Related papers: A Langevin approach to multi-scale modeling
We revisit effective scenarios for the origin of heavy tails in stationary velocity distributions. A first analysis combines localization with diffusive acceleration. That gets realized in space plasmas to find the so-called…
The complex Langevin method (CLM) provides a promising way to perform the path integral with a complex action using a stochastic equation for complexified dynamical variables. It is known, however, that the method gives wrong results in…
We present in detail a Langevin formalism for constructing stochastic dynamical equations for active-matter systems coupled to a thermal bath. We apply the formalism to clarify issues of principle regarding the sources and signatures of…
In this paper, we introduce a new class of models for spatial data obtained from max-convolution processes based on indicator kernels with random shape. We show that this class of models have appealing dependence properties including tail…
Diffusion of a particle passing over the saddle point of a two-dimensional quadratic potential is studied via a set of coupled Langevin equations and the expression for the passing probability is obtained exactly. The passing probability is…
In situations where both extreme and non-extreme data are of interest, modelling the whole data set accurately is important. In a univariate framework, modelling the bulk and tail of a distribution has been extensively studied before.…
Macromolecular complexation leading to coupling of two or more cellular membranes is a crucial step in a number of biological functions of the cell. While other mechanisms may also play a role, adhesion always involves the fluctuations of…
This paper proposes a probabilistic approach to investigate the shape of landscapes of multi-dimensional potential functions. Under a suitable coupling scheme, two copies of the overdamped Langevin dynamics associated with the potential…
The impact of superthermal electrons on dispersion properties of isotropic plasmas and on the modulational instability of a monochromatic Langmuir wave is studied for the case when the power-law tail of the electron distribution function…
Understanding intrusion and extrusion in nanoporous materials is a challenging multiscale problem of utmost importance for applications ranging from energy storage and dissipation to water desalination and hydrophobic gating in ion…
A procedure is introduced for deriving a coarse-grained dissipative particle dynamics from molecular dynamics. The rules of the dissipative particle dynamics are derived from the underlying molecular interactions, and a Langevin equation is…
A novel route to instabilities and turbulence in fluid and plasma flows is presented in kinetic Vlasov-Maxwell model. New kind of flow instabilities is shown to arise due to the availability of new kinetic energy sources which are absent in…
We propose discrete Langevin proposal (DLP), a simple and scalable gradient-based proposal for sampling complex high-dimensional discrete distributions. In contrast to Gibbs sampling-based methods, DLP is able to update all coordinates in…
The inherent complexity of biological agents often leads to motility behavior that appears to have random components. Robust stochastic inference methods are therefore required to understand and predict the motion patterns from time…
It is a common practice to describe branching random walks in terms of birth, death and walk of particles, which makes it easier to use them in different applications. The main results obtained for the models of symmetric continuous-time…
A geometric representation for multivariate extremes, based on the shapes of scaled sample clouds in light-tailed margins and their so-called limit sets, has recently been shown to connect several existing extremal dependence concepts.…
Multistable distributions, which have been introduced recently by Falconer, L\'evy V\'ehel and their co-authors, are natural generalizations of symmetric "alpha" stable distributions; roughly speaking, they are obtained by replacing the…
We consider distinguishing between two distribution tail models when tails of one model are lighter (or heavier) than those of the other. Two procedures are proposed: one scale-free and one location- and scale-free, and their asymptotic…
Relationships between sediment flux and geomorphic processes are combined with statements of mass conservation, in order to create continuum models of hillslope evolution. These models have parameters which can be calibrated using available…
For the problem of estimating lower tail and upper tail copulas, we propose two bootstrap procedures for approximating the distribution of the corresponding empirical tail copulas. The first method uses a multiplier bootstrap of the…