相关论文: Stochastic Lagrangian Transport and Generalized Re…

We generalize Einstein's probabilistic method for the Brownian motion to study compressible fluids in porous media. The multi-dimensional case is considered with general probability distribution functions. By relating the expected…

Synchrotron emissivities, absorptivities, and Faraday rotation and conversion coefficients are needed in modeling a variety of astrophysical sources, including Event Horizon Telescope (EHT) sources. We develop a method for estimating…

We study diffusion processes in anomalous spacetimes regarded as models of quantum geometry. Several types of diffusion equation and their solutions are presented and the associated stochastic processes are identified. These results are…

The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N stochastic variables with Lochner's generalized Dirichlet distribution (R.H. Lochner, A Generalized…

In this paper we introduce a new technique for depicting the phase portrait of stochastic differential equations. Following previous work for deterministic systems, we represent the phase space by means of a generalization of the method of…

In order to describe large transverse momentum ($p_T$) distributions observed in high energy nucleus-nucleus collisions, a stochastic model in the three dimensional rapidity space is introduced. The fundamental solution of the radial…

In {\em{Holm}, Proc. Roy. Soc. A 471 (2015)} stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics…

Stochastic Einstein equations are considered when 3D space metric $\gamma_{ij}$ are stochastic functions. The probability density for the stochastic quantities is connected with the Perelman's entropy functional. As an example, the Friedman…

We introduce a class of generalized relative entropies (inspired by the Bregman divergence in information theory) on the Wasserstein space over a weighted Riemannian or Finsler manifold. We prove that the convexity of all the entropies in…

We introduce a framework to consider transport problems for integer-valued random variables. We introduce weighting coefficients which allow us to characterize transport problems in a gradient flow setting, and form the basis of our…

This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with…

We develop an approach to the theory nonholonomic relativistic stochastic processes on curved spaces. The Ito and Stratonovich calculus are formulated for spaces with conventional horizontal (holonomic) and vertical (nonholonomic) splitting…

We develop a probabilistic characterisation of trajectorial expansion rates in non-autonomous stochastic dynamical systems that can be defined over a finite time interval and used for the subsequent uncertainty quantification in Lagrangian…

Aerodynamic drag can be partially approximated by the entropy flux across fluid domain boundaries with a formula due to Oswatitsch. In this paper, we build the adjoint solution that corresponds to this representation of the drag and…

We develop a stochastic model for Lagrangian velocity as it is observed in experimental and numerical fully developed turbulent flows. We define it as the unique statistically stationary solution of a causal dynamics, given by a stochastic…

The paper deals with the generalization of both Boltzmann entropy and distribution in the light of most-probable interpretation of statistical equilibrium. The statistical analysis of the generalized entropy and distribution leads to some…

Stochastic diffusion equations are crucial for modeling a range of physical phenomena influenced by uncertainties. We introduce the generalized finite difference method for solving these equations. Then, we examine its consistency,…

The aim of this paper is to examine the large-scale behavior of dynamical optimal transport on stationary random graphs embedded in $\R^n$. Our primary contribution is a stochastic homogenization result that characterizes the effective…

In this paper, we study some aspects on random analysis on the L\'eevy stochastic processes with margins following generalized hyperbolic distributions generated by gamma laws. In particular we study the boundedness of its total variations…

This work derives the Navier--Stokes hydrodynamic equations for a model of a confined, quasi-two-dimensional, $s$-component mixture of inelastic, smooth, hard spheres. Using the inelastic version of the revised Enskog theory, macroscopic…