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We establish the convergence of the densities of a sequence of nonlinear functionals of an underlying Gaussian process to the density of a Gamma distribution. The key idea of our work is a new density formula for random variables in the…
Purpose: Chaotic diffusion in the non-linear systems is commonly studied in the action framework. In this paper, we show that the study in the frequency domain provides good estimates of the sizes of the chaotic regions in the phase space,…
We introduce a regression model for data on non-linear manifolds. The model describes the relation between a set of manifold valued observations, such as shapes of anatomical objects, and Euclidean explanatory variables. The approach is…
In this work, we aimed to replicate and extend the results presented in the DiffFluid paper[1]. The DiffFluid model showed that diffusion models combined with Transformers are capable of predicting fluid dynamics. It uses a denoising…
This paper presents a simple model for such processes as chaos spreading or turbulence spillover into stable regions. In this simple model the essential transport occurs via inelastic resonant interactions of waves on a lattice. The process…
The present article proposes a diffuse interface model for compressible multicomponent flows with transport phenomena of mass, momentum and energy (i.e., mass diffusion, viscous dissipation and heat conduction). The model is reduced from…
We study diffusion processes and stochastic flows which are time-changed random perturbations of a deterministic flow on a manifold. Using non-symmetric Dirichlet forms and their convergence in a sense close to the Mosco-convergence, we…
Matrix differential Riccati equations are central in filtering and optimal control theory. The purpose of this article is to develop a perturbation theory for a class of stochastic matrix Riccati diffusions. Diffusions of this type arise,…
We extend the generalized Langevin model, originally developed for the Lagrangian fluid particle velocity in constant-density shear-driven turbulence, to variable-density (VD) pressure-gradient-driven flows. VD effects due to non-uniform…
We develop a powerful and general method to provide rigorous and accurate upper and lower bounds for Lyapunov exponents of stochastic flows. Our approach is based on computer-assisted tools, the adjoint method and established results on the…
In the turbulent boundary layer of multicomponent fluid mixtures, the species-specific mass flux is determined by the combination of turbulent-diffusiophoretic diffusion and diffusion due to gradients in supplementary fields (e.g.…
We develop a probabilistic characterisation of trajectorial expansion rates in non-autonomous stochastic dynamical systems that can be defined over a finite time interval and used for the subsequent uncertainty quantification in Lagrangian…
We present the detailed analysis of the diffusive transport of spatially inhomogeneous fluid mixtures and the interplay between structural and dynamical properties varying on the atomic scale. The present treatment is based on different…
In this paper we provide a variational characterisation for a class of non-linear evolution equations with constant non-negative Dirichlet boundary conditions on a bounded domain as gradient flows in the space of non-negative measures. The…
Identification of nonlinear dynamical systems is crucial across various fields, facilitating tasks such as control, prediction, optimization, and fault detection. Many applications require methods capable of handling complex systems while…
This article is concerned with the fluctuation analysis and the stability properties of a class of one-dimensional Riccati diffusions. These one-dimensional stochastic differential equations exhibit a quadratic drift function and a…
A stochastic differential equation for the plasma density dynamics is derived, consistent with the experimentally measured distribution and the theoretical quadratic nonlinearity. The plasma density is driven by a multiplicative Wiener…
The properties of pulse propagation in a nonlinear fiber including linear damped term added in the usual nonlinear Schr\"odinger equation is analyzed analytically. We apply variational modified approach based on the lagrangian that describe…
We study invariant solutions of a certain class of time-fractional diffusion-wave equations with variable coefficients via Lie symmetry analysis. In physics, the fractional diffusion equation describes transport dynamics that are governed…
The Rayleigh capillary instability of a cylindrical interface between two immiscible fluids is one of the most fundamental in fluid dynamics. As Plateau observed from energetic considerations and Rayleigh clarified through hydrodynamics,…