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We present the first rates of convergence to an $N$-dimensional Brownian motion when $N\ge2$ for discrete and continuous time dynamical systems. Additionally, we provide the first rates for continuous time in any dimension. Our results hold…

Dynamical Systems · Mathematics 2026-04-06 Nicolò Paviato

Consider branching Brownian motion in which we begin with one particle at the origin, particles independently move according to Brownian motion, and particles split into two at rate one. It is well-known that the right-most particle at time…

Probability · Mathematics 2024-06-10 Julien Berestycki , Jiaqi Liu , Bastien Mallein , Jason Schweinsberg

We consider Brownian particles immersed in the fluid which flow is turbulent. We study the limit where the particles' inertia is weak and their velocity relaxes fast to the velocity of the flow. The trajectories of the particles in this…

Chaotic Dynamics · Physics 2011-10-25 Itzhak Fouxon , Eugene Mednikov

We show that a Brownian motion on $\mathbb{R}_{\ge 0}$ which is allowed to spend a total of $s > 0$ time units outside a bounded interval does not leave the interval at all. This can be seen as an extreme example of entropic repulsion.…

Probability · Mathematics 2024-05-13 Frank Aurzada , Martin Kolb , Dominic T. Schickentanz

We prove the central limit theorem of random variables induced by distances to Brownian paths and Green functions on the universal cover of Riemannian manifolds of finite volume with pinched negative curvature. We further provide some…

Differential Geometry · Mathematics 2021-07-01 Jaelin Kim

We study the time evolution of velocity and pressure gradients in isotropic turbulence, by quantifying their decorrelation time scales as one follows fluid particles in the flow. The Lagrangian analysis uses data in a public database…

Fluid Dynamics · Physics 2015-05-14 Huidan Yu , Charles Meneveau

We study the problem of non-explosion of diffusion processes on a manifold with time-dependent Riemannian metric. In particular we obtain that Brownian motion cannot explode in finite time if the metric evolves under backwards Ricci flow.…

Probability · Mathematics 2009-10-12 Kazumasa Kuwada , Robert Philipowski

Let $Z_t^{(0,\infty)}$ be the point process formed by the positions of all particles alive at time $t$ in a branching Brownian motion with drift and killed upon reaching 0. We study the asymptotic expansions of $Z_t^{(0,\infty)}(A)$ for $A=…

Probability · Mathematics 2023-07-21 Haojie Hou , Yan-Xia Ren , Renming Song

Overdamped Brownian motion of a self-propelled particle is studied by solving the Langevin equation analytically. On top of translational and rotational diffusion, in the context of the presented model, the "active" particle is driven along…

Soft Condensed Matter · Physics 2013-05-15 Borge ten Hagen , Sven van Teeffelen , Hartmut Löwen

This paper describes the quality of convergence to an infinitely divisible law relative to free multiplicative convolution. We show that convergence in distribution for products of identically distributed and infinitesimal free random…

Functional Analysis · Mathematics 2014-05-07 Michael Anshelevich , Jiun-Chau Wang , Ping Zhong

We provide sufficient conditions on an initial curve for the area preserving and the length preserving curvature flows of curves in a plane, to develop a singularity at some finite time or converge to an $m$-fold circle as time goes to…

Analysis of PDEs · Mathematics 2017-08-17 Natasa Sesum , Dong-Ho Tsai , Xiao-Liu Wang

It is shown that time reversibility of Hamiltonian microscopic dynamics and Gibbs canonical statistical ensemble of initial conditions for it together produce an exact virial expansion for probability distribution of path of molecular…

Statistical Mechanics · Physics 2008-03-04 Yu. E. Kuzovlev

We prove continuity properties for the flow map associated to the defocusing energy-subcritical power-like nonlinear Schr{\"o}dinger equation, when the power varies. We show local in time continuity in the energy space for any power, and…

Analysis of PDEs · Mathematics 2025-10-01 Rémi Carles , Quentin Chauleur , Guillaume Ferriere

We obtain upper bounds for the isoperimetric quotients of extrinsic balls of submanifolds in ambient spaces which have a lower bound on their radial sectional curvatures. The submanifolds are themselves only assumed to have lower bounds on…

Differential Geometry · Mathematics 2007-09-04 Steen Markvorsen , Vicente Palmer

We study the behavior of threads and polymers in a turbulent flow. These objects have finite spatial extension, so the flow along them differs slightly. The corresponding drag forces produce a finite average stretching and the thread is…

Chaotic Dynamics · Physics 2015-05-30 Itzhak Fouxon , Harald A. Posch

Consider the all-time maximum of a Brownian motion with negative drift. Assume that this process is sampled at certain points in time, where the time between two consecutive points is rendered by an Erlang distribution with mean $1/\omega$.…

Probability · Mathematics 2013-03-18 A. J. E. M. Janssen , J. S. H. van Leeuwaarden

We consider the geodesic flow for a rank one non-positive curvature closed manifold. We prove an asymptotic version of the Central Limit Theorem for families of measures constructed from regular closed geodesics converging to the…

Dynamical Systems · Mathematics 2021-08-11 Daniel J. Thompson , Tianyu Wang

We prove the convergence of the extremal processes for variable speed branching Brownian motions where the "speed functions", that describe the time-inhomogeneous variance, lie strictly below their concave hull and satisfy a certain weak…

Probability · Mathematics 2015-04-15 Anton Bovier , Lisa Hartung

We investigate the integral conditions to extend the mean curvature flow in a Riemannian manifold. We prove that the mean curvature flow solution with finite total mean curvature on a finite time interval $[0,T)$ can be extended over time…

Differential Geometry · Mathematics 2009-10-13 Hong-Wei Xu , Fei Ye , En-Tao Zhao

We derive sufficient conditions for asymptotic and monotone exponential decay in mean square of solutions of the geometric Brownian motion with delay. The conditions are written in terms of the parameters and are explicit for the case of…

Probability · Mathematics 2021-03-23 Jan Haskovec
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