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In this paper we introduce a novel particle filter scheme for a class of partially-observed multivariate diffusions. %continuous-time dynamic models where the %signal is given by a multivariate diffusion process. We consider a variety of…
Quantitative information flow (QIF) is concerned with measuring how much of a secret is leaked to an adversary who observes the result of a computation that uses it. Prior work has shown that QIF techniques based on abstract interpretation…
Thermodynamic parameters such as temperature and pressure can be defined from the statistical behavior of a system. Therefore, thermal fluctuation is an inseparable characteristic of these parameters which eventually finds its way into…
Fundamental insight into the physics of buoyant gas dispersion from realistic flow geometries is necessary to accurately predict flow structures associated with hydrogen outflow from accidental leaks and the associated flammability…
Quantitative information flow (QIF) is concerned with assessing the leakage of information in computational systems. In QIF there are two main perspectives for the quantification of leakage. On one hand, the static perspective considers all…
We propose an update estimation method for a diffusion parameter from high-frequency dependent data under a nuisance drift element. We ensure the asymptotic equivalence of the estimator to the corresponding quasi-MLE, which has the…
Dynamical modelling lies at the heart of our understanding of physical systems. Its role in science is deeper than mere operational forecasting, in that it allows us to evaluate the adequacy of the mathematical structure of our models.…
We study filtering of multiscale dynamical systems with model error arising from unresolved smaller scale processes. The analysis assumes continuous-time noisy observations of all components of the slow variables alone. For a linear model…
A two-phase, low-Mach-number flow solver is created and verified for variable-density liquid and gas with phase change. The interface is sharply captured using a split Volume-of-Fluid method generalized for a non-divergence-free liquid…
We propose a multi-scale lung model to investigate spatio-temporal distributions of ventilation variables. Lung envelope and large airway geometries are derived from CT scans; smaller airways are generated using a physiologically consistent…
The study explores technological schemes and control methods for reconstructing parallel gas pipeline systems under non-stationary conditions. It focuses on improving safety, reliability, and efficiency by automating valve control and…
The air flows in the proximal and distal portions of the human lungs are interconnected: the lower Reynolds number in the deeper generations causes a progressive flow regularization, while mass conservation requires flow rate oscillations…
This letter describes a periodically oscillating microfoam flow. For constant input parameters, both the produced bubble volume and the flow rate vary over a factor two. We explicit the link between foam topology alternance and flow rate…
Purpose: Tracer-kinetic models can be used for the quantitative assessment of contrast-enhanced MRI data. However, the model-fitting can produce unreliable results due to the limited data acquired and the high noise levels. Such problems…
The inherent instability of oscillatory flows presents a significant challenge in microfluidics, impairing performance in different applications from particle detachemnt to organs-on-a-chip. Trapped air inside a microfluidic system…
Nonlinear dynamic models are widely used for characterizing functional forms of processes that govern complex biological pathway systems. Over the past decade, validation and further development of these models became possible due to data…
Over the last years, there has been a renewed interest in differentiating various contributions to the air concentration in high Froude-number self-aerated flows, see for example Kramer (2024), comprising entrained and entrapped air. The…
The recent accelerated growth in space-related research and development activities makes the near-term need for long-term extraterrestrial habitats evident. Such habitats must operate under continuous disruptive conditions arising from…
Partially-observed data collected by sampling methods is often being studied to obtain the characteristics of information diffusion networks. However, these methods usually do not consider the behavior of diffusion process. In this paper,…
Diffusion-influenced reactions in the presence of gates which randomly open and close have been studied for decades in a variety of biophysical and biochemical scenarios. The diffusive flux from a large bulk reservoir to the end of a narrow…