Related papers: Attractors and Expansion for Brownian Flows
In this note we present some examples of diffusions in random environment whose asymptotic behavior is rather surprising. We construct a family of diffusions that are small perturbations of Brownian motion with non-vanishing expected local…
We study a class of mean-field stochastic differential equations driven by a fractional Brownian motion with Hurst parameter $H\in(1/2,1)$ and a related stochastic control problem. We derive a Pontryagin type maximum principle and the…
The paper studies asymptotic properties of estimators of multidimensional stochastic differential equations driven by Brownian motions from high-frequency discrete data. Consistency and central limit properties of a class of estimators of…
We consider stochastic dynamics of a particle on a plane in presence of two noises and a confining parabolic potential - an analog of the experimentally-relevant Brownian Gyrator (BG) model. In contrast to the standard BG model, we suppose…
We obtain a probabilistic solution to linear-quadratic optimal control problems with state constraints. Given a closed set $\mathcal{D}\subseteq [0,T]\times\mathbb{R}^d$, a diffusion $X$ in $\mathbb{R}^d$ must be linearly controlled in…
We study the flow dynamics inside a high-speed rotating cylinder after introducing strong symmetry-breaking disturbance factors at cylinder wall motion. We propose and formulate a mathematically robust stochastic model for the rotational…
We argue that magnetic flux-conservation in turbulent plasmas at high magnetic Reynolds numbers neither holds in the conventional sense nor is entirely broken, but instead is valid in a novel statistical sense associated to the "spontaneous…
In this work we consider the non local evolution equation with time-dependent terms which arises in models of phase separation in $\mathbb{R}^N$ \[ \partial_t u=- u + g \left(\beta(J*u) +\beta h(t,u)\right) \] under some restrictions on…
We prove the exponential stability of the zero solution of a stochastic differential equation with a H\"older noise, under the strong dissipativity assumption. As a result, we also prove that there exists a random pullback attractor for a…
We obtain large deviations for a class of dependent random variables in the domain of attraction of an $\alpha$-stable law, $\alpha\in (0, 1)\cup (1, 2]$. This class includes ergodic sums of observables in the domain of attraction of an…
We consider a $d$-dimensional SDE with an identity diffusion matrix and a drift vector being a vector function of bounded variation. We give a representation for the derivative of the solution with respect to the initial data.
We investigate the behavior of flows, including turbulent flows, driven by a horizontal body-force and subject to a vertical magnetic field, with the following question in mind: for very strong applied magnetic field, is the flow mostly…
We investigate the resonance type behaviour of an overdamped Brownian particle in a bistable potential driven by external periodic signal. It has been shown previously that the input energy pumped into the system by the external drive shows…
We clarify the connection between attractor solutions known from studies of Bjorken flow in conformal models of relativistic fluid dynamics and the more general description of attractors as submanifolds in phase space. We show how to…
In this paper we consider stochastic differential equations with non-negativity constraints, driven by a fractional Brownian motion with Hurst parameter $H>\1/2$. We first study an ordinary integral equation where the integral is defined in…
It is widely accepted that astrophysical magnetic fields are generated by dynamo action. In many cases these fields exhibit organisation on a scale larger than that of the underlying turbulent flow (e.g., the eleven-year solar cycle). The…
Using Huisken results about the mean curvature flow on a strictly convex hypersurface, and Kendall-Cranston coupling, we will build a stochastic process without birth, and show that there exists a unique law of such process. This process…
Natural phenomena frequently involve a very large number of interacting molecules moving in confined regions of space. Cellular transport by motor proteins is an example of such collective behavior. We derive a deterministic compartmental…
We study a gas of $N$ Brownian particles in the presence of a common stochastic diffusivity $D(t)=B^2(t)$, where $B(t)$ represents a one-dimensional Brownian motion at time $t$. Starting from all the particles localized at the origin, the…
We study the stochastic motion of an intruder in a dilute driven granular gas. All particles are coupled to a thermostat, representing the external energy source, which is the sum of random forces and a viscous drag. The dynamics of the…