, robustly under small random perturbations of the flow. They thus characterize the global long-term…
Accurate inference of fine-grained traffic flow from coarse-grained one is an emerging yet crucial problem, which can help greatly reduce the number of the required traffic monitoring sensors for cost savings. In this work, we notice that…
We study a class of semi-implicit Taylor-type numerical methods that are easy to implement and designed to solve multidimensional stochastic differential equations driven by a general rough noise, e.g. a fractional Brownian motion. In the…
A stochastic method is described for estimating Green's functions (GF's), appropriate to linear advection-diffusion-reaction transport problems, evolving in arbitrary geometries. By allowing straightforward construction of approximate,…
In this work, we introduce a solution theory for scalar-valued rough differential equations driven by multi-indices rough paths. To achieve this task, we will show how the flow approach using the log-ODE method introduced by Bailleul fits…
It is widely believed that at high Reynolds number (Re) all turbulent flows approach a state of "fully developed turbulence" defined by a unique, Re-independent statistics of the velocity fluctuations. Yet direct measurements of the…
We discuss the semiclassical approximation to transport problems in quantum chaotic systems. The figures of merit are moments of the transmission matrix and of the time delay matrix. After reviewing a few results obtained by treating these…
We consider a routing problem which plays an important role in several applications, primarily in communication network planning and VLSI layout design. The original underlying graph algorithmic task is called Disjoint Paths problem. In…
We consider a class of deterministic local collisional dynamics, showing how to approximate them by means of stochastic models and then studying the fluctuations of the current of energy. We show first that the variance of the…