Related papers: Stochastic Reservoir Calculations
We consider a non-Gaussian stochastic process where a particle diffuses in the $y$-direction, $dy/dt=\eta(t)$, subject to a transverse shear flow in the $x$-direction, $dx/dt=f(y)$. Absorption with probability $p$ occurs at each crossing of…
We develop a weakly intrusive framework to simulate the propagation of uncertainty in solutions of generic hyperbolic partial differential equation systems on graph-connected domains with nodal coupling and boundary conditions. The method…
Extreme streamflow is a key indicator of flood risk, and quantifying the changes in its distribution under non-stationary climate conditions is key to mitigating the impact of flooding events. We propose a non-stationary process mixture…
This work advances the theoretical foundations of reservoir computing (RC) by providing a unified treatment of fading memory and the echo state property (ESP) in both deterministic and stochastic settings. We investigate state-space…
We propose inflow and outflow boundary conditions for the compressible Navier-Stokes equations and prove that they allow a priori estimates of the entropy, mass and total energy. Furthermore, we demonstrate how to approximate these boundary…
We present the application of a fluctuating hydrodynamic theory to study current fluctuations in diffusive systems on a semi-infinite line in contact with a reservoir with slow coupling. We show that the distribution of the time-integrated…
We show that Langevin$-$Smoluchowski measure on path space is invariant under time-reversal, followed by stochastic control of the drift with a novel entropic-type criterion. Repeated application of these forward-backward steps leads to a…
We propose a finite volume stochastic collocation method for the random Euler system. We rigorously prove the convergence of random finite volume solutions under the assumption that the discrete differential quotients remain bounded in…
The present paper is concerned with large-time behavior of solutions to an outflow problem for an ideal polytropic model of compressible viscous gases in one-dimensional half space, and with a convergence rate of solutions toward a…
We construct a stochastic fluid process with an underlying piecewise deterministic Markov process (PDMP) akin to the one used in the construction of the rational arrival process (RAP), which we call the RAP-modulated fluid process. As…
In this note we establish a density result for certain stationary shear flows, $\mu(y)$, that vanish at the boundaries of a horizontal channel. We construct stationary solutions to 2D Navier-Stokes that are $\epsilon$-close in $L^\infty$ to…
Modelling the evolution of a system using stochastic dynamics typically implies a greater subjective uncertainty in the adopted system coordinates as time progresses, and stochastic entropy production has been developed as a measure of this…
This work addresses the question of the stability of stratified, spatially periodic shear flows at low P\'eclet number but high Reynolds number. This little-studied limit is motivated by astrophysical systems, where the Prandtl number is…
Reservoir computing is a promising neuromorphic paradigm, and its quantum implementation using spin networks has shown some advantage when entanglement is present. Here, we consider a distributed scenario in which two distinct input time…
We use the stochastic approach to investigate the measure for slow roll eternal inflation. The probability for the universe of a given Hubble radius can be calculated in this framework. In a solvable model, it is shown that the probability…
We propose a stochastic dynamics to be associated to a deterministic motion defined by a set of first order differential equation. The transitions that defined the stochastic dynamics are unidirectional and the rates are equal to the…
We consider the evolution of a connected set on the plane carried by a periodic incompressible stochastic flow. While for almost every realization of the random flow at time t most of the particles are at a distance of order sqrt{t} away…
We consider a stochastic process which is (a) described by a continuous-time Markov chain on only short time-scales and (b) constrained to conserve a number of hidden quantities on long time-scales. We assume that the transition matrix of…
Let $a\in\mathbb{R}$ denote an unknown stationary target with a known distribution $\mu\in\mathcal{P(\mathbb{R}})$, the space of probability measures on $\mathbb{R}$. A diffusive searcher $X(\cdot)$ sets out from the origin to locate the…
We study both experimentally and numerically the steady zonal flow generated by longitudinal librations of a spherical rotating container. This study follows the recent weakly nonlinear analysis of Busse (2010), developed in the limit of…