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We propose a method to parameterize a coarse grained model for the hydrodynamic friction between nearly touching rough spheres in suspension flows. The frictional resistance due to surface roughness primarily alters the sliding and rolling…

Soft Condensed Matter · Physics 2022-03-15 Madhu V. Majji , James W. Swan

We consider a fractional version of the Heston volatility model which is inspired by [16]. Within this model we treat portfolio optimization problems for power utility functions. Using a suitable representation of the fractional part,…

Portfolio Management · Quantitative Finance 2019-05-17 Nicole Bäuerle , Sascha Desmettre

We study the Small Ball Probabilities (SBPs) of Gaussian rough paths. While many works on rough paths study the Large Deviations Principles (LDPs) for stochastic processes driven by Gaussian rough paths, it is a noticeable gap in the…

Probability · Mathematics 2021-10-05 William Salkeld

This paper reviews the essential physics of gravitational instability in a Robertson-Walker background spacetime. Three approaches are presented in a pedagogical manner, based on (1) the Eulerian fluid equations, (2) the Lagrangian…

Astrophysics · Physics 2007-05-23 Edmund Bertschinger

In this paper we consider an intrinsic point of view to describe the equations of motion for higher-order variational problems with constraints on higher-order trivial principal bundles. Our techniques are an adaptation of the classical…

Mathematical Physics · Physics 2014-05-20 Leonardo Colombo , Pedro D. Prieto-Martínez

Geometric Representation Learning (GRL) aims to approximate the non-Euclidean topology of high-dimensional data through discrete graph structures, grounded in the manifold hypothesis. However, traditional static graph construction methods…

Machine Learning · Computer Science 2026-01-14 Chaoqun Fei , Huanjiang Liu , Tinglve Zhou , Yangyang Li , Tianyong Hao

Geometric continuum models for fluid lipid membranes are considered using classical field theory, within a covariant variational approach. The approach is cast as a higher-derivative Lagrangian formulation of continuum classical field…

Mathematical Physics · Physics 2017-09-14 Riccardo Capovilla

Inertial particles in turbulent flows are characterised by preferential concentration and segregation and, at sufficient mass loading, dense particle clusters may spontaneously arise due to momentum coupling between the phases. These…

Fluid Dynamics · Physics 2019-01-30 Alessio Innocenti , Rodney O Fox , Sergio Chibbaro

Macroscopic traffic flow is stochastic, but the physics-informed deep learning methods currently used in transportation literature embed deterministic PDEs and produce point-valued outputs; the stochasticity of the governing dynamics plays…

Systems and Control · Electrical Eng. & Systems 2026-03-11 Wuping Xin

Many partial differential equations (PDEs) such as Navier--Stokes equations in fluid mechanics, inelastic deformation in solids, and transient parabolic and hyperbolic equations do not have an exact, primal variational structure. Recently,…

Numerical Analysis · Mathematics 2025-03-04 N. Sukumar , Amit Acharya

Studying conditional independence among many variables with few observations is a challenging task. Gaussian Graphical Models (GGMs) tackle this problem by encouraging sparsity in the precision matrix through $l_q$ regularization with…

Machine Learning · Computer Science 2023-11-17 Marcello Massimo Negri , F. Arend Torres , Volker Roth

Equations for a perfect fluid can be obtained by means of the variational principle both in the Lagrangian description and in the Eulerian one. It is known that we need additional fields somehow to describe a rotational isentropic flow in…

Fluid Dynamics · Physics 2010-10-27 Hiroki Fukagawa , Youhei Fujitani

We develop a stochastic model for Lagrangian velocity as it is observed in experimental and numerical fully developed turbulent flows. We define it as the unique statistically stationary solution of a causal dynamics, given by a stochastic…

Rough paths techniques give the ability to define solutions of stochastic differential equations driven by signals $X$ which are not semimartingales and whose $p$-variation is finite only for large values of $p$. In this context, rough…

Probability · Mathematics 2020-05-15 Yanghui Liu , Zachary Selk , Samy Tindel

We study robust nonlinear filtering for stochastic models driven by L\'evy processes, where the signal and observation processes are coupled through common Brownian and jump noise. Robustness, defined as the continuous dependence of the…

Probability · Mathematics 2026-04-30 Sharan Srinivasan , Vijay Gupta , Harsha Honnappa

This paper explores Tadmor's minimum entropy principle for the relativistic hydrodynamics (RHD) equations and incorporates this principle into the design of robust high-order discontinuous Galerkin (DG) and finite volume schemes for RHD on…

Numerical Analysis · Mathematics 2021-02-09 Kailiang Wu

The fate of small particles in turbulent flows depends strongly on the surrounding fluid's velocity gradient properties such as rotation and strain-rates. For non-inertial (fluid) particles, the Restricted Euler model provides a simple,…

Fluid Dynamics · Physics 2017-04-05 Perry L. Johnson , Charles Meneveau

Stochastic parametrisations of the interactions among disparate scales of motion in fluid convection are often used for estimating prediction uncertainty, which can arise due to inadequate model resolution, or incomplete observations,…

Fluid Dynamics · Physics 2022-12-14 Darryl D. Holm , Wei Pan

Recently, through a unified gradient flow perspective of Markov chain Monte Carlo (MCMC) and variational inference (VI), particle-based variational inference methods (ParVIs) have been proposed that tend to combine the best of both worlds.…

Machine Learning · Statistics 2024-10-31 Shiyue Zhang , Longlin Yu , Ziheng Cheng , Cheng Zhang

Physics-Informed Neural Networks (PINNs) have gained widespread popularity for solving inverse and forward problems across a range of scientific and engineering domains. However, most existing PINN frameworks are limited to the Eulerian…

Fluid Dynamics · Physics 2025-04-15 Sukirt Thakur , Maziar Raissi
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