English
Related papers

Related papers: Attractors and Expansion for Brownian Flows

200 papers

In this paper, we study a class of one-dimensional stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H>\ff 1 2$. The drift term of the equation is locally Lipschitz and unbounded in the…

Probability · Mathematics 2019-01-01 Shao-Qin Zhang , Chenggui Yuan

We describe methods for proving upper and lower bounds on infinite-time averages in deterministic dynamical systems and on stationary expectations in stochastic systems. The dynamics and the quantities to be bounded are assumed to be…

Dynamical Systems · Mathematics 2017-02-09 Giovanni Fantuzzi , David Goluskin , Deqing Huang , Sergei I. Chernyshenko

In the present paper a simple dynamical model for computing the osmotically driven fluid flow in a variety of complex, non equilibrium situations is derived from first principles. Using the Oberbeck-Boussinesq approximation, the basic…

Fluid Dynamics · Physics 2014-06-06 Stephan I. Tzenov

A two dimensional flow model is introduced with deterministic behavior consisting of bursts which become successively larger, with longer interburst time intervals between them. The system is symmetric in one variable x and there are bursts…

Chaotic Dynamics · Physics 2009-11-11 J. M. Finn , E. R. Tracy , W. E. Cooke , A. S. Richardson

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

Non-typical transport phenomena may arise when randomly driven particles remain in an active relationship with the environment instead of being passive. If we attribute to Brownian particles an ability to induce alterations of the…

Statistical Mechanics · Physics 2009-10-31 Piotr Garbaczewski

The topological structure of basin boundaries plays a fundamental role in the sensitivity to the initial conditions in chaotic dynamical systems. Herewith we present a study on the dynamics of dissipative systems close to the Hamiltonian…

Chaotic Dynamics · Physics 2009-09-29 Christian S. Rodrigues , Alessandro P. S. de Moura , Celso Grebogi

We investigated the pressure-driven flow in curved channels at low aspect ratio, the latter being the ratio between the channel height (along the axial direction) and width (along the radial direction). The dynamics was studied numerically,…

Fluid Dynamics · Physics 2026-03-03 Ezzahrae Jaafari , Pascale Magaud , Micheline Abbas

It is well-known that a stochastic differential equation (sde) on a Euclidean space driven by a (possibly infinite-dimensional) Brownian motion with Lipschitz coefficients generates a stochastic flow of homeomorphisms. If the Lipschitz…

Probability · Mathematics 2016-03-23 Michael Scheutzow , Susanne Schulze

We study distribution dependent stochastic differential equations with irregular, possibly distributional drift, driven by an additive fractional Brownian motion of Hurst parameter $H\in (0,1)$. We establish strong well-posedness under a…

Probability · Mathematics 2021-06-01 Lucio Galeati , Fabian A. Harang , Avi Mayorcas

In the framework of a stochastic picture for the one-dimensional branching Brownian motion, we compute the probability density of the number of particles near the rightmost one at a time $T$, that we take very large, when this extreme…

Statistical Mechanics · Physics 2022-12-13 Anh Dung Le , Alfred H. Mueller , Stéphane Munier

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

Understanding the stochastic dynamics of tracer particles in active fluids is important for identifying the physical properties of flow generating objects such as colloids, bacteria or algae. Here, we study both analytically and numerically…

Soft Condensed Matter · Physics 2010-10-12 Jörn Dunkel , Victor B. Putz , Irwin M. Zaid , Julia M. Yeomans

A simple theory, based on observations of snowflake distribution in a turbulent flow, is proposed to model the growth of inertial particles as a result of dynamic clustering at scales larger than the Kolmogorov length scale. Particles able…

Fluid Dynamics · Physics 2015-10-16 Michele Guala , Jiarong Hong

Motivated by the dynamics of microbubbles near catalytic surfaces in bubble-powered microrockets, we consider theoretically the growth of a free spherical bubble near a flat no-slip surface in a Stokes flow. The flow at the bubble surface…

Fluid Dynamics · Physics 2018-12-05 Sebastien Michelin , Giacomo Gallino , Francois Gallaire , Eric Lauga

We consider a branching Brownian motion evolving in $\mathbb{R}^d$. We prove that the asymptotic behaviour of the maximal displacement is given by a first ballistic order, plus a logarithmic correction that increases with the dimension $d$.…

Probability · Mathematics 2015-10-27 Bastien Mallein

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…

Dynamical Systems · Mathematics 2012-03-20 Georg Schöchtel

In this paper, we investigate some geometric properties of non-smooth random curves within a stochastic flow. We consider a polygonal line $\Gamma(\vec{u}_{1},\cdots,\vec{u}_{n})$, which connects the points…

Probability · Mathematics 2025-08-25 Qingsong Wang , A. A. Dorogovtsev , K. V. Hlyniana , Naoufel Salhi

We treat $n$-dimensional piecewise-linear continuous maps with two pieces, each of which has exactly one unstable direction, and identify an explicit set of sufficient conditions for the existence of a chaotic attractor. The conditions…

Chaotic Dynamics · Physics 2024-10-31 Indranil Ghosh , David J. W. Simpson

The stochastic motion of a particle with long-range correlated increments (the moving phase) which is intermittently interrupted by immobilizations (the traping phase) in a disordered medium is considered in the presence of an external…

Statistical Mechanics · Physics 2023-08-31 Yingjie Liang , Wei Wang , Ralf Metzler