Related papers: A class of spatio-temporal and causal stochastic p…
A stochastic model relating the parameters of astrophysical structures to the parameters of their granular components is applied to the formation of hierarchical, large-scale structures from galaxies assumed as point-like objects. If the…
The effect of external fluctuations on the formation of spatial patterns is analysed by means of a stochastic Swift-Hohenberg model with multiplicative space-correlated noise. Numerical simulations in two dimensions show a shift of the…
Modelling spatio-temporal processes has become an important issue in current research. Since Gaussian processes are essentially determined by their second order structure, broad classes of covariance functions are of interest. Here, a new…
We introduce a scalable approach to Gaussian process inference that combines spatio-temporal filtering with natural gradient variational inference, resulting in a non-conjugate GP method for multivariate data that scales linearly with…
The equation describing the stochastic motion of a classical particle in 1+1-dimensional space-time is connected to the Dirac equation with external gauge fields. The effects of assigning different turning probabilities to the forward and…
Stochastic growth processes give rise to diverse intricate structures everywhere and across all scales in nature. Despite the seemingly unrelated complex phenomena at their origin, the Laplacian growth theory has succeeded in unifying their…
We present a general method for constructing stochastic processes with prescribed local form. Such processes include variable amplitude multifractional Brownian motion, multifractional $\alpha$-stable processes, and multistable processes,…
We derive the covariant equations of motion for Maxwell field theory and electrodynamics in multiscale spacetimes with weighted Laplacian. An effective spacetime-dependent electric charge of geometric origin naturally emerges from the…
We outline a field theory on a multifractal spacetime. The measure in the action is characterized by a varying Hausdorff dimension and logarithmic oscillations governed by a fundamental physical length. A fine hierarchy of length scales…
We find that multifractal scaling is a robust property of a large class of continuous stochastic processes, constructed as exponentials of long-memory processes. The long memory is characterized by a power law kernel with tail exponent…
Collisionless suspensions of inertial particles (finite-size impurities) are studied in 2D and 3D spatially smooth flows. Tools borrowed from the study of random dynamical systems are used to identify and to characterise in full generality…
Motivated by the modeling of three-dimensional fluid turbulence, we define and study a class of stochastic partial differential equations (SPDEs) that are randomly stirred by a spatially smooth and uncorrelated in time forcing term. To…
In this paper we concentrate on an alternative modeling strategy for positive data that exhibit spatial or spatio-temporal dependence. Specifically we propose to consider stochastic processes obtained trough a monotone transformation of…
A conceptual problem of the electric-field mediated polarization correlations during a stochastic formation of polarization domain structure in ferroelectrics is addressed by using an exactly solvable stochastic model of polarization…
We present a new analytic approach to describe large scale structure formation in the mildly non-linear regime. The central object of the method is the time-dependent probability distribution function generating correlators of the…
We consider different generalizations of the Fokker-Planck-equation devised to describe Levy processes in potential force fields. We show that such generalizations can proceed along different lines. On one hand, Levy statistics can emerge…
We consider a broad class of Continuous Time Random Walks with large fluctuations effects in space and time distributions: a random walk with trapping, describing subdiffusion in disordered and glassy materials, and a L\'evy walk process,…
We provide a framework and explicit construction for the regularized measurement of a large class of spacetime-localized observables in bosonic quantum field theory. The measurements fully satisfy relativistic causality and causal…
Multiscale phenomena are ubiquitous in nature as well in laboratories. A broad range of interacting space and time scales determines the dynamics of many systems which are inherently multiscale. In most research disciplines multiscale…
Geometrical random multiplicative cascade processes are often used to model positive-valued multifractal fields such as the energy dissipation in fully developed turbulence. We propose a dynamical generalization describing the energy…