Related papers: Hasselmann's Paradigm for Stochastic Climate Model…
Atmospheric regime transitions are highly impactful as drivers of extreme weather events, but pose two formidable modeling challenges: predicting the next event (weather forecasting), and characterizing the statistics of events of a given…
We present a new, recursive approach to stochastic inflation which is self-consistent and solves multiple problems which plagued a certain number of previous studies, in particular in realistic contexts where the background spacetime is…
We devise a stochastic Hamiltonian formulation of the water wave problem. This stochastic representation is built within the framework of the modelling under location uncertainty. Starting from restriction to the free surface of the general…
Using the information current, we develop a Lorentz-covariant framework for modeling equilibrium fluctuations in relativistic kinetic theory in the grand-canonical ensemble. The resulting stochastic theory is proven to be causal and…
We develop a stochastic model for Lagrangian velocity as it is observed in experimental and numerical fully developed turbulent flows. We define it as the unique statistically stationary solution of a causal dynamics, given by a stochastic…
We consider nonparametric invariant density and drift estimation for a class of multidimensional degenerate resp. hypoelliptic diffusion processes, so-called stochastic damping Hamiltonian systems or kinetic diffusions, under anisotropic…
Observations of tropical convection from precipitation radar and the concurring large-scale atmospheric state at two locations (Darwin and Kwajalein) are used to establish effective stochastic models to parameterise subgrid-scale tropical…
The Lagrangian average (LA) of the ideal fluid equations preserves their fundamental transport structure. This transport structure is responsible for the Kelvin circulation theorem of the LA flow and, hence, for its potential vorticity…
The world ocean plays a key role in redistributing heat in the climate system and hence in regulating Earth's climate. Yet statistical analysis of ocean heat transport suffers from partially incomplete large-scale data intertwined with…
We present a method for optimal path planning of human walking paths in mountainous terrain, using a control theoretic formulation and a Hamilton-Jacobi-Bellman equation. Previous models for human navigation were entirely deterministic,…
Modern generative modeling is dominated by transport from a noise prior to data. We propose an alternative paradigm in which generation is performed by a discrete stochastic dynamics that leaves the data distribution invariant, initialized…
A fluid model is developed for multicomponent two-temperature magnetized plasmas in chemical non-equilibrium from the partially- to fully-ionized collisional regimes. We focus on transport phenomena aiming at representing the chromosphere…
Transition state theory (TST) is generalized for the nonequilibrium system with power-law distributions. The stochastic dynamics that gives rise to the power-law distributions for the reaction coordinate and momentum is modeled by the…
Modelling is an essential procedure in analyzing and controlling a given logical dynamic system (LDS). It has been proved that deterministic LDS can be modeled as a linear-like system using algebraic state space representation. However, due…
Inspired by spatiotemporal observations from satellites of the trajectories of objects drifting near the surface of the ocean in the National Oceanic and Atmospheric Administration's `Global Drifter Program', this paper develops data-driven…
We construct a climatology of Lagrangian coherent structures (LCSs), the concealed skeleton that shapes transport, with a twelve-year-long data-assimilative simulation of the sea-surface circulation in the Gulf of Mexico (GoM). Computed as…
In the last decade, minimal kinetic models, and primarily the Lattice Boltmann equation, have met with significant success in the simulation of complex hydrodynamic phenomena, ranging from slow flows in grossly irregular geometries to fully…
We prove the existence and uniqueness of maximal solutions to the 3D SALT (Stochastic Advection by Lie Transport, [Holm arXiv:1410.8311]) Navier-Stokes Equation in velocity and vorticity form, on the torus and the bounded domain…
We study the convergence to equilibrium of an underdamped Langevin equation that is controlled by a linear feedback force. Specifically, we are interested in sampling the possibly multimodal invariant probability distribution of a Langevin…
In this paper, we study a semi-martingale optimal transport problem and its application to the calibration of Local-Stochastic Volatility (LSV) models. Rather than considering the classical constraints on marginal distributions at initial…