Related papers: 3rd-order Spectral Representation Method: Part II …
Many biological and soft matter processes occur at high speeds in complex 3D environments, and developing imaging techniques capable of elucidating their dynamics is an outstanding experimental challenge. Here, we introduce Fourier…
An accelerated boundary integral method for Stokes flow of a suspension of deformable particles is presented for an arbitrary domain and implemented for the important case of a planar slit geometry. The computational complexity of the…
We present a new proof of an Ergodic theorem for Wide-Sense Stationary Random Processes added with a new canonical sampling theorem of mine for finite time duration signals in the frequency domain (periodograms) which is free from the…
This study puts forward a generalization of the short-time Fourier-based Synchrosqueezing Transform using a new local estimate of instantaneous frequency. Such a technique enables not only to achieve a highly concentrated time-frequency…
The space-time dynamics of rigid inhomogeneities (inclusions) free to move in a randomly fluctuating fluid bio-membrane is derived and numerically simulated as a function of the membrane shape changes. Both vertically placed (embedded)…
A second-order many-body perturbation correction to the relativistic Dirac-Hartree-Fock energy is evaluated stochastically by integrating 13-dimensional products of four-component spinors and Coulomb potentials. The integration in the real…
This paper considers the discrete Fourier transform (DFT) based hybrid beamforming multiuser system and studies the use of analog beam selection schemes. We first analyze the uplink ergodic achievable rates of the zero-forcing (ZF) receiver…
Multiscale stochastic volatility models have been developed as an efficient way to capture the principle effects on derivative pricing and portfolio optimization of randomly varying volatility. The recent book Fouque, Papanicolaou, Sircar…
Modeling transformations between arbitrary data distributions is a fundamental scientific challenge, arising in applications like drug discovery and evolutionary simulation. While flow matching offers a natural framework for this task, its…
We consider parametric inference for an ergodic and stationary diffusion process, when the data are high-frequency observations of the integral of the diffusion process. Such data are obtained via certain measurement devices, or if…
The semivarying coefficient models are widely used in the application of finance, economics, medical science and many other areas. The functional coefficients are commonly estimated by local smoothing methods, e.g. local linear estimator.…
This paper addresses the problem of expressing a signal as a sum of frequency components (sinusoids) wherein each sinusoid may exhibit abrupt changes in its amplitude and/or phase. The Fourier transform of a narrow-band signal, with a…
We review some of the properties of higher-dimensional superstatistical stochastic models. As an example, we analyse the stochastic properties of a superstatistical model of 3-dimensional Lagrangian turbulence, and compare with experimental…
Within the well-established optical response function formalism, a new strategy with the central idea of employing the forward-backward stochastic Schr\"{o}dinger equations in a segmented way to accurately obtain the two-dimensional (2D)…
We propose a new cross-correlation method that can recognize independent realizations of the same type of stochastic processes and can be used as a new kind of pattern recognition tool in biometrics, sensing, forensic, security and image…
The aim of this paper is to introduce several new particle representations for \textit{ergodic} McKean-Vlasov SDEs. We construct new algorithms by leveraging recent progress in weak convergence analysis of interacting particle system. We…
We introduce a variant of the asymmetric random average process with continuous state variables where the maximal transport is restricted by a cutoff. For periodic boundary conditions, we show the existence of a phase transition between a…
This paper considers a simulation-based estimator for a general class of Markovian processes and explores some strong consistency properties of the estimator. The estimation problem is defined over a continuum of invariant distributions…
In this paper, we propose and assess several stochastic parametrizations for data-driven modelling of the two-dimensional Euler equations using coarse-grid SPDEs. The framework of Stochastic Advection by Lie Transport (SALT) [Cotter et al.,…
An efficient parallelization approach to simulate optical properties of ensembles of quantum emitters in realistic electromagnetic environments is considered. It relies on balancing computing load of utilized processors and is built into…