Related papers: Duration-dependent stochastic fluid processes and …
We present approaches for the study of fluid-structure interactions subject to thermal fluctuations. A mixed mechanical description is utilized combining Eulerian and Lagrangian reference frames. We establish general conditions for…
We introduce a physically relevant stochastic representation of the rotating shallow water equations. The derivation relies mainly on a stochastic transport principle and on a decomposition of the fluid flow into a large-scale component and…
The Schr\"odinger bridge problem is concerned with finding a stochastic dynamical system bridging two marginal distributions that minimises a certain transportation cost. This problem, which represents a generalisation of optimal transport…
We consider a Markov jump process on a general state space to which we apply a time-dependent weak perturbation over a finite time interval. By martingale-based stochastic calculus, under a suitable exponential moment bound for the…
A thermodynamic approach to derive the liquid-glass transition line in the reduced temperature vs reduced density plane for a monatomic Lennard-Jones fluid is presented. The approach makes use of a recent reformulation of the classical…
The rapid global expansion of solar photovoltaic (PV) capacity-reaching a record 597 GW in 2024-highlights the urgent need for robust forecasting models to mitigate the grid instability caused by the intermittent nature of solar irradiance.…
We provide a detailed derivation of a recently developed first-principles approach to calculating averages in systems of interacting, spherical Brownian particles under time-dependent flow. Although we restrict ourselves to flows which are…
Sociotechnological and geospatial processes exhibit time varying structure that make insight discovery challenging. This paper proposes a new statistical model for such systems, modeled as dynamic networks, to address this challenge. It…
We develop the connection between large deviation theory and more applied approaches to stochastic hybrid systems by highlighting a common underlying Hamiltonian structure. A stochastic hybrid system involves the coupling between a…
We show that the time-dependent variational principle provides a unifying framework for time-evolution methods and optimisation methods in the context of matrix product states. In particular, we introduce a new integration scheme for…
When subjected to large amplitude oscillatory shear stress, aqueous Laponite suspensions show an abrupt solidification transition after a long delay time tc. We measure the dependence of tc on stress amplitude, frequency, and on the…
This paper presents a method for forecasting limit order book durations using a self-exciting flexible residual point process. High-frequency events in modern exchanges exhibit heavy-tailed interarrival times, posing a significant challenge…
In this paper, we analyze a two-queue random time-limited Markov modulated polling model. In the first part of the paper, we investigate the fluid version: Fluid arrives at the two queues as two independent flows with deterministic rate.…
In these lecture notes, the basic principles of stochastic thermodynamics are developed starting with a closed system in contact with a heat bath. A trajectory undergoes Markovian transitions between observable meso-states that correspond…
We study a stochastic differential equation driven by a Poisson point process, which models continuous changes in a population's environment, as well as the stochastic fixation of beneficial mutations that might compensate for this change.…
In this paper we present a unified Lagrangian--Hamiltonian geometric formalism to describe time-dependent contact mechanical systems, based on the one first introduced by K. Kamimura and later formalized by R. Skinner and R. Rusk. This…
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 study three classes of continuous time Markov processes (inclusion process, exclusion process, independent walkers) and a family of interacting diffusions (Brownian energy process). For each model we define a boundary driven process…
We consider the fluctuations of a time-integrated particle current around an atypical value in a generic stochastic Markov process involving classical particles with two-site interaction and hardcore repulsion on a finite one-dimensional…
We establish heavy traffic limit theorems for queue-length processes in critically loaded single class queueing networks with state dependent arrival and service rates. A distinguishing feature of our model is non-Markovian state…