Related papers: Modelling Anisotropic Covariance using Stochastic …
This work analyses the dynamical properties of periodically-driven band models. Focusing on the case of Bose-Einstein condensates, and using a meanfield approach to treat inter-particle collisions, we identify the origin of dynamical…
Consider the following mechanism for the random evolution of a distribution of mass on the integer lattice ${\mathbf{Z}}$. At unit rate, independently for each site, the mass at the site is split into two parts by choosing a random…
Patterns arise spontaneously in a range of systems spanning the sciences, and their study typically focuses on mechanisms to understand their evolution in space-time. Increasingly, there has been a transition towards controlling these…
Paradoxically, while the assumptions of second-order stationarity and isotropy appear outdated in light of modern spatial data, they remain remarkably robust in practice, as nonstationary methods often provide marginal improvements in…
Asymptotic efficiency theory is one of the pillars in the foundations of modern mathematical statistics. Not only does it serve as a rigorous theoretical benchmark for evaluating statistical methods, but it also sheds light on how to…
This paper proposes nonparametric kernel-smoothing estimation for panel data to examine the degree of heterogeneity across cross-sectional units. We first estimate the sample mean, autocovariances, and autocorrelations for each unit and…
This work develops a unified framework for inferring, representing, and statistically characterizing an anisotropic strength surface directly from molecular dynamics data. Large-scale tensile loading simulations are used to generate failure…
Metrics for rigorously defining a distance between two events have been used to study the properties of the dataspace manifold of particle collider physics. The probability distribution of pairwise distances on this dataspace is unique with…
We take advantage of the principal bundle geometry of the space of connections to obtain general results on the presymplectic structure of two classes of (pure) gauge theories: invariant theories, and non-invariant theories satisfying two…
Strongly nonlinear flows, which commonly arise in geophysical and engineering turbulence, are characterized by persistent and intermittent energy transfer between various spatial and temporal scales. These systems are difficult to model and…
We introduce a parameter estimation method that utilizes microscopic data, specifically averages and correlations of selected microscopic observables, to determine the parameters of a stochastic differential equation governing…
A stochastic flow representation is considered with the Eulerian velocity decomposed between a smooth large scale component and a rough small-scale turbulent component. The latter is specified as a random field uncorrelated in time.…
We construct a generalization of the Ornstein-Uhlenbeck processes on the cone of covariance matrices endowed with the Log-Euclidean and the Affine-Invariant metrics. Our development exploits the Riemannian geometric structure of symmetric…
We examine a wide class of stochastic approximation algorithms for solving (stochastic) nonlinear problems on Riemannian manifolds. Such algorithms arise naturally in the study of Riemannian optimization, game theory and optimal transport,…
The diffusive transport of biased Brownian particles in a two-dimensional symmetric channel is investigated numerically considering both the no-flow and the reflection boundary conditions at the channel boundaries. Here, the geometrical…
We study the movement of the living organism in a band form towards the presence of chemical substrates based on a system of partial differential evolution equations. We incorporate Einstein's method of Brownian motion to deduce the…
This article presents a modelling of the formation of spanwise vorticity in the turbulent streaks of the oblique bands and spots of transitional plane Couette flow. A functional model is designed to mimic the coherent flow in the streaks.…
Testing procedures for assessing specific parametric model forms, or for checking the plausibility of simplifying assumptions, play a central role in the mathematical treatment of the uncertain. No certain answers are obtained by testing…
The transition from laminar to turbulent fluid motion occurring at large Reynolds numbers is generally associated with the instability of the laminar flow. On the other hand, since the turbulent flow characteristically appears in the form…
We study curvature invariants of a sub-Riemannian manifold (i.e., a manifold with a Riemannian metric on a non-holonomic distribution) related to mutual curvature of several pairwise orthogonal subspaces of the distribution, and prove…