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We derive the linear acoustic and Stokes-Fourier equations as the limiting dynamics of a system of N hard spheres of diameter $\epsilon$ in two space dimensions, when N $\rightarrow$ $\infty$, $\epsilon$ $\rightarrow$ 0, N $\epsilon$ =…
A supersymmetric method for the construction of so-called conditionally exactly solvable quantum systems is reviewed and extended to classical stochastic dynamical systems characterized by a Fokker-Planck equation with drift. A class of…
This paper investigates projected Euler-Maruyama method for stochastic delay differential equations under a global monotonicity condition. This condition admits some equations with highly nonlinear drift and diffusion coefficients. We…
The dynamical transition occurring in spin-glass models with one step of Replica-Symmetry-Breaking is a mean-field artifact that disappears in finite systems and/or in finite dimensions. The critical fluctuations that smooth the transition…
Consider an It\^{o} process $X$ satisfying the stochastic differential equation $dX=a(X)\,dt+b(X)\,dW$ where $a,b$ are smooth and $W$ is a multidimensional Brownian motion. Suppose that $W_n$ has smooth sample paths and that $W_n$ converges…
In this paper we study solutions to stochastic differential equations (SDEs) with discontinuous drift. We apply two approaches: The Euler-Maruyama method and the Fokker-Planck equation and show that a candidate density function based on the…
A grid-free variant of the Direct Simulation Monte Carlo (DSMC) method is proposed, named the Isotropic DSMC (I-DSMC) method, that is suitable for simulating dense fluid flows at molecular scales. The I-DSMC algorithm eliminates all grid…
A fold map is a smooth map at each singular point of which it is represented as the product map of a Morse function and the identity map on an open ball. A special generic map is a fold map such that the Morse function can be taken as a…
We investigate generalized Navier-Stokes (GNS) equations that couple nonlinear advection with a generic linear instability. This analytically tractable minimal model for fluid flows driven by internal active stresses has recently been shown…
We solve the Skorokhod embedding problem for a class of stochastic processes satisfying an inhomogeneous stochastic differential equation (SDE) of the form $d A_t =\mu (t, A_t) d t + \sigma(t, A_t) d W_t$. We provide sufficient conditions…
Stochastic Structural Stability Theory (SSST) provides an autonomous, deterministic, nonlinear dynamical system for evolving the statistical mean state of a turbulent system. In this work SSST is applied to the problem of understanding the…
We present results for the 1 dimensional stochastically forced Burgers equation when the spatial range of the forcing varies. As the range of forcing moves from small scales to large scales, the system goes from a chaotic, structureless…
Most classical work on the hydrodynamics of low-Reynolds-number swimming addresses deterministic locomotion in quiescent environments. Thermal fluctuations in fluids are known to lead to a Brownian loss of the swimming direction. As most…
We report 3D numerical simulations of the flow of an electrically conducting fluid in a spherical shell when a magnetic field is applied. Different spherical Couette configurations are investigated, by varying the rotation ratio between the…
We recognize the Gromoll-Meyer sphere Sigma^7 as the geodesic join of a simple closed geodesic and a minimal subsphere Sigma^5, which can be equivariantly identified with the Brieskorn sphere W^5_3. As applications we in particular…
We describe a systematic procedure for determining the identity of a 2D bosonic symmetry protected topological (SPT) phase from the properties of its edge excitations. Our approach applies to general bosonic SPT phases with either unitary…
We present simulation-free score and flow matching ([SF]$^2$M), a simulation-free objective for inferring stochastic dynamics given unpaired samples drawn from arbitrary source and target distributions. Our method generalizes both the…
A stabilized finite element method is introduced for the simulation of time-periodic creeping flows, such as those found in the cardiorespiratory systems. The new technique, which is formulated in the frequency rather than time domain,…
In this work, we present a detailed analysis on the exact expression of the $L^2$-norm of the symmetric-Stratonovich stochastic integral driven by a multi-dimensional fractional Brownian motion $B$ with parameter $\frac{1}{4} < H <…
We extend the work of Tanase-Nicola and Kurchan on the structure of diffusion processes and the associated supersymmetry algebra by examining the responses of a simple statistical system to external disturbances of various kinds. We…