3 papers
math.PR2026
Data-driven subsampling rates for diffusion parameter estimation of SDEs
Felix Lindner, Andre SchmeiÃer, Felipe Trolldenier +1
We study the problem of diffusion parameter estimation for stochastic differential equation (SDE) models in scenarios where data and model are compatible only on specific scales th…
physics.flu-dyn2026
Random field reconstruction of inhomogeneous turbulence. Part II: Numerical approximation and simulation
Markus Antoni, Quinten Kürpick, Felix Lindner +2
A novel random field model or the reconstruction of turbulent velocity fluctuations from inhomogeneous characteristic flow quantities in terms of stochastic Fourier-type integrals…
math.PR2026
Random field reconstruction of inhomogeneous turbulence. Part I: Modeling and analysis
Markus Antoni, Quinten Kürpick, Felix Lindner +2
We develop and analyze a random field model for the reconstruction of turbulent velocity fluctuations from inhomogeneous characteristic flow quantities provided by RANS simulations…