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For the model of communication through a discrete memoryless channel using i.i.d. random block codes, where the channel is changing slowly from block to block, we propose a stochastic algorithm for adaptation of the generating distribution…

Information Theory · Computer Science 2018-01-23 Sergey Tridenski , Ram Zamir

In gravitational instability models, \lya absorption arises from a continuous fluctuating medium, so that spectra provide a non-linear one-dimensional ``map'' of the underlying density field. We characterise this continuous absorption using…

Astrophysics · Physics 2007-05-23 Rupert A. C. Croft , David H. Weinberg , Lars Hernquist , Neal Katz

Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…

Numerical Analysis · Mathematics 2021-06-30 Yukun Li , Shuonan Wu , Yulong Xing

The stochastic solution with Gaussian stationary increments is establihsed for the symmetric space-time fractional diffusion equation when $0 < \beta < \alpha \le 2$, where $0 < \beta \le 1$ and $0 < \alpha \le 2$ are the fractional…

Statistical Mechanics · Physics 2016-03-18 Gianni Pagnini , Paolo Paradisi

In this paper, we design a novel distributed learning algorithm using stochastic compressed communications. In detail, we pursue a modular approach, merging ADMM and a gradient-based approach, benefiting from the robustness of the former…

Optimization and Control · Mathematics 2025-07-01 Guido Carnevale , Nicola Bastianello

We have studied the soliton propagation through a segment containing random point-like scatterers. In the limit of small concentration of scatterers when the mean distance between the scatterers is larger than the soliton width, a method…

This work presents a hierarchical model for solute transport in bounded layered porous media with random permeability. The model generalizes the Taylor-Aris dispersion theory to stochastic transport in random layered porous media with a…

Fluid Dynamics · Physics 2018-07-27 Zhijie Xu , Alexandre M. Tartakovsky

When waves impinge on a disordered material they are back-scattered and form a highly complex interference pattern. Suppressing any such distortions in the free propagation of a wave is a challenging task with many applications in a number…

The propagation of light through a disordered layered system is studied. It is shown that distribution function of the transmission coefficient phase tends to stationary non-uniform distribution as the number of layers increases. The…

Disordered Systems and Neural Networks · Physics 2022-05-17 Roman S. Puzko , Alexander M. Merzlikin

A stochastic wavevector approach is formulated to accurately represent compressible turbulence subject to rapid deformations. This approach is inspired by the incompressible particle representation model of Kassinos (1995) and preserves the…

Fluid Dynamics · Physics 2025-01-30 Noah Zambrano , Karthik Duraisamy

We utilize the externally forced linearized Navier-Stokes equations to study the receptivity of pre-transitional boundary layers to persistent sources of stochastic excitation. Stochastic forcing is used to model the effect of free-stream…

Fluid Dynamics · Physics 2019-09-09 Wei Ran , Armin Zare , M. J. Philipp Hack , Mihailo R. Jovanović

Excitonic transport in static disordered one dimensional systems is studied in the presence of thermal fluctuations that are described by the Haken-Strobl-Reineker model. For short times, non-diffusive behavior is observed that can be…

Mesoscale and Nanoscale Physics · Physics 2015-05-05 Jeremy M. Moix , Michael Khasin , Jianshu Cao

We investigate instabilities in a stochastic mathematical model of cochlear dynamics. The cochlea is modeled as a spatio-temporal dynamical system made up of a spatially distributed array of coupled oscillators, together with the cochlear…

Biological Physics · Physics 2018-09-10 Maurice Filo , Bassam Bamieh

The escape rate of a stochastic dynamical system can be found as an expansion in powers of the noise strength. In previous work the coefficients of such an expansion for a one-dimensional map were fitted to a general form containing a few…

Chaotic Dynamics · Physics 2015-05-13 C. P. Dettmann , T. B. Howard

Diffusions are a successful technique to sample from high-dimensional distributions. The target distribution can be either explicitly given or learnt from a collection of samples. They implement a diffusion process whose endpoint is a…

Machine Learning · Computer Science 2025-09-03 Andrea Montanari

We study approach to the large-time jammed state of the deposited particles in the model of random sequential adsorption. The convergence laws are usually derived from the argument of Pomeau which includes the assumption of the dominance,…

Statistical Mechanics · Physics 2017-11-27 Arjun Verma , Vladimir Privman

We consider the mean time to absorption by an absorbing target of a diffusive particle with the addition of a process whereby the particle is reset to its initial position with rate $r$. We consider several generalisations of the model of…

Statistical Mechanics · Physics 2015-11-24 Martin R. Evans , Satya N. Majumdar

A stochastic model for a mobile network is studied. Users enter the network, and then perform independent Markovian routes between nodes where they receive service according to the Processor-Sharing policy. Once their service requirement is…

Probability · Mathematics 2010-01-14 Florian Simatos , Danielle Tibi

This work presents a concept for the localisation of Lamb waves using a Passive Phased Array (PPA). A Warped Frequency Transformation (WFT) is applied to the acquired signals using numerically determined phase velocity information to…

Applied Physics · Physics 2021-10-14 Luke Pollock , Graham Wild

In this work we show analytically and numerically that wave transport through random waveguides can be modeled as a diffusion with an inhomogeneous diffusion coefficient (IDC). In localized regime, IDC retains the memory of the source…

Disordered Systems and Neural Networks · Physics 2015-11-05 P. Neupane , A. Yamilov