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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=…
We develop a probabilistic characterisation of trajectorial expansion rates in non-autonomous stochastic dynamical systems that can be defined over a finite time interval and used for the subsequent uncertainty quantification in Lagrangian…
We consider the Stokes system in a thin porous medium $\Omega_\varepsilon$ of thickness $\varepsilon$ which is perforated by periodically distributed solid cylinders of size $\varepsilon$. On the boundary of the cylinders we prescribe…
In this paper we consider the asymptotic behaviour of all moments of the interparticle distance and of all mixed moments of an isotropic Brownian stochastic flow which serves as a smooth approximation of the Arratia flow.
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 study the dynamical instability of a spherically symmetric anisotropic fluid which collapses adiabatically under the condition of vanishing expansion scalar. The Newtonian and post Newtonian regimes are considered in detail. It is shown…
We investigate here linear stability in a canonical three-dimensional boundary layer generated by the superposition of a spanwise pressure gradient upon an otherwise standard channel flow. As the main result, we introduce a simple…
Consider any Leray-Hopf weak solution of the three-dimensional Navier-Stokes equations for incompressible, viscous fluid flows. We prove that any Lagrangian trajectory associated with such a velocity field has an asymptotic expansion, as…
This paper considers two Brownian motions in a situation where one is correlated to the other with a slight delay. We study the problem of estimating the time lag parameter between these Brownian motions from their high-frequency…
For an ergodic Brownian diffusion with invariant measure $\nu$, we consider a sequence of empirical distributions ($\nu$n) n$\ge$1 associated with an approximation scheme with decreasing time step ($\gamma$n) n$\ge$1 along an adapted…
We consider the model of the Brownian plane, which is a pointed non-compact random metric space with the topology of the complex plane. The Brownian plane can be obtained as the scaling limit in distribution of the uniform infinite planar…
We construct a divergence-free velocity field $u:[0,T] \times \mathbb{T}^2 \to \mathbb{R}^2$ satisfying $$u \in C^\infty([0,T];C^\alpha(\mathbb{T}^2)) \quad \forall \alpha \in [0,1)$$ such that the corresponding drift-diffusion equation…
Typically, in the description of active Brownian particles, a constant effective propulsion force is assumed, which is then subjected to fluctuations in orientation and translation leading to a persistent random walk with an enlarged…
We investigate the time evolution of a model system of interacting particles, moving in a $d$-dimensional torus. The microscopic dynamics are first order in time with velocities set equal to the negative gradient of a potential energy term…
We introduce a simple model of the time evolution of a binary mixture of compressible fluids including the thermal effects. Despite its apparent simplicity, the model is thermodynamically consistent admitting an entropy balance equation. We…
Let $N(t)$ be the collection of particles alive at time $t$ in a branching Brownian motion in $\mathbb{R}^d$, and for $u\in N(t)$, let $\mathbf{X}_u(t)$ be the position of particle $u$ at time $t$. For $\theta\in \mathbb{R}^d$, we define…
It is shown that in systems with time-dependent and/or spatially nonuniform temperature $T(t,x)$, (i) most of the transport processes is weakly non-ergodic, and (ii) the diffusion (Brownian motion, BM) is anomalous. A few examples of simple…
We study the three-dimensional Navier--Stokes equations of rotating incompressible viscous fluids with periodic boundary conditions. The asymptotic expansions, as time goes to infinity, are derived in all Gevrey spaces for any Leray-Hopf…
Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…
In this paper we present a mathematical analysis for a steady-state laminar boundary layer flow, governed by the Ostwald-de Wael power-law model of an incompressible non- Newtonian fluid past a semi-infinite power-law stretched flat plate…