Related papers: Testing the Flux-based statistical prediction of t…
We present a modelling approach for diffusion in a complex medium characterized by a random length scale. The resulting stochastic process shows subdiffusion with a behavior in qualitative agreement with single particle tracking experiments…
Breakup of small aggregates in fully developed turbulence is studied by means of direct numerical simulations in a series of typical bounded and unbounded flow configurations, such as a turbulent channel flow, a developing boundary layer…
We study statistical inference and distributionally robust solution methods for stochastic optimization problems, focusing on confidence intervals for optimal values and solutions that achieve exact coverage asymptotically. We develop a…
Stochastic homogenization is achieved for a class of elliptic and parabolic equations describing the lifetime, in large domains, of stationary diffusion processes in random environment which are small, statistically isotropic perturbations…
A system of particles hopping on a line, singly or as merged pairs, and annihilating in groups of three on encounters, is solved exactly for certain symmetrical initial conditions. The functional form of the density is nearly identical to…
In this paper, we study the chaotic four-body problem in Newtonian gravity. Assuming point particles and total encounter energies $\le$ 0, the problem has three possible outcomes. We describe each outcome as a series of discrete…
This article concerns the estimation of hitting time statistics for potentially non-stationary processes. The main focus is exceedance times of environmental processes. To this end we consider an empirical estimator based on ergodic theory…
We propose a practical empirical fitting function to characterize the non-Gaussian displacement distribution functions (DispD) often observed for heterogeneous diffusion problems. We first test this fitting function with the problem of a…
To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime (the first passage time) of a system. The statistical distributions that can be obtained out of the mesoscopic description…
The effects of spatial confinements and smooth cutoffs of the waiting time distribution in continuous-time random walks (CTRWs) are studied analytically. We also investigate dependences of ergodic properties on initial ensembles (i.e.,…
We derive consistency and asymptotic normality results for quasi-maximum likelihood methods for drift parameters of ergodic stochastic processes observed in discrete time in an underlying continuous-time setting. The special feature of our…
The numerical modeling of hydraulic jumps remains challenging due to complex interactions among free-surface deformation, air entrainment and detrainment, and turbulent bubble transport. Whereas accurate prediction of these flows is…
It is of great current interest to establish toy models of ergodicity breaking transitions in quantum many-body systems. Here we study a model that is expected to exhibit an ergodic to nonergodic transition in the thermodynamic limit upon…
Understanding the statistics of ocean geostrophic turbulence is of utmost importance in understanding its interactions with the global ocean circulation and the climate system as a whole. Here, a study of eddy-mixing entropy in a…
We find a general formula for the distribution of time-averaged observables for systems modeled according to the sub-diffusive continuous time random walk. For Gaussian random walks coupled to a thermal bath we recover ergodicity and…
From a dynamical viewpoint, basic phase transitions of statistical mechanics can be regarded as a breaking of ergodicity. While many random models exhibiting such transitions at the thermodynamics limit exist, finite-dimensional examples…
We consider the response of a dynamical system driven by external adiabatic fluctuations. Based on the `adiabatic following approximation' we have made a systematic separation of time-scales to carry out an expansion in $\alpha |\mu|^{-1}$,…
Entropy is one of the key thermodynamic variables reflecting changes in the state of matter. Unlike other thermodynamic variables, it is well-defined also for nonequilibrium steady states through its relation to information. Applying this…
We consider the problem of frequency estimation by observations of the periodic diffusion process possesing ergodic properties in two different situations. The first one corresponds to continuously differentiable with respect to parameter…
We introduce a family of stochastic models motivated by the study of nonequilibrium steady states of fluid equations. These models decompose the deterministic dynamics of interest into fundamental building blocks, i.e., minimal vector…