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A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…

Statistical Mechanics · Physics 2018-05-09 Peter Embacher , Nicolas Dirr , Johannes Zimmer , Celia Reina

Learning and predicting the dynamics of physical systems requires a profound understanding of the underlying physical laws. Recent works on learning physical laws involve generalizing the equation discovery frameworks to the discovery of…

Machine Learning · Statistics 2023-10-11 Tapas Tripura , Souvik Chakraborty

Beyond estimating parameters of interest from data, one of the key goals of statistical inference is to properly quantify uncertainty in these estimates. In Bayesian inference, this uncertainty is provided by the posterior distribution, the…

Machine Learning · Computer Science 2025-01-03 Daniela de Albuquerque , John Pearson

The large-scale/long-time transport of inertial particles of arbitrary mass density under gravity is investigated by means of a formal multiple-scale perturbative expansion in the scale-separation parametre between the carrier flow and the…

Fluid Dynamics · Physics 2019-02-13 Marco Martins Afonso , Andrea Mazzino , Paolo Muratore-Ginanneschi

Dynamical systems theory approach has been successfully used in physical oceanography for the last two decades to study mixing and transport of water masses in the ocean. The basic theoretical ideas have been borrowed from the phenomenon of…

Atmospheric and Oceanic Physics · Physics 2015-02-06 S. V. Prants

Sequential probabilistic inference from streaming observations requires modeling distributions over future trajectories as new observations arrive. Although diffusion and flow-matching models are effective at capturing high-dimensional,…

Machine Learning · Computer Science 2026-05-15 Yinan Huang , Hans Hao-Hsun Hsu , Junran Wang , Bo Dai , Pan Li

A fast and general Bayesian inference framework to infer the physical properties of dichroic polarization using mid-infrared imaging- and spectro-polarimetric observations is presented. The Bayesian approach is based on a hierarchical…

Instrumentation and Methods for Astrophysics · Physics 2015-12-02 E. Lopez-Rodriguez

Lagrangian descriptors provide a global dynamical picture of the geometric structures for arbitrarily time-dependent flows with broad applications. This paper develops a mathematical framework for computing Lagrangian descriptors when…

Fluid Dynamics · Physics 2023-07-11 Nan Chen , Evelyn Lunasin , Stephen Wiggins

We devise a method to detect and estimate forces in a heterogeneous environment based on experimentally recorded stochastic trajectories. In particular, we focus on systems modeled by the heterogeneous overdamped Langevin equation. Here,…

We use Lagrangian diagnostics (the leaking and the exchange methods) to characterize surface transport out of and between selected regions in the Western Mediterranean. Velocity fields are obtained from a numerical model. Residence times of…

Atmospheric and Oceanic Physics · Physics 2007-05-23 Judit Schneider , Vicente Fernandez , Emilio Hernandez-Garcia

The Lagrangian approach is natural to study issues of turbulent dispersion and mixing. We propose in this work a general Lagrangian stochastic model including velocity and acceleration as dynamical variables for inhomogeneous turbulent…

Fluid Dynamics · Physics 2020-05-01 Alessio Innocenti , Nicolas Mordant , Nick Stelzenmuller , Sergio Chibbaro

Understanding the properties of transient gravitational waves and their sources is of broad interest in physics and astronomy. Bayesian inference is the standard framework for astro-physical measurement in transient gravitational-wave…

General Relativity and Quantum Cosmology · Physics 2020-10-07 Rory Smith , Gregory Ashton , Avi Vajpeyi , Colm Talbot

Bayesian inference for nonlinear diffusions, observed at discrete times, is a challenging task that has prompted the development of a number of algorithms, mainly within the computational statistics community. We propose a new direction,…

Computation · Statistics 2022-01-11 Matthew M. Graham , Alexandre H. Thiery , Alexandros Beskos

Using a probabilistic neural network and Lagrangian observations from the Global Drifter Program, we model the single particle transition probability density function (pdf) of ocean surface drifters. The transition pdf is represented by a…

Atmospheric and Oceanic Physics · Physics 2023-07-12 Martin T. Brolly

We solve an inverse problem for fluid particle pair-statistics: we show that a time sequence of probability density functions (PDF's) of separations can be exactly reproduced by solving the diffusion equation with a suitable time-dependent…

Fluid Dynamics · Physics 2015-06-16 Gregory L. Eyink , Damien Benveniste

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…

Fluid Dynamics · Physics 2009-07-01 Boris Arcen , Anne Tanière

Recent advances in data-driven modeling have shown that diffusion models can successfully generate synthetic Lagrangian trajectories in turbulent flows. Building on this progress, we extend the method to the joint generation of pairs of…

Stochastic models of varying complexity have been proposed to describe the dispersion of particles in turbulent flows, from simple Brownian motion to complex temporally and spatially correlated models. A method is needed to compare…

Fluid Dynamics · Physics 2022-07-13 Martin T. Brolly , James R. Maddison , Aretha L. Teckentrup , Jacques Vanneste

The analysis of diffusion processes in real-world propagation scenarios often involves estimating variables that are not directly observed. These hidden variables include parental relationships, the strengths of connections between nodes,…

Social and Information Networks · Computer Science 2016-05-12 Shohreh Shaghaghian , Mark Coates

The extraction of natural gas from the earth has been shown to be governed by differential equations concerning flow through a porous material. Recently, models such as fractional differential equations have been developed to model this…

Applications · Statistics 2017-09-27 Joshua Whitlinger , Edward L Boone , Ryad Ghanam