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This paper proposes a novel framework for manifold-valued regression and establishes its consistency as well as its contraction rate. It assumes a predictor with values in the interval $[0,1]$ and response with values in a compact…
Brownian motion near soft surfaces is a situation widely encountered in nanoscale and biological physics. However, a complete theoretical description is lacking to date. Here, we theoretically investigate the dynamics of a two-dimensional…
We study the mean-field limit of the Atlas model and its connection to SDEs with dependence on the distribution of hitting and local times. The Atlas model describes a system of Brownian particles on the real line, where only the lowest…
We investigate the overdamped dynamics of a `passive' particle driven by nonreciprocal interaction with a `driver' Brownian particle. When the interaction between them is short-ranged, the long-time behavior of the driven particle is…
We develop a continuum description of partially fluidized granular flows. Our theory is based on the hydrodynamic equation for the flow coupled with the order parameter equation which describes the transition between flowing and static…
Fractional Brownian motion is a self-affine, non-Markovian and translationally invariant generalization of Brownian motion, depending on the Hurst exponent $H$. Here we investigate fractional Brownian motion where both the starting and the…
Bayesian models provide a framework for probabilistic modelling of complex datasets. However, many of such models are computationally demanding especially in the presence of large datasets. On the other hand, in sensor network applications,…
We observe the failure process of a fiber bundle model with a variable stress release range, $\gamma$, higher the value of $\gamma$ lower the stress release range. By tuning $\gamma$ from low to high, it is possible to go from the…
Systems where resource availability approaches a critical threshold are common to many engineering and scientific applications and often necessitate the estimation of first passage time statistics of a Brownian motion (Bm) driven by…
We consider a one dimensional L\'evy bridge x_B of length n and index 0 < \alpha < 2, i.e. a L\'evy random walk constrained to start and end at the origin after n time steps, x_B(0) = x_B(n)=0. We compute the distribution P_B(A,n) of the…
We extend the notion of mean-field SDEs to SDEs driven by $G$-Brownian motion. More precisely, we consider a $G$-SDE where the coefficients depend not only on time and the current state but also on the solution as random variable.
Bounce-averaged theories provide a framework for simulating relatively slow processes, such as collisional transport and quasilinear diffusion, by averaging these processes over the fast periodic motions of a particle on a closed orbit.…
We investigate how the dimensionality of the embedding space affects the microscopic crackling dynamics and the macroscopic response of heterogeneous materials. Using a fiber bundle model with localized load sharing computer simulations are…
The geometry of the multifractional Brownian motion (mBm) is known to present a complex and surprising form when the Hurst function is greatly irregular. Nevertheless, most of the literature devoted to the subject considers sufficiently…
The overdamped dynamics of a charged particle driven by an uniform electric field through a random sequence of scatterers in one dimension is investigated. Analytic expressions of the mean velocity and of the velocity power spectrum are…
We compute the joint distribution of the site and the time at which a $d$-dimensional standard Brownian motion $B_t$ hits the surface of the ball $ U(a) =\{|{\bf x}|<a\}$ for the first time. The asymptotic form of its density is obtained…
Although nuclear fission can be understood qualitatively as an evolution of the nuclear shape, a quantitative description has proven to be very elusive. In particular, until now, there exists no model with demonstrated predictive power for…
In this article, we introduce Brownian motion on stable looptrees using resistance techniques. We prove an invariance principle characterising it as the scaling limit of random walks on discrete looptrees, and prove precise local and global…
Let $B=(B_t)_{t\in {\mathbb{R}}}$ be a two-sided standard Brownian motion. An unbiased shift of $B$ is a random time $T$, which is a measurable function of $B$, such that $(B_{T+t}-B_T)_{t\in {\mathbb{R}}}$ is a Brownian motion independent…
We study the one-dimensional Burgers equation in the inviscid limit for Brownian initial velocity (i.e. the initial velocity is a two-sided Brownian motion that starts from the origin x=0). We obtain the one-point distribution of the…