Related papers: A system of coalescing heavy diffusion particles o…
We study asymptotic properties of the system of interacting diffusion particles on the real line which transfer a mass [arXiv:1408.0628]. The system is a natural generalization of the coalescing Brownian motions. The main difference is that…
Extending previous work [arXiv:1408.0628] by the first author we present a variant of the Arratia flow, which consists of a collection of coalescing Brownian motions starting from every point of the unit interval. The important new feature…
We consider the system of sticky-reflected Brownian particles on the real line proposed in [arXiv:1711.03011]. The model is a modification of the Howitt-Warren flow but now the diffusion rate of particles is inversely proportional to the…
In the paper we consider the point measure that corresponds to Arratia flow. The central limit theorem of the multiple integrals with respect to this measure was obtained.
The modified massive Arratia flow is a model for the dynamics of passive particle clusters moving in a random fluid that accounts for the effects of mass aggregation. We show a central limit theorem for the point process associated to the…
We investigate the bounds between normal or anomalous effective diffusion for inertial particles transported by parallel flows. The infrared behavior of the fluid kinetic-energy spectrum, i.e. the possible presence of long-range…
We analyze a pair of diffusion equations which are derived in the infinite system--size limit from a microscopic, individual--based, stochastic model. Deviations from the conventional Fickian picture are found which ultimately relate to the…
For a class of coalescing stochastic flows on the real line the existence of dual flows is proved. A stochastic flow and its dual are constructed as a forward and backward perfect cocycles over the same metric dynamical system. The metric…
This paper aims to investigate the diffusion behavior of particles moving in stochastic flows under a structure-preserving scheme. We compute the effective diffusivity for normal diffusive random flows and establish the power law between…
We consider the numerical approximation of compressible flow in a pipe network. Appropriate coupling conditions are formulated that allow us to derive a variational characterization of solutions and to prove global balance laws for the…
In this paper we have constructed an approximation for the Harris flow and the Arratia flow using a sequence of independent stationary Gaussian processes as a perturbation. We have established what should be the relationship between the…
We introduce the notion of a conditional distribution to a zero-probability event in a given direction of approximation, and prove that the conditional distribution of a family of independent Brownian particles to the event that their paths…
The asymptotics of sizes of clusters for the Arratia flow is considered, the Arratia flow being a system of coalescing Wiener processes starting from the real axis and independent before they meet. A cluster at time t is defined as a set of…
A well-known result of Arratia shows that one can make rigorous the notion of starting an independent Brownian motion at every point of an arbitrary closed subset of the real line and then building a set-valued process by requiring…
We generalize Einstein's probabilistic method for the Brownian motion to study compressible fluids in porous media. The multi-dimensional case is considered with general probability distribution functions. By relating the expected…
We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…
The equation of the density field of an assembly of macroscopic particles advected by a hydrodynamic flow is derived from the microscopic description of the system. This equation allows to recognize the role and the relative importance of…
We give a probabilistic numerical method for solving a partial differential equation with fractional diffusion and nonlinear drift. The probabilistic interpretation of this equation uses a system of particles driven by L\'evy alpha-stable…
In this paper, a diffusion-aggregation equation with delta potential is introduced. Based on the global existence and uniform estimates of solutions to the diffusion-aggregation equation, we also provide the rigorous derivation from a…
We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…