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In this paper, a generalized Brownian motion model has been applied to describe the relative particle dispersion problem in more realistic turbulent flows. The fluctuating pressure forces acting on a fluid particle are taken to be a colored…

Fluid Dynamics · Physics 2015-08-07 Bhimsen Shivamoggi

Simultaneous diffusive and inertial motion of Brownian particles in laminar Couette flow is investigated via Lagrangian and Eulerian descriptions to determine the effect of particle inertia on diffusive transport in the long-time. The…

Statistical Mechanics · Physics 2010-08-13 Yannis Drossinos , Michael W. Reeks

We derive backward and forward fractional Schr\"odinger type of equations for the distribution of functionals of the path of a particle undergoing anomalous diffusion. Fractional substantial derivatives introduced by Friedrich and…

Statistical Mechanics · Physics 2010-03-17 Lior Turgeman , Shai Carmi , Eli Barkai

Flip-flop processes refer to a family of stochastic fluid processes which converge to either a standard Brownian motion (SBM) or to a Markov modulated Brownian motion (MMBM). In recent years, it has been shown that complex distributional…

Probability · Mathematics 2021-10-12 Guy Latouche , Giang T. Nguyen , Oscar Peralta

Using elliptic regularity results in weighted spaces, stochastic calculus and the theory of non-symmetric Dirichlet forms, we first show weak existence of non-symmetric distorted Brownian motion for any starting point in some domain $E$ of…

Probability · Mathematics 2016-11-16 Michael Röckner , Jiyong Shin , Gerald Trutnau

Exponential, and not Gaussian, decay of probability density functions was studied by Laplace in the context of his analysis of errors. Such Laplace propagators for the diffusive motion of single particles in disordered media were recently…

Statistical Mechanics · Physics 2022-09-09 Stanislav Burov , Wanli Wang , Eli Barkai

We expand the classic variational formulation of $-\log\mathbb{E}\left[e^{-f}\right]$ to the case where f depends on a diffusion, and not only a on Brownian motion, while decreasing the integrability hypothesis on f. We also give an…

Probability · Mathematics 2016-12-02 Kévin Hartmann

We develop the kinetic theory of the flux-carrying Brownian motion recently introduced in the context of open quantum systems. This model constitutes an effective description of two-dimensional dissipative particles violating both…

Statistical Mechanics · Physics 2022-07-27 Antonio A. Valido

The motion of a quantum particle hopping on a simple cubic lattice under the influence of thermal noise and of a static random potential is expected to be diffusive, i.e., the particle is expected to exhibit `quantum Brownian motion', no…

Mathematical Physics · Physics 2017-09-22 Jürg Fröhlich , Jeffrey Schenker

In this paper we study a subordinate Brownian motion with a Gaussian component and a rather general discontinuous part. The assumption on the subordinator is that its Laplace exponent is a complete Bernstein function with a L\'evy density…

Probability · Mathematics 2012-04-06 Panki Kim , Renming Song , Zoran Vondracek

We prove that probability laws of certain multidimensional semimartingales which includes time-inhomogenous diffusions, under suitable assumptions, satisfy Quadratic Transportation Cost Inequality under the uniform metric. From this we…

Probability · Mathematics 2011-04-22 Soumik Pal

Let $Mat_{\mathbb{C}}(K,N)$ be the space of $K\times N$ complex matrices. Let $\mathbf{B}_t$ be Brownian motion on $Mat_{\mathbb{C}}(K,N)$ starting from the zero matrix and $\mathbf{M}\in Mat_{\mathbb{C}}(K,N)$. We prove that, with $K\ge…

Probability · Mathematics 2022-05-31 Theodoros Assiotis

Lagrangian motions of fluid particles in a general velocity field oscillating in time are studied with the use of the two-timing method. Our aims are: (i) to calculate systematically the most general and practically usable asymptotic…

Fluid Dynamics · Physics 2015-09-22 Vladimir A. Vladimirov

We present a two-dimensional extension of an identity in distribution due to Bougerol \cite{Bou} that involves the exponential functional of a linear Brownian motion. Even though this identity does not extend at the level of processes, we…

Probability · Mathematics 2012-01-09 Jean Bertoin , Daniel Dufresne , Marc Yor

We determine the rate of decay of the expectation Z(t) of some multiplicative functional related to Brownian motion up to time t. This permits to prove that the Wiener measure, penalized by this multiplicative functional, converges as t…

Probability · Mathematics 2007-05-23 Bernard Roynette , Pierre Vallois , Marc Yor

We prove that a sequence of semi-discrete approximations converges to a multiplicative functional for reflected Brownian motion, which intuitively represents the Lyapunov exponent for the corresponding stochastic flow. The method of proof…

Probability · Mathematics 2008-05-27 Krzysztof Burdzy , John M. Lee

We prove a general functional limit theorem for multiparameter fractional Brownian motion. The functional law of the iterated logarithm, functional L\'{e}vy's modulus of continuity and many other results are its particular cases.…

Probability · Mathematics 2013-11-18 Anatoliy Malyarenko

We introduce a technique to obtain pointwise upper and lower bounds for the Green's function of elliptic operators whose principal part is the Laplacian and that include a drift term diverging near the boundary like a power of the inverse…

Analysis of PDEs · Mathematics 2026-04-24 Aritro Pathak

We present a study on the dynamics of a system consisting of a pair of hardcore particles diffusing with different rates. We solved the drift-diffusion equation for this model in the case when one particle, labeled F, drifts and diffuses…

Statistical Mechanics · Physics 2010-12-14 S. L. Narasimhan , A. Baumgaertner

The joint distribution of a geometric Brownian motion and its time-integral was derived in a seminal paper by Yor (1992) using Lamperti's transformation, leading to explicit solutions in terms of modified Bessel functions. In this paper, we…

Mathematical Finance · Quantitative Finance 2020-12-18 Runhuan Feng , Pingping Jiang , Hans Volkmer
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