Related papers: Stochastic Flows and Marked Stable Processes
In gravel-bed rivers, bedload transport exhibits considerable variability in time and space. Recently, stochastic bedload transport theories have been developed to address the mechanisms and effects of bedload transport fluctuations.…
A combination of methods originating from non-stationary timeseries analysis is applied to two datasets of near surface turbulence in order to gain insights on the non-stationary enhancement mechanism of intermittent turbulence in the…
A stochastic model for a superposition of uncorrelated pulses with a random distribution of amplitudes, sizes, and velocities is analyzed. The pulses are assumed to move radially with fixed shape and amplitudes decreasing exponentially in…
Stochastic Spatio-Temporal processes are prevalent across domains ranging from modeling of plasma to the turbulence in fluids to the wave function of quantum systems. This letter studies a measure-theoretic description of such systems by…
In this paper, we develop the mathematical framework for filtering problems arising from biophysical applications where data is collected from confocal laser scanning microscopy recordings of the space-time evolution of intracellular wave…
An individual-based model of stochastic branching is proposed and studied, in which point particles drift in $\bar{\mathds{R}}_{+}:=[0,+\infty)$ towards the origin (edge) with unit speed, where each of them splits into two particles that…
Random skew plane partitions of large size distributed according to an appropriately scaled Schur process develop limit shapes. In the present work we consider the limit of large random skew plane partitions where the inner boundary…
Discrete stability extends the classical notion of stability to random elements in discrete spaces by defining a scaling operation in a randomised way: an integer is transformed into the corresponding binomial distribution. Similarly…
An explicit moving boundary method for the numerical solution of time-dependent hyperbolic conservation laws on grids produced by the intersection of complex geometries with a regular Cartesian grid is presented. As it employs directional…
Certain one-dimensional nearest-neighbor random walks in i.i.d. random space-time environments are known to have diffusive scaling limits. In the continuum limit, the random environment is represented by a `stochastic flow of kernels',…
We explore the dynamics of active elements performing persistent random motion with fluctuating active speed and in the presence of translational noise in a $d$-dimensional harmonic trap, modeling active speed generation through an…
The flow of amorphous solids results from a combination of elastic deformation and local structural rearrangements, which induce non-local elastic deformations. These elements are incorporated into a mechanically-consistent mesoscopic model…
In this paper, random and stochastic processes are defined on fractal curves. Fractal calculus is used to define cumulative distribution function, probability density function, moments, variance and correlation function of stochastic…
We consider a one-dimensional symmetric simple exclusion process in contact with slowed reservoirs: at the left (resp. right) boundary, particles are either created or removed at rates given by $\alpha/n$ or $(1-\alpha)/n$ (resp. $\beta/n$…
Steady-state turbulence is generated in a tank of water and the trajectories of particles forming a compressible system on the surface are tracked in time. The initial uniformly distributed floating particles coagulate and form a fractal…
With any max-stable random process $\eta$ on $\mathcal{X}=\mathbb{Z}^d$ or $\mathbb{R}^d$, we associate a random tessellation of the parameter space $\mathcal{X}$. The construction relies on the Poisson point process representation of the…
Studying sample path behaviour of stochastic fields/processes is a classical research topic in probability theory and related areas such as fractal geometry. To this end, many methods have been developed since a long time in Gaussian…
Many dynamic pipe flow simulator tools are capable of predicting the onset of hydrodynamic flow instability through detailed simulation. These instabilities provide a natural mechanism for flow regime transition. The quality and reliability…
In this paper continuous time random walk models approximating fractional space-time diffusion processes are studied. Stochastic processes associated with the considered equations represent time-changed processes, where the time-change…
Stochastic dynamics has emerged as one of the key themes ranging from models in applications to theoretical foundations in mathematics. One class of stochastic dynamics problems that has received considerable attention recently are…