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We prove existence of a stochastic flow of diffeomorphisms generated by SDEs with drift in $L^q_t C^{0, \alpha}_x$ for any $q \in [2, \infty)$ and $\alpha \in (0, 1)$. This result is achieved using a Zvonkin-type transformation for the SDE.…

Probability · Mathematics 2025-10-02 Magnus C. Ørke

We introduce a new curvature flow which matches with the Ricci flow on metrics and preserves the almost Hermitian condition. This enables us to use Ricci flow to study almost Hermitian manifolds.

Differential Geometry · Mathematics 2020-03-27 Casey Lynn Kelleher , Gang Tian

We integrate in closed implicit form the Navier-Stokes equations for an incompressible fluid and the kinematical dynamo equation, in smooth manifolds and Euclidean space. This integration is carried out by applying Stochastic Differential…

Mathematical Physics · Physics 2007-05-23 Diego L. Rapoport

We show that a stochastic flow which is generated by a stochastic differential equation on $\R^d$ with bounded volatility has a random attractor provided that the drift component in the direction towards the origin is larger than a certain…

Probability · Mathematics 2009-09-22 Georgi Dimitroff , Michael Scheutzow

The present paper deals with the study of invariant submanifolds of generalized Sasakian-space-forms with respect to Levi-Civita connection as well as semi-symmetric metric connection. We provide some examples of such submanifolds and…

Differential Geometry · Mathematics 2018-08-29 Shyamal Kumar Hui , Siraj Uddin , Ali H. Alkhaldi , Pradip Mandal

We construct a stochastic model showing the relationship between noise, gradient flows and rate-independent systems. The model consists of a one-dimensional birth-death process on a lattice, with rates derived from Kramers' law as an…

Mathematical Physics · Physics 2015-09-30 Giovanni A. Bonaschi , Mark A. Peletier

The present study is based on a recent success of the second-order stochastic fluctuation theory in describing time autocorrelations of equilibrium and nonequilibrium physical systems. In particular, it was shown to yield values of the…

Statistical Mechanics · Physics 2017-08-23 Roman Belousov , E. G. D. Cohen , Lamberto Rondoni

Our main is to study periodic orbits of linear and invariant flows on a real, connected Lie group. Since each linear flow $\varphi_t$ has a derivation associated $\mathcal{D}$, we show that the existence of periodic orbits of $\varphi_t$ is…

Dynamical Systems · Mathematics 2021-03-05 S. N. Stelmastchuk

We discuss the relation between three recent approaches of describing the dynamics and the spatial distribution of particles suspended in turbulent flows: phase-space singularities in the inertial particle dynamics (caustics), real-space…

Fluid Dynamics · Physics 2015-06-05 K. Gustavsson , E. Meneguz , M. Reeks , B. Mehlig

In this historical note, we wish to highlight the crucial conceptual role played by the principle of virtual work of analytical mechanics, in working out the fundamental notion of parallel transport on a Riemannian manifold, which opened…

History and Philosophy of Physics · Physics 2016-08-18 Giuseppe Iurato

Given a semi-Markov law, using an additional parameter, we consider a family of stochastic flows corresponding to that law. Then we suitably select a particular flow, for which we obtain expressions of the meeting and merging probabilities…

Probability · Mathematics 2022-10-20 Anindya Goswami , Ravishankar Kapildev Yadav

We consider the motion of a particle governed by a weakly random Hamiltonian flow. We identify temporal and spatial scales on which the particle trajectory converges to a spatial Brownian motion. The main technical issue in the proof is to…

Mathematical Physics · Physics 2009-11-11 T. Komorowski , L. Ryzhik

By using Malliavin calculus and multiple Wiener-It\^o integrals, we study the existence and the regularity of stochastic currents defined as Skorohod (divergence) integrals with respect to the Brownian motion and to the fractional Brownian…

Probability · Mathematics 2010-09-17 Franco Flandoli , Ciprian Tudor

Considered herein is a particular nonlinear dispersive stochastic equation. It was introduced recently in [3], as a model describing surface water waves under location uncertainty. The corresponding noise term is introduced through a…

Analysis of PDEs · Mathematics 2023-05-10 Evgueni Dinvay

The fluid-gravity correspondence is a duality between anti-de Sitter Einstein gravity and a relativistic fluid living at the conformal boundary. We show that one can accommodate the causal first-order viscous hydrodynamics recently…

High Energy Physics - Theory · Physics 2024-01-18 Luca Ciambelli , Luis Lehner

Explicit expressions for the transport coefficients of a recently introduced stochastic model for simulating fluctuating fluid dynamics are derived in three dimensions by means of Green-Kubo relations and simple kinetic arguments. The…

Statistical Mechanics · Physics 2009-11-10 Erkan Tuzel , Martin Strauss , Thomas Ihle , Daniel M. Kroll

We compute the entropy production engendered in the environment from a single Brownian particle which moves in a mean flow, and show that it corresponds in expectation to classical near-equilibrium entropy production in the surrounding…

Statistical Mechanics · Physics 2014-05-06 Yueheng Lan , Erik Aurell

Finding diffeomorphism-invariant observables to characterize the properties of gravity and spacetime at the Planck scale is essential for making progress in quantum gravity. The holonomy and Wilson loop of the Levi-Civita connection are…

General Relativity and Quantum Cosmology · Physics 2020-09-24 N. Klitgaard , R. Loll , Marcus Reitz , Reiko Toriumi

We consider a superprocess with coalescing Brownian spatial motion. We first prove a dual relationship between two systems of coalescing Brownian motions. In consequence we can express the Laplace functionals for the superprocess in terms…

Probability · Mathematics 2007-05-23 Xiaowen Zhou

We show that an electric field parallel to an electrically neutral surface can generate flow of electrolytic mixtures in small channels. We term this solvo-osmotic flow, since the flow is induced by the asymmetric preferential solvation of…

Fluid Dynamics · Physics 2017-05-24 Sela Samin , René van Roij