Related papers: Products of Beta matrices and sticky flows
We study exclusion processes on the integer lattice in which particles change their velocities due to stickiness. Specifically, whenever two or more particles occupy adjacent sites, they stick together for an extended period of time, and…
We introduce and study a family of random processes with a discrete time related to products of random matrices. Such processes are formed by singular values of random matrix products, and the number of factors in a random matrix product…
We develop a new simulation method for multidimensional diffusions with sticky boundaries. The challenge comes from simulating the sticky boundary behavior, for which standard methods like the Euler scheme fail. We approximate the sticky…
Scattering moments provide nonparametric models of random processes with stationary increments. They are expected values of random variables computed with a nonexpansive operator, obtained by iteratively applying wavelet transforms and…
Two families of stochastic interacting particle systems, the interacting Brownian motions and Bessel processes, are defined as extensions of Dyson's Brownian motion models and the eigenvalue processes of the Wishart and Laguerre processes…
Sticky Brownian motion is the simplest example of a diffusion process that can spend finite time both in the interior of a domain and on its boundary. It arises in various applications such as in biology, materials science, and finance.…
Consider a time-varying collection of n points on the positive real axis, modeled as exponentials of n Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. If…
We investigate collective behavior of a system of two-dimensional interacting Brownian particles in the hydrodynamic regime. By means of the Martin-Siggia-Rose-Jenssen-de Dominicis formalism, we built up a generating functional for…
We consider compressible pressureless fluid flows in Lagrangian coordinates in one space dimension. We assume that the fluid self-interacts through a force field generated by the fluid itself. We explain how this flow can be described by a…
In assumed probability density function (pdf) methods of turbulent combustion, the shape of the scalar pdf is assumed a priori and the pdf is parametrized by its moments for which model equations are solved. In non-premixed flows the beta…
Flip-flop processes refer to a family of stochastic fluid processes which converge to either a standard Brownian motion (SBM) or to a Markov modulated Brownian motion (MMBM). In recent years, it has been shown that complex distributional…
Extrusion is a widely used process for forming pastes into designed shapes, and is central to the manufacture of many industrial products. The extrusion through a square-entry die of a model paste of non-Brownian spheres suspended in a…
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…
The Yang-Mills gradient flow in finite volume is used to define a running coupling scheme. As our main result the discrete beta-function, or step scaling function, is calculated for scale change s=3/2 at several lattice spacings for SU(3)…
We consider systems of Brownian particles in the space of positive definite matrices, which evolve independently apart from some simple interactions. We give examples of such processes which have an integrable structure. These are related…
We establish new conditions for obtaining uniform bounds on the moments of discrete-time stochastic processes. Our results require a weak negative drift criterion along with a state-dependent restriction on the sizes of the one-step jumps…
In this paper we introduce 1-$D$ and 2-$D$ discrete models for the dynamic granular matter formation process in the form of a system of difference equations. This approach allows us to differentiate between the influx of the rolling layer…
Separated flows past complex geometries are modelled by discrete vortex techniques. The flows are assumed to be rotational and inviscid, and a new technique is described to determine the streamfunctions for linear shear profiles. The…
Shear flow of dense, non-Brownian suspensions is simulated using the discrete element method, taking particle contact and hydrodynamic lubrication into account. The resulting flow regimes are mapped in the parametric space of solid volume…
Stochasticity plays important roles in reaction systems. Vector fields of probability flux and velocity characterize time-varying and steady-state properties of these systems, including high probability paths, barriers, checkpoints among…