Related papers: Geometric decomposition of flows generated by roug…
In this article we investigate the rough paths structure of a process $X_t$ living in a fixed Wiener chaos. Specifically, we formulate various types of rough lifts of $X_t$ and study their properties. As application, we study the…
Given a stochastic differential equation with path-dependent coefficients driven by a multidimensional Wiener process, we show that the support of the law of the solution is given by the image of the Cameron-Martin space under the flow of…
Let $G$ be a connected semisimple real algebraic group and $\Gamma < G$ be a Zariski dense Anosov subgroup with respect to a minimal parabolic subgroup. We prove local mixing of the one-parameter diagonal flow $\{\exp(t\mathsf{v}) : t \in…
We present a theory to quantify the formation of spatiotemporal macrostructures (or the non-homogeneous regions of high viscosity at moderate to high fluid inertia) for viscoelastic sub-diffusive flows, by introducing a mathematically…
In this article, we present a multiscale characterization of the streamwise velocity of a turbulent channel flow. We study the 2nd and 4th order structure functions and the flatness for scales ranging from the dissipative to the integral…
Motivated by the recent advances in the theory of stochastic partial differential equations involving nonlinear functions of distributions, like the Kardar-Parisi-Zhang (KPZ) equation, we reconsider the unique solvability of one-dimensional…
It is argued that the van der Waals force exerted by the liquid and vapor/air on the molecules escaping from one phase into the other strongly affects the characteristics of evaporation. This is shown using two distinct descriptions of the…
We introduce Wilson-It\^o diffusions, a class of random fields on $\mathbb{R}^d$ that change continuously along a scale parameter via a Markovian dynamics with local coefficients. Described via forward-backward stochastic differential…
The strengthening of linear relaxations and bounds of mixed integer linear programs has been an active research topic for decades. Enumeration-based methods for integer programming like linear programming-based branch-and-bound exploit…
Many classical variables (statistics) are selfdecomposable. They admit the random integral representations via L\'evy processes. In this note are given formulas for their background driving distribution functions (BDDF). This may be used…
The Vlasov-Fokker-Planck equation describes the evolution of the probability density of the position and velocity of particles under the influence of external confinement, interaction, friction, and stochastic force. It is well-known that…
An accelerated boundary integral method for Stokes flow of a suspension of deformable particles is presented for an arbitrary domain and implemented for the important case of a planar slit geometry. The computational complexity of the…
We develop a geometric formulation of stochastic dynamics in which noise, diffusion, path probabilities, fluctuation theorems, and entropy production arise from the intrinsic geometry of an evolving manifold rather than from externally…
We describe, in an intrinsic way and using the global chart provided by Ito's parallel transport, a generalisation of the notion of geodesic (as critical path of an energy functional) to diffusion processes on Riemannian manifolds. These…
In this work, we present a new approach to analyze the gradient flow for a positive semi-definite matrix denoising problem in an extensive-rank and high-dimensional regime. We use recent linear pencil techniques of random matrix theory to…
Using fractional calculus we define integrals of the form $% \int_{a}^{b}f(x_{t})dy_{t}$, where $x$ and $y$ are vector-valued H\"{o}lder continuous functions of order $\displaystyle \beta \in (\frac13, \frac12)$ and $f$ is a continuously…
Discrete symmetries of dynamical flows give rise to relations between periodic orbits, reduce the dynamics to a fundamental domain, and lead to factorizations of zeta functions. These factorizations in turn reduce the labor and improve the…
We propose a low-rank tensor approach to approximate linear transport and nonlinear Vlasov solutions and their associated flow maps. The approach takes advantage of the fact that the differential operators in the Vlasov equation is tensor…
The main contribution of this paper is the formulation of a diffuse approximation method(DAM), for two-dimensional channel flows. The proposed method is based on the vorticity-streamfunction formulation. The DAM which estimates derivates of…
We consider decompositions of digraphs into edge-disjoint paths and describe their connection with the $n$-th Weyl algebra of differential operators. This approach gives a graph-theoretic combinatorial view of the normal ordering problem…