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Diffusion theory establishes a fundamental connection between stochastic differential equations and partial differential equations. The solution of a partial differential equation known as the Fokker-Planck equation describes the…

Probability · Mathematics 2025-10-24 Carlos Escudero , Helder Rojas

How and where cosmic rays are produced, and how they diffuse through various turbulent media, represent fundamental problems in astrophysics with far reaching implications, both in terms of our theoretical understanding of high-energy…

High Energy Astrophysical Phenomena · Physics 2015-06-18 Marco Fatuzzo , Fulvio Melia

Obtaining a reduced description with particle and momentum flux densities outgoing from the microscopic equations of motion of the particles requires approximations. The usual method, we refer to as truncation method, is to zero Fourier…

Statistical Mechanics · Physics 2017-01-04 Hamid Seyed-Allaei , Lutz Schimansky-Geier , Mohammad Reza Ejtehadi

Fields in cosmology, such as the matter distribution, are observed by experiments up to experimental noise. The first step in cosmological data analysis is usually to de-noise the observed field using an analytic or simulation driven prior.…

Cosmology and Nongalactic Astrophysics · Physics 2022-11-29 Adam Rouhiainen , Moritz Münchmeyer

We present a generic framework to compute the one-point statistics of cosmological perturbations, when coarse-grained at an arbitrary scale $R$, in the presence of quantum diffusion. Making use of the stochastic-$\delta N$ formalism, we…

Cosmology and Nongalactic Astrophysics · Physics 2023-12-06 Yuichiro Tada , Vincent Vennin

We compute the dark matter halo mass function using the excursion set formalism for a diffusive barrier with linearly drifting average which captures the main features of the ellipsoidal collapse model. We evaluate the non-Markovian…

Cosmology and Nongalactic Astrophysics · Physics 2011-08-22 P. S. Corasaniti , I. Achitouv

The Gaussian Kinematic Formula (GKF, see Adler and Taylor (2007,2011)) is an extremely powerful tool allowing for explicit analytic predictions of expected values of Minkowski functionals under realistic experimental conditions for…

Instrumentation and Methods for Astrophysics · Physics 2015-03-18 Yabebal Fantaye , Frode Hansen , Davide Maino , Domenico Marinucci

Complex behaviour in many systems arises from the stochastic interactions of spatially distributed particles or agents. Stochastic reaction-diffusion processes are widely used to model such behaviour in disciplines ranging from biology to…

Statistical Mechanics · Physics 2016-08-23 David Schnoerr , Ramon Grima , Guido Sanguinetti

Galactic diffuse emissions in gamma rays and neutrinos arise from interactions of cosmic rays with the interstellar medium and probe the cosmic-ray intensity away from the Solar system. Model predictions for those are influenced by the…

High Energy Astrophysical Phenomena · Physics 2026-03-11 Anton Stall , Philipp Mertsch

We study the galaxy cosmological mass function (GCMF) in a semi-empirical relativistic approach using observational data provided by galaxy redshift surveys. Starting from the theory of Ribeiro & Stoeger (2003, arXiv:astro-ph/0304094)…

Astrophysics of Galaxies · Physics 2014-12-04 Amanda R. Lopes , Alvaro Iribarrem , Marcelo B. Ribeiro , William R. Stoeger

We investigate numerical behaviour of a convection diffusion equation with random coefficients by approximating statistical moments of the solution. Stochastic Galerkin approach, turning the original stochastic problem to a system of…

Numerical Analysis · Mathematics 2021-10-19 Pelin Çiloğlu , Hamdullah Yücel

Normalizing flows are a powerful tool to create flexible probability distributions with a wide range of potential applications in cosmology. Here we are studying normalizing flows which represent cosmological observables at field level,…

Cosmology and Nongalactic Astrophysics · Physics 2021-05-26 Adam Rouhiainen , Utkarsh Giri , Moritz Münchmeyer

The analysis of space-time data from complex, real-life phenomena requires the use of flexible and physically motivated covariance functions. In most cases, it is not possible to explicitly solve the equations of motion for the fields or…

Methodology · Statistics 2016-06-29 Dionissios T. Hristopulos , Ivi C. Tsantili

Aims. We aim to study the stochastic evolution of the smoothed overdensity $\delta$ at scale $S$ of the form $\delta(S) = \int_{0}^S K(S,u)\mathrm{d}W(u)$, where $K$ is a kernel and $\mathrm{d}W$ is the usual Wiener process. Methods. For a…

Cosmology and Nongalactic Astrophysics · Physics 2022-06-23 Nicos Hiotelis , Antonino Del Popolo

We propose a general method to identify nonlinear Fokker--Planck--Kolmogorov equations (FPK equations) as gradient flows on the space of probability measures on $\mathbb{R}^d$ with a natural differential geometry. Our notion of gradient…

Analysis of PDEs · Mathematics 2024-11-11 Marco Rehmeier , Michael Röckner

We develop a stochastic formulation of cosmology in the early universe, after considering the scatter in the redshift-apparent magnitude diagram in the early epochs as an observational evidence for the non-deterministic evolution of early…

Astrophysics · Physics 2015-06-24 C. Sivakumar , Moncy V. John , K. Babu Joseph

The application of Stochastic Differential Equations (SDEs) to the analysis of temporal data has attracted increasing attention, due to their ability to describe complex dynamics with physically interpretable equations. In this paper, we…

Machine Learning · Statistics 2017-08-09 Constantino A. García , Abraham Otero , Paulo Félix , Jesús Presedo , David G. Márquez

With the development of new remote sensing technology, large or even massive spatial datasets covering the globe become available. Statistical analysis of such data is challenging. This article proposes a semiparametric approach to model…

Methodology · Statistics 2019-10-24 Pulong Ma , Emily L. Kang

Stochastic processes associated with traveling wave solutions of the sine-Gordon equation are presented. The structure of the forward Kolmogorov equation as a conservation law is essential in the construction and so is the traveling wave…

Exactly Solvable and Integrable Systems · Physics 2009-01-06 Tetsu Yajima , Hideaki Ujino

A Gaussian operator basis provides a means to formulate phase-space simulations of the real- and imaginary-time evolution of quantum systems. Such simulations are guaranteed to be exact while the underlying distribution remains…

Computational Physics · Physics 2012-04-04 M. Ogren , K. V. Kheruntsyan , J. F. Corney
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