Related papers: Stochastic modelling and diffusion modes for prope…
The recent experimental progresses in handling microscopic systems have allowed to probe them at levels where fluctuations are prominent, calling for stochastic modeling in a large number of physical, chemical and biological phenomena. This…
We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium…
A non-hydrostatic depth-averaged model for dry granular flows is proposed, taking into account vertical acceleration. A variable friction coefficient based on the $\mu(I)$ rheology is considered. The model is obtained from an asymptotic…
In gravel-bed rivers, bedload transport exhibits considerable variability in time and space. Recently, stochastic bedload transport theories have been developed to address the mechanisms and effects of bedload transport fluctuations.…
A deterministic multi-scale dynamical system is introduced and discussed as prototype model for relative dispersion in stationary, homogeneous and isotropic turbulence. Unlike stochastic diffusion models, here trajectory transport and…
The diffusion of molecules in complex intracellular environments can be strongly influenced by spatial heterogeneity and stochasticity. A key challenge when modelling such processes using stochastic random walk frameworks is that negative…
We consider a generic class of stochastic particle-based models whose state at an instant in time is described by a set of continuous degrees of freedom (e.g. positions), and the length of this set changes stochastically in time due to…
Recent years have witnessed significant progress in developing effective training and fast sampling techniques for diffusion models. A remarkable advancement is the use of stochastic differential equations (SDEs) and their…
We study a new parametric approach for hidden discrete-time diffusion models. This method is based on contrast minimization and deconvolution and leads to estimate a large class of stochastic models with nonlinear drift and nonlinear…
A stochastic model is presented for a super-position of uncorrelated pulses with a random distribution of amplitudes, sizes, velocities and arrival times. The pulses are assumed to move radially with fixed shape and amplitudes decaying…
We present a numerical methodology for construction of reduced order models, ROMs, of fluid flows through the combination of flow modal decomposition and regression analysis. Spectral proper orthogonal decomposition, SPOD, is applied to…
A microscopic model able to describe simultaneously the dynamic viscosity and the self-diffusion coefficient of fluids is presented. This model is shown to emerge from the introduction of fractional calculus in a usual model of condensed…
Many unsteady flows exhibiting complex dynamics are nevertheless characterized by emergent large-scale coherence in space and time. Reduced-order models based on Galerkin projection of the governing equations onto an orthogonal modal basis…
Modern generative models can be understood as probability transport from a simple base distribution to a target data distribution. Deterministic transport models offer tractable velocity-field parameterizations, whereas stochastic…
In this paper, we propose a novel minimal physical model to elucidate the long-term stochastic variability of blazars. The model is built on the realistic background of magnetized plasma jets dissipating energy through a turbulent cascade…
Current design constraints have encouraged the studies of aeroacoustic fields around compressible jet flows. The present work addresses the numerical study of unsteady turbulent jet flows as a preparation for future aeroacoustic analyses of…
A linear stability analysis is performed on a tilted parallel wake in a strongly stratified fluid at low Reynolds numbers. A particular emphasis of the present study is given to the understanding of the low-Froude-number mode observed by…
This paper puts forth two new closure models for the proper orthogonal decomposition reduced-order modeling of structurally dominated turbulent flows: the dynamic subgrid-scale model and the variational multiscale model. These models, which…
We develop stochastic mixed finite element methods for spatially adaptive simulations of fluid-structure interactions when subject to thermal fluctuations. To account for thermal fluctuations, we introduce a discrete fluctuation-dissipation…
We present a stochastic model for amplifying, diffusive media like, for instance, random lasers. Starting from a simple random-walk model, we derive a stochastic partial differential equation for the energy field with contains a…