Related papers: Limite de diffusion lin\'eaire pour un syst\`eme d…
We study a fully discrete finite element approximation of a model for unsteady flows of rate-type viscoelastic fluids with stress diffusion in two and three dimensions. The model consists of the incompressible Navier--Stokes equation for…
We consider the classical problem of existence, uniqueness and asymptotics of monotone solutions to the travelling wave equation associated to the parabolic semi-group equation of a super-Brownian motion with a general branching mechanism.…
Our Recent advancements in stochastic processes have illuminated a paradox associated with the Einstein model of Brownian motion. The model predicts an infinite propagation speed, conflicting with the second law of thermodynamics. The…
We introduce numerical methods for simulating the diffusive motion of rigid bodies of arbitrary shape immersed in a viscous fluid. We parameterize the orientation of the bodies using normalized quaternions, which are numerically robust,…
In this article, we study the extremal processes of branching Brownian motions conditioned on having an unusually large maximum. The limiting point measures form a one-parameter family and are the decoration point measures in the extremal…
The self-diffusion process of a hard sphere fluid confined by two parallel plates separated by a distance on the order of the particle diameter is studied. The starting point is a closed kinetic equation for the distribution function that…
The purpose of this article is to provide a simple proof of the hydrodynamic and hydrostatic behavior of the SSEP in contact with slowed reservoirs which inject and remove particles in a finite size windows at the extremities of the bulk.…
We study the hyperbolic scaling limit for a chain of N coupled anharmonic oscillators. The chain is attached to a point on the left and there is a force (tension) $\tau$ acting on the right. In order to provide good ergodic properties to…
The hydrodynamic limit and Newtonian limit are important in the relativistic kinetic theory. We justify rigorously the validity of the two independent limits from the special relativistic Boltzmann equation to the classical Euler equations…
We demonstrate experimentally that the long-range hydrodynamic interactions in an incompressible quasi 2D isotropic fluid result in an anisotropic viscous drag acting on elongated particles. The anisotropy of the drag is increasing with…
We propose a stochastic description of the dynamics of a Bose-Einstein condensate within the context of Nelson stochastic mechanics. We start from the $N$ interacting conservative diffusions, associated with the $N$ Bose particles, and take…
We consider a finite or countable collection of one-dimensional Brownian particles whose dynamics at any point in time is determined by their rank in the entire particle system. Using Transportation Cost Inequalities for stochastic…
The relaxation-time limit from the Quantum-Navier-Stokes-Poisson system to the quantum drift-diffusion equation is performed in the framework of finite energy weak solutions. No assumptions on the limiting solution are made. The proof…
We give a new proof of the large deviation principle from the hydrodynamic limit for the Ginzberg-Landau model studied in Donsker and Varadhan (1989) using techniques from the theory of stochastic control and weak convergence methods. The…
This paper is devoted to the hydrodynamic limit for the linear Boltzmann equation, in the case of a heavy tail equilibrium and a cross section which depends on the space variable and which degenerates for large velocities, without symmetry…
We derive the hydrodynamic equations of motion for a fluid of active particles described by under- damped Langevin equations that reduce to the Active-Brownian-Particle model, in the overdamped limit. The contraction into the hydrodynamic…
This paper reviews the formulation of the Feynman-Vernon model of linear dissipative systems for a standard Brownian particle moving in an external potential $V(x,t)$ and introduces the formulation of a generalized oscillator model of a…
We study the heat equation on a half-space with a linear dynamical boundary condition. Our main aim is to show that, if the diffusion coefficient tends to infinity, then the solutions converge (in a suitable sense) to solutions of the…
The dynamics of inelastic hard spheres is described in terms of the binary collision expansion, yielding the corresponding pseudo-Liouville equation and BBGKY hierarchy for the reduced distribution functions. Based on cluster expansion…
We study a system of particles in the interval $[0,\epsilon^{-1}] \cap \mathbb Z$, $\epsilon^{-1}$ a positive integer. The particles move as symmetric independent random walks (with reflections at the endpoints); simultaneously new…