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The asymptotic behavior of solutions of two dimensional stochastic convective Brinkman-Forchheimer (2D SCBF) equations in unbounded domains is discussed in this work (for example, Poincar\'e domains). We first prove the existence of…

Probability · Mathematics 2021-11-16 Kush Kinra , Manil T. Mohan

We study the behavior of a tracer particle driven by a one-dimensional fluctuating potential, defined initially as a Brownian motion, and evolving in time according to the heat equation. We obtain two main results. First, in the short time…

Probability · Mathematics 2020-12-16 François Huveneers , François Simenhaus

In this paper we prove a large deviation principle for the empirical drift of a one-dimensional Brownian motion with self-repellence called the Edwards model. Our results extend earlier work in which a law of large numbers, respectively, a…

Probability · Mathematics 2007-05-23 R. van der Hofstad , F. den Hollander , W. Koenig

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 consider a branching Brownian motion in $\mathbb{R}^2$ in which particles independently diffuse as standard Brownian motions and branch at an inhomogeneous rate $b(\theta)$ which depends only on the angle $\theta$ of the particle. We…

Probability · Mathematics 2026-05-12 Julien Berestycki , David Geldbach , Michel Pain

Throughout physics Brownian dynamics are used to describe the behaviour of molecular systems. When the Brownian particle is confined to a bounded domain, a particularly important question arises around determining how long it takes the…

Optimization and Control · Mathematics 2025-10-24 Jason J. Bramburger

An analog of the Trotter formula for the Arratia flow is presented. Perturbations of the Brownian web by mappings associated with an ordinary differential equation with a smooth right part are considered and proved to be convergent…

Probability · Mathematics 2019-10-01 A. A. Dorogovtsev , M. B. Vovchanskii

We study a stochastic Laplacian growth model, where a set $\mathbf{U}\subseteq\mathbb{R}^{\mathrm{d}}$ grows according to a reflecting Brownian motion in $\mathbf{U}$ stopped at level sets of its boundary local time. We derive a scaling…

Probability · Mathematics 2024-11-11 Amir Dembo , Kevin Yang

We characterize the long time behaviour of a discrete-in-time approximation of the volume preserving fractional mean curvature flow. In particular, we prove that the discrete flow starting from any bounded set of finite fractional perimeter…

Analysis of PDEs · Mathematics 2023-01-10 De Gennaro Daniele , Andrea Kubin , Anna Kubin

We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…

Systems and Control · Computer Science 2014-07-15 Yongxin Chen , Tryphon Georgiou

We study a spatial branching model, where the underlying motion is Brownian motion and the branching is affected by a random collection of reproduction blocking sets called "mild" obstacles. We show that the quenched local growth rate is…

Probability · Mathematics 2007-05-23 Janos Englander

In this paper, we obtain the existence of random attractors for a class of evolution equations driven by a geometric fractional Brownian rough path with Hurst index $H\in(\frac{1}{3},\frac{1}{2}]$ and establish the upper semi-continuity of…

Probability · Mathematics 2022-11-29 Qiyong Cao , Hongjun Gao

Bubble-propelled catalytic colloids stand out as a uniquely efficient design for artificial controllable micromachines, but so far lack a general theoretical framework that explains the physics of their propulsion. Here we develop a…

Fluid Dynamics · Physics 2024-05-22 Alexander Chamolly , Sébastien Michelin , Eric Lauga

In a standard bifurcation of a dynamical system, the stationary points (or more generally attractors) change qualitatively when varying a control parameter. Here we describe a novel unusual effect, when the change of a parameter, e.g. a…

Populations and Evolution · Quantitative Biology 2017-04-26 V. I. Yukalov , E. P. Yukalova , D. Sornette

We consider a particle undergoing Brownian motion in Euclidean space of any dimension, forced by a Gaussian random velocity field that is white in time and smooth in space. We show that conditional on the velocity field, the quenched…

Probability · Mathematics 2022-02-09 Alexander Dunlap , Yu Gu

A {\em singular hyperbolic attractor} for flows is a partially hyperbolic attractor with singularities (hyperbolic ones) and volume expanding central direction \cite{mpp1}. The geometric Lorenz attractor \cite{gw} is an example of a…

Dynamical Systems · Mathematics 2007-05-23 C. A. Morales

We examine fluctuations of vorticity excited by an external random force in two-dimensional fluid in the presence of a strong external shear flow. The problem is motivated by the analysis of big coherent vortices appearing as a consequence…

Fluid Dynamics · Physics 2024-03-07 Igor V. Kolokolov , Vladimir V. Lebedev

We find the exponential growth rate of the population outside a ball with time dependent radius for a branching Brownian motion in Euclidean space. We then see that the upper bound of the particle range is determined by the principal…

Probability · Mathematics 2017-11-28 Yuichi Shiozawa

We consider branching Brownian motion in which initially there is one particle at $x$, particles produce a random number of offspring with mean $m+1$ at the time of branching events, and each particle branches at rate $\beta = 1/2m$.…

Probability · Mathematics 2023-10-03 Pascal Maillard , Jason Schweinsberg

In this paper we present a dynamical system to generate Brownian motion based on the Langevin equation without stochastic term and using fractional derivatives, i.e., a deterministic Brownian motion model is proposed. The stochastic process…

Chaotic Dynamics · Physics 2018-05-09 H. E. Gilardi-Velázquez , E. Campos-Cantón