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Related papers: Stochastic flows with reflection

200 papers

We study the thermodynamic formalism for suspension flows over countable Markov shifts with roof functions not necessarily bounded away from zero. We establish conditions to ensure the existence and uniqueness of equilibrium measures for…

Dynamical Systems · Mathematics 2016-01-05 Godofredo Iommi , Thomas Jordan , Mike Todd

In this work the evolution of a fluid droplet in vacuum is considered. This means that the surface tension and the fluid forces are in equilibrium at the free boundary. The fluid is governed by the incompressible quasi-steady Stokes…

Analysis of PDEs · Mathematics 2024-11-12 Malte Kampschulte , Joonas Niinikoski , Sebastian Schwarzacher

Total variation gradient flows are important in several applied fields, including image analysis and materials science. In this paper, we review a few basic topics including definition of a solution, explicit examples and the notion of…

Analysis of PDEs · Mathematics 2024-01-31 Yoshikazu Giga , Hirotoshi Kuroda , Michał Łasica

We investigate the physical properties of steady flows in a holographic first-order phase transition model, extending from the thermodynamics at equilibrium to the real-time dynamics far from equilibrium. Through spinodal decomposition or…

High Energy Physics - Theory · Physics 2025-01-24 Qian Chen , Yuxuan Liu , Yu Tian , Xiaoning Wu , Hongbao Zhang

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…

Probability · Mathematics 2026-04-07 Stefan Sommer , Gefan Yang , Elizabeth Louise Baker

The outflow problem for the viscous full two-phase flow model in a half line is investigated in the present paper. The existence, uniqueness and nonlinear stability of the steady-state are shown respectively corresponding to the supersonic,…

Analysis of PDEs · Mathematics 2022-07-14 Hai-Liang Li , Shuang Zhao , Han-Wen Zuo

This paper compares the results of applying a recently developed method of stochastic uncertainty quantification designed for fluid dynamics to the Born-Infeld model of nonlinear electromagnetism. The similarities in the results are…

Mathematical Physics · Physics 2019-01-15 Darryl D. Holm

We present a detailed analysis of non-degenerate time-homogeneous It\^o-stochastic differential equations with low local regularity assumptions on the coefficients. In particular the drift coefficient may only satisfy a local integrability…

Probability · Mathematics 2022-09-16 Haesung Lee , Wilhelm Stannat , Gerald Trutnau

We consider the evolution of a connected set on the plane carried by a periodic incompressible stochastic flow. While for almost every realization of the random flow at time t most of the particles are at a distance of order sqrt{t} away…

Probability · Mathematics 2007-05-23 Dmitry Dolgopyat , Vadim Kaloshin , Leonid Koralov

A non-negative Markovian solution is constructed for a class of stochastic generalized porous media equations with reflection. To this end, some regularity properties and a comparison theorem are proved for stochastic generalized porous…

Probability · Mathematics 2013-04-04 Michael Röckner , Feng-Yu Wang , Tusheng Zhang

We develop a method to prove almost global stability of stochastic differential equations in the sense that almost every initial point (with respect to the Lebesgue measure) is asymptotically attracted to the origin with unit probability.…

Probability · Mathematics 2007-05-23 Ramon van Handel

We provide an explicit rigorous derivation of a diffusion limit - a stochastic differential equation with additive noise - from a deterministic skew-product flow. This flow is assumed to exhibit time-scale separation and has the form of a…

Dynamical Systems · Mathematics 2015-05-27 I. Melbourne , A. M. Stuart

The randomization effect of the two-way (particle-flow) interaction has been studied and quantified using the notion of distributed chaos and the results of numerical simulations and laboratory measurements. It is shown, in particular, that…

Fluid Dynamics · Physics 2023-09-07 A. Bershadskii

Stochastic processes generated by non-stationary distributions are difficult to represent with conventional models such as Gaussian processes. This work presents Recurrent Autoregressive Flows as a method toward general stochastic process…

Machine Learning · Computer Science 2020-06-20 John Mern , Peter Morales , Mykel J. Kochenderfer

The predictability of turbulent flows remains a challenging problem for mathematicians, physicists, and meteorologists. In this context, we consider the 3D incompressible Navier-Stokes equations with small-scale random forcing on…

Fluid Dynamics · Physics 2025-10-21 Erika Ortiz , Ciro S. Campolina , Alexei A. Mailybaev

We study a simple stochastic differential equation driven by one Brownian motion on a general oriented metric graph whose solutions are stochastic flows of kernels. Under some condition, we describe the laws of all solutions. This work is a…

Probability · Mathematics 2013-05-07 Hatem Hajri , Olivier Raimond

We study the twisted cohomoligical equation over the geodesic flow on $SL(2,\mathbb{R})/\Gamma$. We characterize the obstructions to solving the twisted cohomological equation, construct smooth solution and obtain the tame Sobolev estimates…

Dynamical Systems · Mathematics 2018-09-11 Zhenqi Jenny Wang

In this paper, we first prove the Hardy-Sobolev inequality for the Hessian integral by means of a descent gradient flow of certain Hessian functionals. As an application, we study the existence and regularity results of solutions to related…

Analysis of PDEs · Mathematics 2025-05-07 Rongxun He , Wei Ke

We show for the first time that the stochastic variational method can naturally derive the Navier-Stokes equation starting from the action of ideal fluid. In the frame work of the stochastic variational method, the dynamical variables are…

Statistical Mechanics · Physics 2012-06-18 T. Koide , T. Kodama

We consider non-degenerate SDEs with a $\beta$-Holder continuous and bounded drift term and driven by a Levy noise $L$ which is of $\alpha$-stable type. If $\alpha \in [1,2)$ and $\beta \in (1 - \frac{\alpha}{2},1) $ we show pathwise…

Dynamical Systems · Mathematics 2014-05-13 Enrico Priola