Related papers: Relationship between stochastic flows and connecti…
The weak limits of the measure-valued processes organized as a mass carried by the interacting Brownian particles are described. As a limiting flow the Arrattia flow is obtained.
We briefly go through the problem of the quantum description of Brownian motion, concentrating on recent results about the connection between dynamics of the particle and dynamic structure factor of the medium.
We provide a new, concise proof of weak existence and uniqueness of solutions to the stochastic differential equation for the multidimensional skew Brownian motion. We also present an application to Brownian particles with skew-elastic…
In this note we review recent results on existence and uniqueness of solutions of infinite-dimensional stochastic differential equations describing interacting Brownian motions on $\R^d$.
A stochastic flow of homeomorphisms of the real line previously studied by Bass and Burdzy is shown to arise in describing a Brownian motion conditional on knowing its local times on hitting a fixed level. This makes it possible to connect…
We introduce a notion of abelian cohomology in the context of smooth flows. This is an equivalence relation which is weaker than the standard cohomology equivalence relation for flows. We develop Livshits theory for abelian cohomology over…
For a class of coalescing stochastic flows on the real line the existence of dual flows is proved. A stochastic flow and its dual are constructed as a forward and backward perfect cocycles over the same metric dynamical system. The metric…
We construct a Brownian motion on complex partial flag manifolds with blocks of equal size as a matrix-valued diffusion from a Brownian motion on the unitary group. This construction leads to an explicit expression for the characteristic…
Advanced measurement techniques and high performance computing have made large data sets available for a wide range of turbulent flows that arise in engineering applications. Drawing on this abundance of data, dynamical models can be…
We focus on the intermittent bistable stall dynamics of an airfoil under varying angle of attack. We propose a one-dimensional Langevin equation where the stochastic forcing depends on the state of the system -- high-lift attached flow or…
We explicitly derive the Christoffel symbols in terms of adapted frame fields for the Levi-Civita connection of a Lorentzian $n$-manifold $(M, g)$, equipped with a prescribed optical geometry of K\"ahler-Sasaki type. The formulas found in…
Stochastic processes of evolving shapes are used in applications including evolutionary biology, where morphology changes stochastically as a function of evolutionary processes. Due to the non-linear and often infinite-dimensional nature of…
We show that the Brownian motion on the complex full flag manifold can be represented by a matrix-valued diffusion obtained from the unitary Brownian motion. This representation actually leads to an explicit formula for the characteristic…
We define a L\'evy process on a smooth manifold $M$ with a connection as a projection of a solution of a Marcus stochastic differential equation on a holonomy bundle of $M$, driven by a holonomy-invariant L\'evy process on a Euclidean…
We generalize the results of Ambrosio [Invent. Math. 158 (2004), 227--260] on the existence, uniqueness and stability of regular Lagrangian flows of ordinary differential equations to Stratonovich stochastic differential equations with BV…
The goal of this paper is to unify the lookdown representation and the stochastic flow of bridges, which are two approaches to construct the $\Lambda$-Fleming-Viot process along with its genealogy. First we introduce the stochastic flow of…
Our object is to formulate and analyze a physically plausible and mathematically sound model to better understand the phenomenon of clumping in colloid dispersions. Our model is stochastic but rigorously derived from a deterministic setup…
Analytical expressions correlating the volumetric flow rate to the inlet and outlet pressures are derived for the time-independent flow of Newtonian fluids in cylindrically-shaped elastic tubes using a one-dimensional Navier-Stokes flow…
We study in detail the dynamics of conformal Hamiltonian flows that are defined on a conformal symplectic manifold (this notion was popularized by Vaisman in 1976). We show that they exhibit some conservative and dissipative behaviours. We…
We consider a regular distribution $\mathcal{D}$ in a Riemannian manifold $(M,g)$. The Levi-Civita connection on $(M,g)$ together with the orthogonal projection allow to endow the space of sections of $\mathcal{D}$ with a natural covariant…