Related papers: Multi-multifractality and dynamic scaling in stoch…
Particle filtering is a standard Monte-Carlo approach for a wide range of sequential inference tasks. The key component of a particle filter is a set of particles with importance weights that serve as a proxy of the true posterior…
We model Lagrangian lateral mixing and transport of passive scalars in meandering oceanic jet currents by two-dimensional advection equations with a kinematic stream function with a time-dependent amplitude of a meander imposed. The…
The emergence of organized multiscale patterns resulting from convection is ubiquitous, observed throughout different cloud types. The reproduction of such patterns by general circulation models remains a challenge due to the complex nature…
We present experiments on the dynamic buckling and fragmentation of slender rods axially impacted by a projectile. By combining the results of Saint-Venant and elastic beam theory, we derive a preferred wavelength lambda for the buckling…
We introduce a model of long-range interacting particles evolving under a stochastic Monte Carlo dynamics, in which possible increase or decrease in the values of the dynamical variables is accepted with preassigned probabilities. For…
We model chaotic diffusion, in a symplectic 4D map by using the result of a theorem that was developed for stochastically perturbed integrable Hamiltonian systems. We explicitly consider a map defined by a free rotator (FR) coupled to a…
We investigate the computational efficiency of two stochastic based alternatives to the Sequential Propagator Method used in Lattice QCD calculations of heavy-light semileptonic form factors. In the first method, we replace the sequential…
Passing from a microscopic discrete lattice system with many degrees of freedom to a mesoscopic continuum system described by a few coarse-grained equations is challenging. The common folklore is to take the thermodynamic limit so that the…
We introduce a model for the dynamics of mud cracking in the limit of of extremely thin layers. In this model the growth of fracture proceeds by selecting the part of the material with the smallest (quenched) breaking threshold. In…
We use Stokesian Dynamics simulations to study the microscopic motion of particles suspended in fluids passing through porous media. We construct model porous media with fixed spherical particles, and allow mobile ones to move through this…
We investigate a class of stochastic fragmentation processes involving stable and unstable fragments. We solve analytically for the fragment length density and find that a generic algebraic divergence characterizes its small-size tail.…
A probabilistic approach to phase-field brittle and ductile fracture with random material and geometric properties is proposed within this work. In the macroscopic failure mechanics, materials properties and exactness of spatial quantities…
The lack of a simple operable method for longitudinal dynamic self-assembly of particles in a microchannel is one of the main problems in applying this technology to a wide range of researches, such as biomedical engineering, material…
Using molecular dynamics simulation we examine dynamics in sheared polycrystal states in a binary mixture containing 10% larger particles in two dimensions. We find large stress fluctuations arising from sliding motions of the particles at…
Many systems in physics, engineering, and biology exhibit multiscale stochastic dynamics, where low-dimensional slow variables evolve under the influence of high-dimensional fast processes. In practice, observations are often limited to a…
We consider a continuous-time stochastic volatility model. The model contains a stationary volatility process, the multivariate density of the finite dimensional distributions of which we aim to estimate. We assume that we observe the…
Single-point measurements of fluctuations in the scrape-off layer of magnetized plasmas are generally found to be dominated by large-amplitude bursts which are associated with radial motion of blob-like structures. A stochastic model for…
Deterministic lateral displacement (DLD) devices separate micrometer-scale particles in solution based on their size using a laminar microfluidic flow in an array of obstacles. We investigate array geometries with rational row-shift…
We analyse how simple local constraints in two dimensions lead a defect to exhibit robust, non-transient, and tunable, subdiffusion. We uncover a rich dynamical phenomenology realised in ice- and dimer-type models. On the microscopic scale…
We apply multifractal analysis to an experimentally obtained quasi-two-dimensional crystal with fourfold symmetry, in order to characterize the sidebranch structure of a dendritic pattern. In our analysis, the stem of the dendritic pattern…