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We propose a method to approximate continuous-time, continuous-state stochastic processes by a discrete-time Markov chain defined on a nonuniform grid. Our method provides exact moment matching for processes whose first and second moments…

Probability · Mathematics 2025-11-27 Do Hyun Kim , Ahmet Cetinkaya

We consider a coupled system consisting of a kinetic equation coupled to a macroscopic Stokes (or Navier-Stokes) equation and describing the motion of a suspension of rigid rods in gravity. A reciprocal coupling leads to the formation of…

Fluid Dynamics · Physics 2015-10-13 Christiane Helzel , Athanasios E. Tzavaras

Inertial particles in turbulent flows are characterised by preferential concentration and segregation and, at sufficient mass loading, dense particle clusters may spontaneously arise due to momentum coupling between the phases. These…

Fluid Dynamics · Physics 2019-01-30 Alessio Innocenti , Rodney O Fox , Sergio Chibbaro

In this paper, we introduce a framework of $(\alpha,\beta)$-flows on triangulated manifolds with two and three dimensions, which unifies several discrete curvature flows previously defined in the literature.

Geometric Topology · Mathematics 2017-09-29 Huabin Ge , Ming Li

Let $Mat_{\mathbb{C}}(K,N)$ be the space of $K\times N$ complex matrices. Let $\mathbf{B}_t$ be Brownian motion on $Mat_{\mathbb{C}}(K,N)$ starting from the zero matrix and $\mathbf{M}\in Mat_{\mathbb{C}}(K,N)$. We prove that, with $K\ge…

Probability · Mathematics 2022-05-31 Theodoros Assiotis

Consider the following mechanism for the random evolution of a distribution of mass on the integer lattice ${\mathbf{Z}}$. At unit rate, independently for each site, the mass at the site is split into two parts by choosing a random…

Probability · Mathematics 2009-09-01 Chris Howitt , Jon Warren

Inspired by the recent work of Bertini and Posta, who introduced the boundary driven Brownian gas on $[0,1]$, we study boundary driven systems of independent particles in a general setting, including particles jumping on finite graphs and…

Probability · Mathematics 2021-12-24 Gioia Carinci , Simone Floreani , Cristian Giardinà , Frank Redig

We show that the stick-breaking construction of the beta process due to Paisley, et al. (2010) can be obtained from the characterization of the beta process as a Poisson process. Specifically, we show that the mean measure of the underlying…

Statistics Theory · Mathematics 2012-04-20 John Paisley , David Blei , Michael I. Jordan

High-dimensional dynamical systems projected onto a reduced-order model cease to be deterministic and are best described by probability distributions in state space. Their equations of motion map onto an evolution operator with a…

Fluid Dynamics · Physics 2024-11-20 Javier Jiménez

We introduce the discrete Einstein metrics as critical points of discrete energy on triangulated 3-manifolds, and study them by discrete curvature flow of second (fourth) order. We also study the convergence of the discrete curvature flow.…

Differential Geometry · Mathematics 2017-02-10 Huabin Ge , Xu Xu , Shijin Zhang

The trace of a Markov process is the time changed process of the original process on the support of the Revuz measure used in the time change. In this paper, we will concentrate on the reflecting Brownian motions on certain closed strips.…

Probability · Mathematics 2021-09-08 Liping Li , Wenjie Sun

Linearly stable shear flows first transition to turbulence in the form of localised patches. At low Reynolds numbers, these turbulent patches tend to suddenly decay, following a memoryless process typical of rare events. How far in advance…

Fluid Dynamics · Physics 2025-07-10 Daniel Morón , Alberto Vela-Martín , Marc Avila

Conditions on the generator of a Markov process to control the fluctuations of its bridges are found. In particular, continuous time random walks on graphs and gradient diffusions are considered. Under these conditions, a concentration of…

Probability · Mathematics 2016-03-08 Giovanni Conforti

Two dimensional turbulence has a remarkable tendency to self-organize into large, coherent structures, forming a mean flow. The purpose of this paper is to elucidate how these structures are sustained, and what determines them and the…

Fluid Dynamics · Physics 2018-02-05 Anna Frishman

Flow Matching has recently emerged as a popular class of generative models for simulating a target distribution $\mu_1$ from samples drawn from a source distribution $\mu_0$. This framework relies on a fixed coupling between $\mu_0$ and…

Machine Learning · Computer Science 2026-05-12 Le-Tuyet-Nhi Pham , Giovanni Conforti , Zhenjie Ren , Alain Durmus

Using Stokesian dynamics simulations, we examine the flow of a monodisperse, neutrally buoyant, homogeneous suspension of non-Brownian solid spheres in simple shear, starting from a large number of independent hard-sphere distributions and…

Materials Science · Physics 2019-06-19 M. Marchioro , A. Acrivos

We introduce a system of shallow water-type equations to model laboratory experiments of particle-laden flows. We explore homogeneous liquid-solid suspensions of fine, non-cohesive, monodisperse glass beads which propagate as an equivalent…

Fluid Dynamics · Physics 2025-02-11 Andrea Bondesan , Laurence Girolami , François James , Loïc Rousseau

A novel approach to moment closure problem is used to derive low dimensional laws for the dynamics of the moments of the membrane potential distribution in a population of spiking neurons. Using spectral expansion of the density equation we…

Statistical Mechanics · Physics 2025-07-08 Gianni Valerio Vinci , Roberto Benzi , Maurizio Mattia

We study positive random variables whose moments can be expressed by products and quotients of Gamma functions; this includes many standard distributions. General results are given on existence, series expansion and asymptotics of density…

Probability · Mathematics 2010-02-23 Svante Janson

We study time-dependent density segregation of granular mixtures flowing over an inclined plane. Discrete Element Method (DEM) simulations in a periodic box are performed for granular mixtures of same size and different density particles…

Soft Condensed Matter · Physics 2025-04-16 Soniya Kumawat , Vishnu Kumar Sahu , Anurag Tripathi
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