Related papers: Relationship between stochastic flows and connecti…
We investigate a stochastic model hierarchy for pedestrian flow. Starting from a microscopic social force model, where the pedestrians switch randomly between the two states stop-or-go, we derive an associated macroscopic model of…
The present work addresses the analogy between the speed of sound of a viscous, barotropic, and irrotational fluid and the equation of motion for a non--massive field in a curved manifold. It will be shown that the presence of viscosity…
Hydrodynamics describes the evolution of macroscopic states in non--equilibrium thermodynamics. Following Onsager reciprocal relations, one can formulate a large class of hydrodynamic equations as gradient flows of free energies. In recent…
We discuss the geometry of warped foliations. After examining the Levi-Civita connection, we describe the formulae for sectional, Ricci and scalar curvatures. In the final part of this note, we present some examples.
We establish the large deviation principle (LDP) for stochastic flows of interacting Brownian motions. In particular, we consider smoothly correlated flows, coalescing flows and Brownian motion stopped at a hitting moment.
The present paper deals with non Newtonian viscoelastic flows of Oldroyd-B tye in thin domains. Such geometries arise for example in the context of lubrication. More precisely, we justify rigorously the asymptotic model obtained…
We aim to clarify confusions in the literature as to whether or not dynamical density functional theories for the one-body density of a classical Brownian fluid should contain a stochastic noise term. We point out that a stochastic as well…
We raise a question on whether a dynamical system driven by Markov process is Markovian, for which we are able to propose a criterion and examples of positive case. This investigation leads us to develop (i) a general construction of…
We show the linear drift of the Brownian motion on the universal cover of a closed connected Riemannian manifold is $C^{k-2}$ differentiable along any $C^{k}$ curve in the manifold of $C^k$ metrics with negative sectional curvature. We also…
A recently introduced particle-based model for fluid flow, called Stochastic Rotation Dynamics, can be made Galilean invariant by introducing a random shift of the computational grid before collisions. In this paper, it is shown how the…
A stochastic Langevin equation is derived, describing the thermal motion of a molecule immersed in a rested fluid of identical molecules. The fluctuation-dissipation theorem is proved and a number of correlation characteristics of the…
A 2D Stochastic incompressible non-Newtonian fluids driven by fractional Bronwnian motion with Hurst parameter $H \in (1/2,1)$ is studied. The Wiener-type stochastic integrals are introduced for infinite-dimensional fractional Brownian…
We introduce a one-dimensional stochastic system where particles perform independent diffusions and interact through pairwise coagulation events, which occur at a nontrivial rate upon collision. Under appropriate conditions on the diffusion…
We introduce a technique to merge two biased Brownian motions into a single regular process. The outcome follows a stochastic differential equation with a constant diffusion coefficient and a non-linear drift. The emerging stochastic…
In this paper, we investigate some geometric properties of non-smooth random curves within a stochastic flow. We consider a polygonal line $\Gamma(\vec{u}_{1},\cdots,\vec{u}_{n})$, which connects the points…
Particles that are immersed in a fluid exchange momentum via the fluid, hence their Brownian motion is correlated. By means of multiparticle-collision dynamics simulations we study the interactions between two colloidal beads in a sheared…
We unify Brownian motion and quantum mechanics in a single mathematical framework. In particular, we show that non-relativistic quantum mechanics of a single spinless particle on a flat space can be described by a Wiener process that is…
A pressure driven flow in contact interface between elastic solids with wavy surfaces is studied. We consider a strong coupling between the solid and the fluid problems, which is relevant when the fluid pressure is comparable with the…
We present an entirely microscopic formulation of viscoleasticity of a fluid starting from the microscopic Stokes-Oldroyd B Model assuming instantaneous hydrodynamic friction, and show that linearization leads to a form for the frequency…
We present a systematic derivation of the gradient flows associated to a broad class of interfacial energies, emphasizing the relation between intrinsic and extrinsic variations of the interface. We show that the intrinsic variables…