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This work introduces the extended Skorokhod problem (ESP) and associated extended Skorokhod map (ESM) that enable a pathwise construction of reflected diffusions that are not necessarily semimartingales. Roughly speaking, given the closure…
We propose a dynamic mean field model for `systemic risk' in large financial systems, which we derive from a system of interacting diffusions on the positive half-line with an absorbing boundary at the origin. These diffusions represent the…
S3T (Stochastic Structural Stability Theory) employs a closure at second order to obtain the dynamics of the statistical mean turbulent state. When S3T is implemented as a coupled set of equations for the streamwise mean and perturbation…
In fractured natural formations, the equations governing fluid flow and geomechanics are strongly coupled. Hydrodynamical properties depend on the mechanical configuration, and they are therefore difficult to accurately resolve using…
This paper introduces a Spiking Diffusion Policy (SDP) learning method for robotic manipulation by integrating Spiking Neurons and Learnable Channel-wise Membrane Thresholds (LCMT) into the diffusion policy model, thereby enhancing…
We consider the problem of estimating parameters of stochastic differential equations (SDEs) with discrete-time observations that are either completely or partially observed. The transition density between two observations is generally…
We present a simple stochastic quadrant model for calculating the transport and de- position of heavy particles in a fully developed turbulent boundary layer based on the statistics of wall-normal fluid velocity fluctuations obtained from a…
The Smoothed Particle Hydrodynamics (SPH) is a particle-based, Lagrangian method for fluid-flow simulations. In this work, fundamental concepts of this method are first briefly recalled. Then, the ability to accurately model granular…
This paper describes a study of the self-sustaining process in wall-turbulence based on a second order statistical state dynamics (SSD) model of Couette flow. SSD models with this form are referred to as S3T models and self-sustain…
In this paper, we present a new formulation of smoothed particle hydrodynamics (SPH), which, unlike the standard SPH (SSPH), is well-behaved at the contact discontinuity. The SSPH scheme cannot handle discontinuities in density (e.g. the…
We propose a multi-layer approach to simulate hyperpycnal and hypopycnal plumes in flows with free surface. The model allows to compute the vertical profile of the horizontal and the vertical components of the velocity of the fluid flow.…
We consider diffusion-controlled release of particles from $d$-dimensional radially-symmetric geometries. A quantity commonly used to characterise such diffusive processes is the proportion of particles remaining within the geometry over…
Long-term traffic emission forecasting is crucial for the comprehensive management of urban air pollution. Traditional forecasting methods typically construct spatiotemporal graph models by mining spatiotemporal dependencies to predict…
We consider dry granular flow down an inclined chute with a localised contraction theoretically and numerically. The flow regimes are predicted through a novel extended one-dimensional hydraulic theory. A discrete particle method validated…
The transport of dense particles by a turbulent flow depends on two dimensionless numbers. Depending on the ratio of the shear velocity of the flow to the settling velocity of the particles (or the Rouse number), sediment transport takes…
Smoothed particle hydrodynamics (SPH) is typically used for barotropic fluids, where the pressure depends only on the local mass density. Here, we show how to incorporate the entropy into the SPH, so that the pressure can also depend on the…
Predicting particle-laden flows requires accurate fluid force models. However, a reliable particle force model for finite-size particles in turbulent flows remains lacking. In the present work, a fluid force model for a finite-size…
This work reports on the development of a new approach to the multiscale computational modelling of the focused electron beam-induced deposition (FEBID), realised using the advanced software packages: MBN Explorer and MBN Studio. Our…
We present a multiscale simulation algorithm for amorphous materials, which we illustrate and validate in a canonical case of dense granular flow. Our algorithm is based on the recently proposed Spot Model, where particles in a dense random…
We establish the gradient flow representation of diffusion with mobility $b$ with respect to the modified Wasserstein quasi-metric $W_h$, where $h(r)=rb(r)$. The appropriate selection of the free energy functional depends on the specific…