Related papers: Exit times of diffusions with incompressible drift
We consider a model for mixing binary viscous fluids under an incompressible flow. We proof the impossibility of perfect mixing in finite time for flows with finite viscous dissipation. As measures of mixedness we consider a…
We initiate a study of the following problem: Given a continuous domain $\Omega$ along with its convex hull $\mathcal{K}$, a point $A \in \mathcal{K}$ and a prior measure $\mu$ on $\Omega$, find the probability density over $\Omega$ whose…
When the unconditioned process is a diffusion process $X(t)$ of drift $\mu(x)$ and of diffusion coefficient $D=1/2$, the local time $A(t)= \int_{0}^{t} d\tau \delta(X(\tau)) $ at the origin $x=0$ is one of the most important time-additive…
We show that, for two-dimensional space-periodic incompressible flow, the solution can be evaluated numerically in Lagrangian coordinates with the same accuracy achieved in standard Eulerian spectral methods. This allows the determination…
The Onsager-Machlup (OM) functional is well-known for characterizing the most probable transition path of a diffusion process with non-vanishing noise. However, it suffers from a notorious issue that the functional is unbounded below when…
The lifetime $\tau$ of an isothermal and purely diffusively dissolving droplet in a host liquid scales as $\tau \sim R_0^2$ with its initial radius $R_0$ [Langmuir, Phys. Rev. 12, 368 (1919)]. For a droplet dissolving due to natural…
This paper investigates the exit-time problem for time-inhomogeneous diffusion processes. The focus is on the small-noise behavior of the exit time from a bounded positively invariant domain. We demonstrate that, when the drift and…
We investigate the escape behavior of systems governed by the one-dimensional nonlinear diffusion equation $\partial_t \rho = \partial_x[\partial_x U\rho] + D\partial^2_x \rho^\nu$, where the potential of the drift, $U(x)$, presents a…
We study the exit time from a bounded multi-dimensional domain $\Omega$ of the stochastic process $\mathbf{Y}_\varepsilon=\mathbf{Y}_\varepsilon(t,a)$, $t\geqslant 0$, $a\in \mathcal{A}$, governed by the overdamped Langevin dynamics…
This paper considers a pair $(\mathbb{F},\tau)$, where $\mathbb{F}$ is a filtration representing the "public" flow of information which is available to all agents overtime, and $\tau$ is a random time which might not be an…
In this paper, we consider the steady irrotational Euler flows in multidimensional nozzles. The first rigorous proof on the existence and uniqueness of the incompressible flow is provided. Then, we justify the corresponding low Mach number…
One of the most remarkable features of known nonstationary solutions to the incompressible Euler equations is the phenomenon known as the Taylor hypothesis, which predicts that coarse scale averages of the velocity carry the fine scale…
We study the exit-time from a domain of a self-interacting diffusion, where the Brownian motion is replaced by $\sigma B_t$ for a constant $\sigma$. The first part of this work consists in showing that the rate of convergence (of the…
We consider the explosion problem in an incompressible flow introduced in the paper of H. Berestycki, L. Kagan, G. Joulin and G. Sivashinsky. We use a novel $L^p-L^\infty$ estimate for elliptic advection-diffusion problems to show that the…
We study steady flows that are optimal for heat transfer in a two-dimensional periodic domain. The flows maximize heat transfer under the constraints of incompressibility and a given energy budget (i.e. mean viscous power dissipation).…
In this work we consider the numerical solution of incompressible flows on two-dimensional manifolds. Whereas the compatibility demands of the velocity and the pressure spaces are known from the flat case one further has to deal with the…
It is shown in Ferrari \cite{Ferrari-1993CMP} that if $[0, T^*)$ is the maximal time interval of existence of a smooth solution of the incompressible Euler equations in a bounded, simply-connected domain in $\mathbb{R}^3$, then…
We study the mathematical properties of time-dependent flows of incompressible fluids that respond as an Euler fluid until the modulus of the symmetric part of the velocity gradient exceeds a certain, a-priori given but arbitrarily large,…
When a real fluid is expelled quickly from a tube, it forms a jet separated from the surrounding fluid by a thin, turbulent layer. On the other hand, when the same fluid is sucked into the tube, it comes in from all directions, forming a…
We consider the advection-diffusion equation on $\mathbb{T}^2$ with a Lipschitz and time-periodic velocity field that alternates between two piecewise linear shear flows. We prove enhanced dissipation on the timescale $|\log \nu|$, where…