Publications associées à Mouvement brownien

Nonparametric estimation for SDE with sparsely sampled paths: An FDA perspective

Victor Panaretos, Neda Mohammadi Jouzdani

We consider the problem of nonparametric estimation of the drift and diffusion coefficients of a Stochastic Differential Equation (SDE), based on n independent replicates {Xi(t) : t is an element of [0 , 1]}13 d B(t), where alpha is an element of {0 , 1} a ...

Elsevier2024

Anomalous Dissipation and Lack of Selection in the Obukhov-Corrsin Theory of Scalar Turbulence

Maria Colombo, Massimo Sorella

The Obukhov-Corrsin theory of scalar turbulence [21, 54] advances quantitative predictions on passive-scalar advection in a turbulent regime and can be regarded as the analogue for passive scalars of Kolmogorov's K41 theory of fully developed turbulence [4 ...

Springernature2023

Stochastic particle transport by deep-water irregular breaking waves

Debbie Eeltink

Correct prediction of particle transport by surface waves is crucial in many practical applications such as search and rescue or salvage operations and pollution tracking and clean-up efforts. Recent results by Deike et al. (J. Fluid Mech., vol. 829, 2017, ...

Cambridge University Press2023

Atomic scale volume and grain boundary diffusion elucidated by in situ STEM

Johann Michler, Xavier Maeder, Amit Sharma, Laszlo Pethö

Diffusion is one of the most important phenomena studied in science ranging from physics to biology and, in abstract form, even in social sciences. In the field of materials science, diffusion in crystalline solids is of particular interest as it plays a p ...

Nature Portfolio2023

Super-harmonically resonant swirling waves in longitudinally forced circular cylinders

François Gallaire, Alessandro Bongarzone, Alice Evelyne Julienne Marcotte

Resonant sloshing in circular cylinders was studied by Faltinsen et al. (J. Fluid Mech., vol. 804, 2016, pp. 608-645), whose theory was used to describe steady-state resonant waves due to a time-harmonic container's elliptic orbits. In the limit of longitu ...

Cambridge University Press2023

Brownian half-plane excursion and critical Liouville quantum gravity

Juhan Aru, Xin Sun

In a groundbreaking work, Duplantier, Miller and Sheffield showed that subcritical Liouville quantum gravity (LQG) coupled with Schramm-Loewner evolutions (SLE) can be obtained by gluing together a pair of Brownian motions. In this paper, we study the coun ...

WILEY2022

Weakly-supervised Action Transition Learning for Stochastic Human Motion Prediction

Mathieu Salzmann, Wei Mao

We introduce the task of action-driven stochastic human motion prediction, which aims to predict multiple plausible future motions given a sequence of action labels and a short motion history. This differs from existing works, which predict motions that ei ...

IEEE COMPUTER SOC2022

Extremal Distance And Conformal Radius Of A Cle4 Loop

Juhan Aru, Titus Lupu

Consider CLE4 in the unit disk, and let l be the loop of the CLE4 surrounding the origin. Schramm, Sheffield and Wilson determined the law of the conformal radius seen from the origin of the domain surrounded by l. We complement their result by determining ...

INST MATHEMATICAL STATISTICS-IMS2022

Skew-Brownian motion and pricing European exchange options br

Puneet Pasricha

This article derives a closed-form pricing formula for European exchange options under a non-Gaussianframework for the underlying assets, intending to resolve mispricing associated with a geometric Brownianmotion. The dynamics of each of the two correlated ...

ELSEVIER SCIENCE INC2022

Prospective motion correction in kidney MRI using FID navigators

Tobias Kober

Purpose Abdominal MRI scans may require breath-holding to prevent image quality degradation, which can be challenging for patients, especially children. In this study, we evaluate whether FID navigators can be used to measure and correct for motion prospec ...

WILEY2022

Long Term Motion Prediction Using Keyposes

Pascal Fua, Mathieu Salzmann, Wei Wang, Sena Kiciroglu

Long term human motion prediction is essential in safety-critical applications such as human-robot interaction and autonomous driving. In this paper we show that to achieve long term forecasting, predicting human pose at every time instant is unnecessary. ...

IEEE2022

The exploration process of critical Boltzmann planar maps decorated by a triangular O(n) loop model

Aleksandra Korzhenkova

In this paper we investigate pointed (q, g, n)-Boltzmann loop-decorated maps with loops traversing only inner triangular faces. Using peeling exploration Budd (2018) modified to this setting we show that its law in the non-generic critical phase can be cod ...

IMPA2022

Impact of dipole-dipole interactions on motility-induced phase separation

Ignacio Pagonabarraga Mora, Elena Sesé Sansa

We present a hydrodynamic theory for systems of dipolar active Brownian particles which, in the regime of weak dipolar coupling, predicts the onset of motility-induced phase separation (MIPS), consistent with Brownian dynamics (BD) simulations. The hydrody ...

ROYAL SOC CHEMISTRY2022

Unsupervised Visual Entity Abstraction towards 2D and 3D Compositional Models

Beril Besbinar

Object-centric learning has gained significant attention over the last years as it can serve as a powerful tool to analyze complex scenes as a composition of simpler entities. Well-established tasks in computer vision, such as object detection or instance ...

EPFL2022

Hydrodynamic synchronization and clustering in ratcheting colloidal matter

Ignacio Pagonabarraga Mora

Ratchet transport systems are widespread in physics and biology; however, the effect of the dispersing medium in the collective dynamics of these out-of-equilibrium systems has been often overlooked. We show that, in a traveling wave magnetic ratchet, long ...

AMER ASSOC ADVANCEMENT SCIENCE2022

MAS NMR Studies of Hierarchical Interplay in Protein Dynamics

Baptiste Busi

The functionality of proteins is governed by the interplay between their structure and dynamics. Thus, understanding the mechanism and nature of protein motion is essential to understand their biological activity. Here we present and evaluate a novel metho ...

EPFL2021

Analysis and Modeling of the Dynamics of Traction Forces during Cell Polarization and their Role in the Organization of Edge Activity

Zeno Messi

The capacity to break symmetry and organize activity to move directionally is a fundamental property of eukaryotic cells. To explain the organization of cell-edge activity, models commonly rely on front-to-back gradients of functional components or regulat ...

EPFL2021

Single yeast cell nanomotions correlate with cellular activity

Giovanni Dietler, Sandor Kasas, María Inés Villalba, Anton Malovichko

Living single yeast cells show a specific cellular motion at the nanometer scale with a magnitude that is proportional to the cellular activity of the cell. We characterized this cellular nanomotion pattern of nonattached single yeast cells using classical ...

AMER ASSOC ADVANCEMENT SCIENCE2020

Walkman: A Communication-Efficient Random-Walk Algorithm for Decentralized Optimization

Ali H. Sayed, Kun Yuan

This paper introduces a new algorithm for consensus optimization in a multi-agent network, where all agents collaboratively find a minimizer for the sum of their private functions. All decentralized algorithms rely on communications between adjacent nodes. ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2020

Loopy Levy flights enhance tracer diffusion in active suspensions

Tomohiko Sano, Andrea Cairoli

A theoretical framework describing the hydrodynamic interactions between a passive particle and an active medium in out-of-equilibrium systems predicts long-range Levy flights for the diffusing particle driven by the density of the active component. Browni ...

2020