Related papers: Stochastic hydrodynamics and hydro-kinetics: Simil…
Noisy dynamical models are employed to describe a wide range of phenomena. Since exact modeling of these phenomena requires access to their microscopic dynamics, whose time scales are typically much shorter than the observable time scales,…
We consider a semilinear stochastic heat equation in spatial dimension at least $3$, forced by a noise that is white in time with a covariance kernel that decays like $\lvert x\rvert^{-2}$ as $\lvert x\rvert\to\infty$. We show that in an…
Hydrodynamics is nowadays understood as an effective field theory that describes the dynamics of the long-wavelength and slow-time fluctuations of an underlying microscopic theory. In this work we extend the relativistic hydrodynamics to…
The hydrodynamic interpretation of quantum mechanics treats a system of particles in an effective manner. In this work, we investigate squeezed coherent states within the hydrodynamic interpretation. The Hamiltonian operator in question is…
Although the governing equations of many systems, when derived from first principles, may be viewed as known, it is often too expensive to numerically simulate all the interactions they describe. Therefore researchers often seek simpler…
Motivated from time-inconsistent stochastic control problems, we introduce a new type of coupled forward-backward stochastic systems, namely, flows of forward-backward stochastic differential equations. They are systems consisting of a…
In Score based Generative Modeling (SGMs), the state-of-the-art in generative modeling, stochastic reverse processes are known to perform better than their deterministic counterparts. This paper delves into the heart of this phenomenon,…
We study the impact of stochastic perturbations to deterministic dynamical systems using the formalism of the Ruelle response theory and explore how stochastic noise can be used to explore the properties of the underlying deterministic…
Hydrodynamics provides a concise but powerful description of long-time and long-distance physics of correlated systems out of thermodynamic equilibrium. Here we construct hydrodynamic equations for nonrelativistic particles with a…
An important class of spatio-temporal models is constructed by leveraging the hierarchical structure of dynamical (or, state-space) models. This paper proposes a new statistical dynamical model for spatio-temporal processes motivated by…
A new class of accelerating, exact and explicit solutions of relativistic hydrodynamics is found - more than 50 years after the previous similar result, the Landau-Khalatnikov solution. Surprisingly, the new solutions have a simple form,…
Research on stochastic differential equations (SDE) involving both additive and multiplicative noise has been extensive. In situations where the primary process is driven by a multiplicative stochastic process, additive white noise…
The reconstruction and inference of stochastic dynamical systems from data is a fundamental task in inverse problems and statistical learning. While surrogate modeling advances computational methods to approximate these dynamics, standard…
Simulations of over $10^3$ hydrodynamically coupled solid spheres are performed to investigate collective motion of linear trains and regular square arrays of particles suspended in a fluid bounded by two parallel walls. Our novel…
Neural Stochastic Differential Equations (NSDEs) model the drift and diffusion functions of a stochastic process as neural networks. While NSDEs are known to make accurate predictions, their uncertainty quantification properties have been…
The capability of hydrodynamics to accurately describe slow and long-wavelength fluctuations around non-equilibrium steady states (NESS), characterized by a stationary flow of energy or matter in the presence of a driving force, remains an…
Recent years have witnessed significant progress in developing effective training and fast sampling techniques for diffusion models. A remarkable advancement is the use of stochastic differential equations (SDEs) and their…
The Landau-Lifshitz Navier-Stokes (LLNS) equations incorporate thermal fluctuations into macroscopic hydrodynamics by using stochastic fluxes. This paper examines explicit Eulerian discretizations of the full LLNS equations. Several CFD…
We develop a general formalism for introducing stochastic fluctuations around thermodynamic equilibrium which takes into account, for the first time, recent developments on the causality and stability properties of relativistic hydrodynamic…
Traditional quantum hydrodynamics of Bose-Einstein condensates (BECs) is restricted by the continuity and Euler equations. It corresponds to the well-known Gross-Pitaevskii equation. However, the quantum Bohm potential, which is a part of…