Related papers: Self-intersection local times of random fields in …
Local time is the measure of how much time a random walk has visited a given position. In multiple scattering media, where waves are diffuse, local time measures the sensitivity of the waves to the local medium's properties. Local…
Motivated by the modeling of three-dimensional fluid turbulence, we define and study a class of stochastic partial differential equations (SPDEs) that are randomly stirred by a spatially smooth and uncorrelated in time forcing term. To…
Many records in environmental sciences exhibit asymmetric trajectories and there is a need for simple and tractable models which can reproduce such features. In this paper we explore an approach based on applying both a time change and a…
Existence of random dynamical systems for a class of coalescing stochastic flows on $\mathbb{R}$ is proved. A new state space for coalescing flows is built. As particular cases coalescing flows of solutions to stochastic differential…
Autonomous vehicles are expected to navigate in complex traffic scenarios with multiple surrounding vehicles. The correlations between road users vary over time, the degree of which, in theory, could be infinitely large, thus posing a great…
We consider particle transport under the influence of time-varying driving forces, where fluctuation relations connect the statistics of pairs of time reversed evolutions of physical observables. In many "mesoscopic" transport processes,…
We show that the spatially homogeneous Boltzmann equation evolves as the gradient flow of the entropy with respect to a suitable geometry on the space of probability measures which takes the collision process into account. This gradient…
Let $(X_t, t \geq 0)$ be an $\alpha$-stable random walk with values in $\Z^d$. Let $l_t(x) = \int_0^t \delta_x(X_s) ds$ be its local time. For $p>1$, not necessarily integer, $I_t = \sum_x l_t^p(x)$ is the so-called $p$-fold self-…
In this work, we propose an alternative stochastic model for the fundamental diagram of traffic flow with minimal number of parameters. Our approach is based on a mesoscopic viewpoint of the traffic system in terms of the dynamics of…
We investigate stochastic interpolation, a recently introduced framework for high dimensional sampling which bears many similarities to diffusion modeling. Stochastic interpolation generates a data sample by first randomly initializing a…
We prove that the self-intersection local times for generalized grey Brownian motion $B^{\beta,\alpha}$ in arbitrary dimension $d$ is a well defined object in a suitable distribution space for $d\alpha<2$.
This paper studies for a class of Z-extensions of dynamical systems including Z-periodic Lorentz gas the asymptotic behavior of the number of self-intersections of the trajectory of the flow. It concludes on a functional limit theorem for…
The usable limits of the customary and relaxational filtrational theories are considered. The questions of applicable the locality and local thermodynamical equilibrium principles to depict the nonstationary flows are discussed. The…
In the stochastic mean-field approach, an ensemble of initial conditions is considered to incorporate correlations beyond the mean-field. Then each starting pont is propagated separately using the Time-Dependent Hartree-Fock equation of…
We introduce a stochastic traffic flow model to describe random traffic accidents on a single road. The model is a piecewise deterministic process incorporating traffic accidents and is based on a scalar conservation law with…
We show how gauge-invariant cosmological perturbations may be constructed by an unambiguous choice of hypersurface-orthogonal time-like vector field (i.e., time-slicing). This may be defined either in terms of the metric quantities such as…
We have revealed statistical physics of synchronized traffic flow that is governed by a spatiotemporal competition between S$\rightarrow$F and S$\rightarrow$J instabilities (where F, S, and J denote, respectively, the free flow,…
We study the self-organization of turbulence in a geophysically motivated two-dimensional fluid with local interactions. Using simulations and theory, we show that the out-of-equilibrium flux to small scales imposes a constraint on the…
Completing the study initiated by Mounaix and Collet [J. Stat. Phys. {\bf 143}, 139-147 (2011)], we investigate the realizations of a Gaussian random field in the limit where a given (general) quadratic form of the field is large.…
We exploit a two-dimensional model [7], [6] and [1] describing the elastic behavior of the wall of a flexible blood vessel which takes interaction with surrounding muscle tissue and the 3D fluid flow into account. We study time periodic…