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Simulating turbulent fluid flows is a computationally prohibitive task, as it requires the resolution of fine-scale structures and the capture of complex nonlinear interactions across multiple scales. This is particularly the case in direct…

Fluid Dynamics · Physics 2026-04-22 Ismaël Zighed , Nicolas Thome , Patrick Gallinari , Taraneh Sayadi

A stochastic wavevector approach is formulated to accurately represent compressible turbulence subject to rapid deformations. This approach is inspired by the incompressible particle representation model of Kassinos (1995) and preserves the…

Fluid Dynamics · Physics 2025-01-30 Noah Zambrano , Karthik Duraisamy

Stochastic reaction-diffusion processes may be presented in terms of integrable quantum chains and can be used to describe various biological and chemical systems. Exploiting the integrability of the models one finds in some cases good…

Condensed Matter · Physics 2007-05-23 Gunter M. Schütz

This paper proposes a physical-statistical modeling approach for spatio-temporal data arising from a class of stochastic convection-diffusion processes. Such processes are widely found in scientific and engineering applications where…

Applications · Statistics 2020-08-07 Xiao Liu , Kyongmin Yeo , Siyuan Lu

The classical models for irreversible diffusion-influenced reactions can be derived by introducing absorbing boundary conditions to over-damped continuous Brownian motion (BM) theory. As there is a clear corresponding stochastic process,…

Statistical Mechanics · Physics 2016-10-13 Mauricio J. Del Razo , Hong Qian

Molecular dynamics simulations are widely used across chemistry, physics, and biology, providing quantitative insight into complex processes with atomic detail. However, their limited timescale of a few microseconds is a significant…

Chemical Physics · Physics 2025-04-10 Ofir Blumer , Barak Hirshberg

A full understanding of open quantum systems requires the characterization of both system and environmental properties. However, the complexity of the environmental statistics in the presence of strong system-bath hybridization and long…

Quantum Physics · Physics 2024-12-06 Pengfei Liang , Neill Lambert , Si Luo , Lingzhen Guo , Mauro Cirio

Quantum simulators allow to explore static and dynamical properties of otherwise intractable quantum many-body systems. In many instances, however, it is the read-out that limits such quantum simulations. In this work, we introduce a new…

Quantum Physics · Physics 2020-01-28 M. Gluza , T. Schweigler , B. Rauer , C. Krumnow , J. Schmiedmayer , J. Eisert

In the infectious disease literature, significant effort has been devoted to studying dynamics at a single scale. For example, compartmental models describing population-level dynamics are often formulated using differential equations. In…

Populations and Evolution · Quantitative Biology 2025-04-16 Yuan Yin , Jennifer A. Flegg , Mark B. Flegg

We introduce a nonlinear stochastic model reduction technique for high-dimensional stochastic dynamical systems that have a low-dimensional invariant effective manifold with slow dynamics, and high-dimensional, large fast modes. Given only…

Machine Learning · Statistics 2023-10-25 Felix X. -F. Ye , Sichen Yang , Mauro Maggioni

We study numerical methods for dissipative particle dynamics (DPD), which is a system of stochastic differential equations and a popular stochastic momentum-conserving thermostat for simulating complex hydrodynamic behavior at mesoscales.…

Numerical Analysis · Mathematics 2021-06-08 Xiaocheng Shang

The treatment of quantum thermodynamic systems beyond weak coupling is of increasing relevance, yet extremely challenging. The evaluation of thermodynamic quantities in strong-coupling regimes requires a nonperturbative knowledge of the…

Quantum Physics · Physics 2025-01-16 Francesco Albarelli , Bassano Vacchini , Andrea Smirne

We formulate computationally efficient classical stochastic measurement trajectories for a multimode quantum system under continuous observation. Specifically, we consider the nonlinear dynamics of an atomic Bose-Einstein condensate…

Quantum Physics · Physics 2014-08-29 Mark D. Lee , Janne Ruostekoski

Likelihood-based inference in stochastic non-linear dynamical systems, such as those found in chemical reaction networks and biological clock systems, is inherently complex and has largely been limited to small and unrealistically simple…

Computation · Statistics 2024-07-08 Ben Swallow , David A. Rand , Giorgos Minas

We study classical stochastic systems with discrete states, coupled to switching external environments. For fast environmental processes we derive reduced dynamics for the system itself, focusing on corrections to the adiabatic limit of…

Statistical Mechanics · Physics 2019-03-27 Peter G. Hufton , Yen Ting Lin , Tobias Galla

The stochastic dynamics of the damped harmonic oscillator in a heat bath is simulated with an algorithm that is exact for time steps of arbitrary size. Exact analytical results are given for correlation functions and power spectra in the…

Data Analysis, Statistics and Probability · Physics 2011-04-06 Simon F. Norrelykke , Henrik Flyvbjerg

Monitoring the dynamics processes in combustors is crucial for safe and efficient operations. However, in practice, only limited data can be obtained due to limitations in the measurable quantities, visualization window, and temporal…

Fluid Dynamics · Physics 2021-07-27 Xingyu Su , Weiqi Ji , Long Zhang , Wantong Wu , Zhuyin Ren , Sili Deng

Reconstruction of the tridimensional geometry of a visual scene using the binocular disparity information is an important issue in computer vision and mobile robotics, which can be formulated as a Bayesian inference problem. However,…

Computer Vision and Pattern Recognition · Computer Science 2019-01-04 Alexandre Coninx , Pierre Bessière , Jacques Droulez

We present a new approach to calculate real-time quantum dynamics in complex systems. The formalism is based on the partitioning of a system's environment into "core" and "reservoir" modes, with the former to be treated quantum mechanically…

Statistical Mechanics · Physics 2015-05-30 Timothy C. Berkelbach , David R. Reichman , Thomas E. Markland

For optimizing a non-convex function in finite dimension, a method is to add Brownian noise to a gradient descent, allowing for transitions between basins of attractions of different minimizers. To adapt this for optimization over a space…

Probability · Mathematics 2025-05-13 Pierre Germain , Pierre Monmarché