Related papers: A Langevin approach to multi-scale modeling
We present a new algorithm for the discretization of the Vlasov-Maxwell system of equations for the study of plasmas in the kinetic regime. Using the discontinuous Galerkin finite element method for the spatial discretization, we obtain a…
In this paper, we provide a multiscale perspective on the problem of maximum marginal likelihood estimation. We consider and analyse a diffusion-based maximum marginal likelihood estimation scheme using ideas from multiscale dynamics. Our…
Fluctuation properties of the Langevin equation including a multiplicative, power-law noise and a quadratic potential are discussed. The noise has the Levy stable distribution. If this distribution is truncated, the covariance can be…
The purpose of this paper is to examine the Lagrangian stochastic modeling of the fluid velocity seen by inertial particles in a nonhomogeneous turbulent flow. A new Langevin-type model, compatible with the transport equation of the drift…
We investigate a way of comparing and classifying tails of random variables. Our approach extends the notion of classical indices, such as exponential and moment indices, which are widely used measuring heaviness of tail functions. A…
Most existing state-of-the-art video classification methods assume that the training data obey a uniform distribution. However, video data in the real world typically exhibit an imbalanced long-tailed class distribution, resulting in a…
A unified, fast, and effective approach is developed for numerical calculation of the well-known plasma dispersion function with extensions from Maxwellian distribution to almost arbitrary distribution functions, such as the $\delta$, flat…
How to estimate the uncertainty of a given model is a crucial problem. Current calibration techniques treat different classes equally and thus implicitly assume that the distribution of training data is balanced, but ignore the fact that…
We consider the time evolution of the supercritical Galton-Watson model of branching particles with extra parameter (mass). In the moment of the division the mass of the particle (which is growing linearly after the birth) is divided in…
The distribution of species body size within taxonomic groups exhibits a heavy right-tail extending over many orders of magnitude, where most species are significantly larger than the smallest species. We provide a simple model of…
Pervasive across diverse domains, stochastic systems exhibit fluctuations in processes ranging from molecular dynamics to climate phenomena. The Langevin equation has served as a common mathematical model for studying such systems, enabling…
Active colloidal particles that are propelled by a self-diffusiophoretic mechanism are often described by Langevin equations that are either postulated on physical grounds or derived using the methods of fluctuating hydrodynamics. While…
This paper deals with the derivation of a collective model of cell populations out of an individual-based description of the underlying physical particle system. By looking at the spatial distribution of cells in terms of time-evolving…
I report a new statistical distribution formulated to confront the infamous, long-standing, computational/modeling challenge presented by highly skewed and/or leptokurtic ("fat- or heavy-tailed") data. The distribution is straightforward,…
We present elliptical processes, a family of non-parametric probabilistic models that subsume Gaussian processes and Student's t processes. This generalization includes a range of new heavy-tailed behaviors while retaining computational…
Transition phenomena between thermodynamic branch and turbulent branch in submarginal turbulent plasma are analyzed with statistical theory. Time-development of turbulent fluctuation is obtained by numerical simulations of Langevin equation…
Plasmas in which there is a threshold for a dominant reaction to take place (such as recombination or attachment) will have particle distributions that evolve as the reaction progresses. The form of the Boltzmann collision term in such a…
In real-world data, long-tailed data distribution is common, making it challenging for models trained on empirical risk minimisation to learn and classify tail classes effectively. While many studies have sought to improve long tail…
Recently it has been questioned, notably in the context of the scalar singlet dark matter model with $m_\varphi^{ }\simeq 60$ GeV, how efficiently kinetic equilibrium is maintained if freeze-out dynamics is pushed down to low temperatures…
The dynamics of single cell migration on flat surfaces is usually modeled by a Langevin-like problem consisting of ballistic motion for short periods and random walk. for long periods. Conversely, recent studies have revealed a previously…