Related papers: Stochastic Processes and Diffusion on Spaces with …
The new scheme of stochastic quantization is proposed. This quantization procedure is equivalent to the deformation of an algebra of observables in the manner of deformation quantization with an imaginary deformation parameter (the Planck…
This paper considers a large class of nonlinear integro-differential scalar equations which involve an anomalous diffusion (e.g. driven by a fractional Laplacian) and a non-local singular convolution kernel. Each of those singular equations…
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…
The paper examines stochastic diffusion within an expanding space-time framework. It starts with providing a rationale for the considered model and its motivation from cosmology where the expansion of space-time is used in modelling various…
The asymptotic expansion method is generalized from the periodic setting to stationary ergodic stochastic geometries. This will demonstrate that results from periodic asymptotic expansion also apply to non-periodic structures of a certain…
We study the existence and uniqueness of mild and strong solutions of nonlocal nonlinear diffusion problems of $p$-Laplacian type with nonlinear boundary conditions posed in metric random walk spaces. These spaces include, among others,…
The two--dimensional diffusive dynamics of test particles in a random electromagnetic field is studied. The synthetic electromagnetic fluctuations are generated through randomly placed magnetised ``clouds'' oscillating with a frequency…
The occurrence of stochastic resonance in bistable systems undergoing anomalous diffusions, which arise from density-dependent fluctuations, is investigated with emphasis on the analytical formulation of the problem as well as a possible…
We analyze the well-posedness of an anisotropic, nonlocal diffusion equation. Establishing an equivalence between weighted and unweighted anisotropic nonlocal diffusion operators in the vein of unified nonlocal vector calculus, we apply our…
The Lagrangian approach is natural to study issues of turbulent dispersion and mixing. We propose in this work a general Lagrangian stochastic model including velocity and acceleration as dynamical variables for inhomogeneous turbulent…
Torsions, curvatures, structure equations and Bianchi identities for locally anisotropic superspaces (containing as particular cases different supersymmetric extensions and prolongations of Riemann, Finsler, Lagrange and Kaluza--Klein…
This paper proposes a physical-statistical modeling approach for spatio-temporal data arising from a class of stochastic convection-diffusion processes. Such processes are widely found in scientific and engineering applications where…
We propose a latent score-based generative AI framework for learning stochastic, non-local closure models and constitutive laws in nonlinear dynamical systems of computational mechanics. This work addresses a key challenge of modeling…
We analyse the $\Gamma$-convergence of general non-local convolution type functionals with varying densities depending on the space variable and on the symmetrized gradient. The limit is a local free-discontinuity functional, where the bulk…
Existing nonlocal diffusion models are predominantly classified into two categories: bond-based models, which involve a single-fold integral and usually simulate isotropic diffusion, and state-based models, which contain a double-fold…
We present here a new stochastic modelling in the constitution of fluid flow reduced-order models. This framework introduces a spatially inhomogeneous random field to represent the unresolved small-scale velocity component. Such a…
The space-time dynamics of rigid inhomogeneities (inclusions) free to move in a randomly fluctuating fluid bio-membrane is derived and numerically simulated as a function of the membrane shape changes. Both vertically placed (embedded)…
The diffusive transport of particles in anisotropic media is a fundamental phenomenon in computational, medical and biological disciplines. While deterministic models (partial differential equations) of such processes are well established,…
A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…
In cond-mat/0103603 Diffusion algebras have been introduced in the context of one-dimensional stochastic processes with exclusion in statistical mechanics. While this reference is focused on the needs of the physicist reader and thus states…