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We derive the probability density function of the positive occupation time of one-dimensional Brownian motion with two-valued drift. Long time asymptotics of the density are also computed. We use the result to describe the transitional…
In this thesis we consider the free surface flow due to a submerged source in a channel of finite depth. This problem has been considered previously in the literature, with some disagreement about whether or not a train of waves exist on…
We study analytically the dynamics of an anisotropic particle subjected to different stochastic resetting schemes in two dimensions. The Brownian motion of shape-asymmetric particles in two dimensions results in anisotropic diffusion at…
We numerically investigate the transport of a suspended overdamped Brownian particle which is driven through a two-dimensional rectangular array of circular obstacles with finite radius. Two limiting cases are considered in detail, namely,…
In this paper, we prove that finite-dimensional topological flows without fixed points and having a countable number of periodic orbits, have the small flow boundary property. This enables us to answer positively a question of Bowen and…
The diffusive behavior of small entities is strongly influenced by the flow of the surrounding medium, which is ubiquitous in natural and artificial environments. In this study, we investigate the transport characteristics of the inertial…
We generalize Einstein's probabilistic method for the Brownian motion to study compressible fluids in porous media. The multi-dimensional case is considered with general probability distribution functions. By relating the expected…
We develop a theory of optimal transport for stationary random measures with a focus on stationary point processes and construct a family of distances on the set of stationary random measures. These induce a natural notion of interpolation…
We present a fundamental classification of forces relevant in nonequilibrium structure formation under collective flow in Brownian many-body systems. The internal one-body force field is systematically split into contributions relevant for…
In this work, by considering an isentropic fluid-fluid interaction model with a large symmetric drag force, a commonly used simplified two-fluids flow model is justified as the asymptotic limit. Equations for each fluid component with an…
This paper studies the asymptotic behavior of the flux and circulation of a subclass of random fields within the family of 2-dimensional vector ambit fields. We show that, under proper normalization, the flux and the circulation converge…
The asymptotic derivation of a new family of one-dimensional, weakly nonlinear and weakly dispersive equations that model the flow of an ideal fluid in an elastic vessel is presented. Dissipative effects due to the viscous nature of the…
The impact of a turbulent flow on wind-driven oceanic near-inertial waves is examined using a linearised shallow-water model of the mixed layer. Modelling the flow as a homogeneous and stationary random process with spatial scales…
In this paper, we introduce a mathematical model to describe the nanoparticles transport carried by a two-phase flow in a porous medium including gravity, capillary forces and Brownian diffusion. Nonlinear iterative IMPES scheme is used to…
We study the motion of an inertial particle in a fractional Gaussian random field. The motion of the particle is described by Newton's second law, where the force is proportional to the difference between a background fluid velocity and the…
Asymptotic theory for approximate martingale estimating functions is generalised to diffusions with finite-activity jumps, when the sampling frequency and terminal sampling time go to infinity. Rate optimality and efficiency are of…
Given a finite directed acyclic graph, the space of non-negative unit flows is a lattice polytope called the flow polytope of the graph. We consider the volumes of flow polytopes for directed acyclic graphs on $n+1$ vertices with a fixed…
Based on non-equilibrium thermodynamics we derive a set of general equations relating the partial volumetric flow rates to each other and to the total volumetric flow rate in immiscible two-phase flow in porous media. These equations…
We obtain a Liouville property for stationary diffusions in random environment which are small, isotropic perturbations of Brownian motion in spacial dimension greater than two. Precisely, we prove that, on a subset of full probability, the…
This short note is motivated by a recently discovered connection between a drift-diffusion process in $n$-dimensional Euclidean space with a divergence-free drift sampled from a stationary and isotropic Gaussian ensemble of critical scaling…