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Stochastic processes generated by non-stationary distributions are difficult to represent with conventional models such as Gaussian processes. This work presents Recurrent Autoregressive Flows as a method toward general stochastic process…

Machine Learning · Computer Science 2020-06-20 John Mern , Peter Morales , Mykel J. Kochenderfer

A driven stochastic system in a constant temperature heat bath relaxes into a steady state which is characterized by the steady state probability distribution. We investigate the relationship between the driving force and the steady state…

Statistical Mechanics · Physics 2015-03-11 Jae Dong Noh , Joongul Lee

Four different applications of spectral proper orthogonal decomposition (SPOD): low-rank reconstruction, denoising, frequency-time analysis, and prewhitening are demonstrated on large-eddy simulation data of a turbulent jet. SPOD-based…

Fluid Dynamics · Physics 2021-09-22 Akhil Nekkanti , Oliver T. Schmidt

The decomposition of the energy of a compressible fluid parcel into slow (deterministic) and fast (stochastic) components is interpreted as a stochastic Hamiltonian interacting particle system (HIPS). It is shown that the McKean-Vlasov…

Fluid Dynamics · Physics 2020-10-02 Simon Hochgerner

Bayesian inference for undirected graphical models is mostly restricted to the class of decomposable graphs, as they enjoy a rich set of properties making them amenable to high-dimensional problems. While parameter inference is…

Methodology · Statistics 2024-01-02 Mohamad Elmasri

To address the ill-posedness of the inverse source problem for the one-dimensional stochastic Helmholtz equations without attenuation, this study develops a novel computational framework designed to mitigate this inherent challenge at the…

Numerical Analysis · Mathematics 2025-07-11 Yunqing Huang , Shihan Zhang

Locally broken symmetries are used across fields to transport matter, particles and information in preferential directions. Beyond local mechanisms, spatially distributed nonlinearities in crystalline media have enabled non-reciprocal…

Soft Condensed Matter · Physics 2026-03-31 Aaron Winn , Justine Parmentier , Eleni Katifori , Martin Brandenbourger

This paper provides a general and abstract approach to approximate ergodic regimes of Markov and Feller processes. More precisely, we show that the recursive algorithm presented in Lamberton & Pages (2002) and based on simulation algorithms…

Probability · Mathematics 2018-01-17 Gilles Pagès , Clément Rey

Through a redefinition of patterns in an Hopfield-like model, we introduce and develop an approach to model discrete systems made up of many, interacting components with inner degrees of freedom. Our approach clarifies the intrinsic…

Statistical Mechanics · Physics 2015-05-19 Elena Agliari , Adriano Barra

Examples of self propulsion in strongly fluctuating environment is abound in nature, e.g., molecular motors and pumps operating in living cells. Starting from Langevin equation of motion, we develop a fluctuating thermodynamic description…

Statistical Mechanics · Physics 2015-02-20 Chandrima Ganguly , Debasish Chaudhuri

In this paper, we introduce a novel persistence framework for Morse decompositions in Markov chains using combinatorial multivector fields. Our approach provides a structured method to analyze recurrence and stability in finite-state…

Dynamical Systems · Mathematics 2025-03-31 Donald Woukeng

The displacement field for three dimensional dynamic elasticity problems in the frequency domain can be decomposed into a sum of a longitudinal and a transversal part known as a Helmholtz decomposition. The Cartesian components of both the…

Computational Physics · Physics 2019-10-02 Evert Klaseboer , Qiang Sun , Derek Y. C. Chan

We use persistent homology to build a quantitative understanding of large complex systems that are driven far-from-equilibrium; in particular, we analyze image time series of flow field patterns from numerical simulations of two important…

Suspensions with fiber-like particles in the low Reynolds number regime are modeled by two different approaches that both use a Lagrangian representation of individual particles. The first method is the well-established formulation based on…

Computational Engineering, Finance, and Science · Computer Science 2015-03-25 Dominik Bartuschat , Ellen Fischermeier , Katarina Gustavsson , Ulrich Rüde

Fluid deformation and strain history are central to wide range of fluid mechanical phenomena ranging from fluid mixing and particle transport to stress development in complex fluids and the formation of Lagrangian coherent structures…

Fluid Dynamics · Physics 2025-10-03 Daniel R. Lester , Marco Dentz , Tanguy Le Borgne , Felipe P. J. de Barros

By decoupling forward and backward stochastic trajectories, we construct a family of martingales and work theorems for both overdamped and underdamped Langevin dynamics. Our results are made possible by an alternative derivation of work…

Statistical Mechanics · Physics 2025-04-17 Xiangting Li , Tom Chou

We study compressible MHD turbulence, which holds key to many astrophysical processes, including star formation and cosmic ray propagation. To account for the variations of the magnetic field in the strongly turbulent fluid we use wavelet…

Astrophysics of Galaxies · Physics 2015-05-18 Grzegorz Kowal , Alex Lazarian

We describe a method for analyzing the stochasticity in the non-stationary data for the beat-to-beat fluctuations in the heart rates of healthy subjects, as well as those with congestive heart failure. The method analyzes the returns time…

Biological Physics · Physics 2007-05-23 F. Ghasemi , Muhammad Sahimi , J. Peinke , M. Reza Rahimi Tabar

A framework to systematically decouple high order elliptic equations into combination of Poisson-type and Stokes-type equations is developed. The key is to systematically construct the underling commutative diagrams involving the complexes…

Numerical Analysis · Mathematics 2018-07-03 Long Chen , Xuehai Huang

A general diffuse interface model with a realistic equation of state (e.g. Peng-Robinson equation of state) is proposed to describe the multi-component two-phase fluid flow based on the principles of the NVT-based framework which is a…

Numerical Analysis · Mathematics 2016-11-29 Jisheng Kou , Shuyu Sun
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