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We develop a Markov process viewpoint for discrete circular distributions motivated by directional-statistics settings where angles are observed on a finite grid and evolve over time. On the $m$-point discrete circle, the cycle graph, we…

Statistics Theory · Mathematics 2026-03-04 Sourav Majumdar

Within microcentrifuge devices, a microfluidic vortex separates larger particles from a heterogeneous suspension using inertial migration, a phenomenon that causes particles to migrate across streamlines. The ability to selectively capture…

Fluid Dynamics · Physics 2023-03-14 Samuel Christensen , Marcus Roper

The entropy production is one of the most essential features for systems operating out of equilibrium. The formulation for discrete-state systems goes back to the celebrated Schnakenberg's work and hitherto can be carried out when for each…

Statistical Mechanics · Physics 2020-04-15 D. M. Busiello , D. Gupta , A. Maritan

Biomolecular condensates are formed via liquid-liquid phase separation of proteins, often together with nucleic acids, typically driven by interactions between low-affinity binding sites. The computational study of such condensates that…

Soft Condensed Matter · Physics 2025-01-16 Alena Taskina , Devika Magan , Simon Dannenberg , Stefan Klumpp

Certain one-dimensional nearest-neighbor random walks in i.i.d. random space-time environments are known to have diffusive scaling limits. In the continuum limit, the random environment is represented by a `stochastic flow of kernels',…

Probability · Mathematics 2013-05-29 Emmanuel Schertzer , Rongfeng Sun , Jan M. Swart

Transitional pipe flow is modeled as a one-dimensional excitable and bistable medium. Models are presented in two variables, turbulence intensity and mean shear, that evolve according to established properties of transitional turbulence. A…

Fluid Dynamics · Physics 2015-03-17 Dwight Barkley

The bead process introduced by Boutillier is a countable interlacing of the determinantal sine-kernel point processes. We construct the bead process for general sine beta processes as an infinite dimensional Markov chain whose transition…

Probability · Mathematics 2021-03-23 Joseph Najnudel , Bálint Virág

In this paper a new dissimilarity measure to identify groups of assets dynamics is proposed. The underlying generating process is assumed to be a diffusion process solution of stochastic differential equations and observed at discrete time.…

Statistical Finance · Quantitative Finance 2008-12-02 Alessandro De Gregorio , Stefano Maria Iacus

Encounter-based models of diffusion provide a probabilistic framework for analyzing the effects of a partially absorbing reactive surface, in which the probability of absorption depends upon the amount of surface-particle contact time.…

Statistical Mechanics · Physics 2023-07-05 Paul C Bressloff

In [10], a `Markovian stick-breaking' process which generalizes the Dirichlet process $(\mu, \theta)$ with respect to a discrete base space ${\mathfrak X}$ was introduced. In particular, a sample from from the `Markovian stick-breaking'…

Statistics Theory · Mathematics 2021-08-25 William Lippitt , Sunder Sethuraman

Bidimensional spiking models currently gather a lot of attention for their simplicity and their ability to reproduce various spiking patterns of cortical neurons, and are particularly used for large network simulations. These models…

Numerical Analysis · Computer Science 2012-11-07 Jonathan Touboul

Rheological properties of dense flows of hard particles are singular as one approaches the jamming threshold where flow ceases, both for aerial granular flows dominated by inertia, and for over-damped suspensions. Concomitantly, the…

Soft Condensed Matter · Physics 2015-06-17 E. DeGiuli , G. Düring , E. Lerner , M. Wyart

Stably stratified fluids subject to sustained forcing are known to develop step-like density "staircases", where nearly homogeneous layers alternate with thin interfaces of strong stratification. However, long-time numerical investigations…

Fluid Dynamics · Physics 2025-12-10 Niccolo Cocciaglia , Fabio Bonaccorso , Alessandra Sabina Lanotte , Luca Biferale

The flow of viscous fluids is considered as the aggregation of the motion of fluid particles when the fluid is conceived to be made up by an infinite number of particles. As an alternative of this conventional model, fluid motion could be…

Fluid Dynamics · Physics 2024-02-07 Wennan Zou , Jian He

In this short paper, we consider discrete-time Markov chains on lattices as approximations to continuous-time diffusion processes. The approximations can be interpreted as finite difference schemes for the generator of the process. We…

Probability · Mathematics 2016-11-08 Christoph Reisinger

Continuous time financial market models are often motivated as scaling limits of discrete time models. The objective of this paper is to establish such a connection for a robust framework. More specifically, we consider discrete time models…

Probability · Mathematics 2024-10-17 David Criens

In this paper, a Burnett-level discrete Boltzmann model (DBM) is proposed for the compressible flow in a force field, and a discrete velocity set with 25 velocities is constructed for the DBM, featuring good spatial symmetry. In the…

Fluid Dynamics · Physics 2025-02-05 Suni Chen , Chuandong Lin , Demei Li , Huilin Lai

In the finite element analysis with fast decoupled time integration scheme for viscoelastic fluid (the Leonov model) flow, we investigate strong nonlinear behavior in 2D creeping contraction flow. The algorithm is applicable in the whole…

Fluid Dynamics · Physics 2011-11-02 Youngdon Kwon

Microfluidic systems are usually fabricated with soft materials that deform due to the fluid stresses. Recent experimental and theoretical studies on the steady flow in shallow deformable microchannels have shown that the flow rate is a…

Fluid Dynamics · Physics 2020-09-14 A. Martínez-Calvo , A. Sevilla , G. G. Peng , H. A. Stone

Matrix stiffness expressions are derived for the particle movements in an assembly of rigid granules having compliant contacts. The derivations include stiffness terms that arise from the particle shapes at their contacts. These geometric…

Soft Condensed Matter · Physics 2019-01-23 Matthew R. Kuhn , Ching S. Chang