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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…
We present a tube model for the Brownian dynamics of associating polymers in extensional flow. In linear response, the model confirms the analytical predictions for the sticky diffusivity by Leibler- Rubinstein-Colby theory. Although a…
An asymptotic solution is derived for the motion of inertial particles exposed to Stokes drag in an unsteady random flow. This solution provides the finite-time Lyapunov exponents as a function of Stokes number and Lagrangian strain- and…
Geometric Brownian motion is an exemplary stochastic processes obeying multiplicative noise, with widespread applications in several fields, e.g. in finance, in physics and biology. The definition of the process depends crucially on the…
We derive sufficient conditions for asymptotic and monotone exponential decay in mean square of solutions of the geometric Brownian motion with delay. The conditions are written in terms of the parameters and are explicit for the case of…
Some dynamical properties of a bouncing ball model under the presence of an external force modeled by two nonlinear terms are studied. The description of the model is made by use of a two dimensional nonlinear measure preserving map on the…
A well-developed method to induce mixing on microscopic scales is to exploit flows generated by steady streaming. Steady streaming is a classical fluid dynamics phenomenon whereby a time-periodic forcing in the bulk or along a boundary is…
We define a new state-space for the coalescing Brownian flow, also known as the Brownian web, on the circle. The elements of this space are families of order-preserving maps of the circle, depending continuously on two time parameters and…
We propose a systematic expansion method which is applied to freely evolving granular fluids contained in sufficiently small systems. Restricting ourselves to small systems, we show that there exists a small parameter which characterizes a…
A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…
We solve the stationary Navier-Stokes equations for non-Newtonian incompressible fluids with shear dependent viscosty in domains with unbounded outlets, in the case of shear thickening viscosity, i.e. the viscosity is given by the shear…
Let $\Gamma$ denote the space of all locally finite subsets (configurations) in $\mathbb R^d$. A stochastic dynamics of binary jumps in continuum is a Markov process on $\Gamma$ in which pairs of particles simultaneously hop over $\mathbb…
We investigate the fluctuations around the average density profile in the weakly asymmetric exclusion process with open boundaries in the steady state. We show that these fluctuations are given, in the macroscopic limit, by a centered…
Consider a discrete-time one-dimensional supercritical branching random walk. We study the probability that there exists an infinite ray in the branching random walk that always lies above the line of slope $\gamma-\epsilon$, where $\gamma$…
We consider a one-dimensional, weakly asymmetric, boundary driven exclusion process on the interval $[0,N]\cap Z$ in the super-diffusive time scale $N^2 \epsilon^{-1}_N$, where $1\ll \epsilon^{-1}_N \ll N^{1/4}$. We assume that the external…
We report numerical simulations of a strongly biased diffusion process on a one-dimensional substrate with directed shortcuts between randomly chosen sites, i.e. with a small-world-like structure. We find that, unlike many other dynamical…
We study the dynamics of nonequilibrium instabilities in anisotropically expanding systems. The most prominent example of such a system is the 'Glasma' in the context of relativistic heavy-ion collision experiments, where the expansion is a…
The asymptotic stability of two-dimensional stationary flows in a non-symmetric exterior domain is considered. Under the smallness condition on initial perturbations, we show the stability of the small stationary flow whose leading profile…
We analyze a system of stochastic differential equations describing the joint motion of a massive (inert) particle in a viscous fluid in the presence of a gravitational field and a Brownian particle impinging on it from below, which…
We consider a diffusion process under a local weak H\"{o}rmander condition on the coefficients. We find Gaussian estimates for the density in short time and exponential lower and upper bounds for the probability that the diffusion remains…