Related papers: Construction and analysis of a sticky reflected di…
Recently, Murthy et al. [2017] and Escande et al. [2020] adopted the Lattice Boltzmann Method (LBM) to model the linear elastodynamic behaviour of isotropic solids. The LBM is attractive as an elastodynamic solver because it can be…
We prove the well--posedness of a dynamical perfect plasticity model under general assumptions on the stress constraint set and on the reference configuration. The problem is studied by combining both calculus of variations and hyperbolic…
Given a sequence of resistance forms that converges with respect to the Gromov-Hausdorff-vague topology and satisfies a uniform volume doubling condition, we show the convergence of corresponding Brownian motions and local times. As a…
We consider a two-dimensional model system of Brownian particles in which slow particles are accelerated while fast particles are damped. The motion of the individual particles are described by a Langevin equation with Rayleigh-Helmholtz…
Stochastic processes time-changed by an inverse subordinator have been suggested as a way to model the price of assets in illiquid markets, where the jumps of the subordinator correspond to periods of time where one is unable to sell an…
This paper addresses the question of how Brownian-like motion can arise from the solution of a deterministic differential delay equation. To study this we analytically study the bifurcation properties of an apparently simple differential…
We investigate a functional limit theorem (homogenization) for Reflected Stochastic Differential Equations on a half-plane with stationary coefficients when it is necessary to analyze both the effective Brownian motion and the effective…
We develop efficient numerical methods for performing many-body Brownian dynamics simulations of a recently-observed fingering instability in an active suspension of colloidal rollers sedimented above a wall [M. Driscoll, B. Delmotte, M.…
We study erratically moving spatial structures that are found in a driven interface in a random medium at the depinning threshold. We introduce a bond-disordered variant of the Sneppen model and study the effect of extremal dynamics on the…
The Liouville Brownian motion was introduced in \cite{GRV} as a time changed process $B_{A_t^{-1}}$ of a planar Brownian motion $(B_t)_{t \ge 0}$, where $(A_t)_{t \ge 0}$ is the positive continuous additive functional of $(B_t)_{t \ge 0}$…
Sticky diffusion models a Markovian particle experiencing reflection and temporary adhesion phenomena at the boundary. Numerous numerical schemes exist for approximating stopped or reflected stochastic differential equations (SDEs), but…
Consider a path of the reflected Brownian motion in the half-plane $\{y \ge 0\}$, and erase its part contained in the interior $\{y > 0\}$. What is left is, in an appropriate sense, a path of a jump-type stochastic process on the line $\{y…
This paper constructs and analyzes a model for the dynamic frictional contact between a viscoelastic body and a moving foundation. The contact involves wear of the contacting surface and the diffusion of the wear debris. The relationships…
We study well-posedness of sweeping processes with stochastic perturbations generated by a fractional Brownian motion and convergence of associated numerical schemes. To this end, we first prove new existence, uniqueness and approximation…
In this study, we investigate the behavior of inertial active Brownian particles in a $d$-dimensional harmonic trap in the presence of translational diffusion. While the solution of the Fokker-Planck equation is generally challenging, it…
In this article, we study the stochastic aggregation-diffusion equation with a singular drift represented by a monotone radial kernel. We demonstrate the existence and uniqueness of a diffusion process that acts as a weak solution to our…
Start a planar Brownian motion and let it run until it hits some given barrier. We show that the barrier may be crafted so that the x coordinate at the hitting time has any prescribed centered distribution with finite variance. This…
A deterministic theory describing the melting of an ultrathin lubricant film between two atomically smooth solid surfaces has been developed. The lubricant state is described by introducing a parameter of excess volume that arises owing to…
We investigate the unique stationary measure of a positive recurrent reflecting Brownian motion in the upper half-plane, where the direction of reflection is constant on each half-axis. The Laplace transform of the stationary distribution…
A possible mechanism leading to anomalous diffusion is the presence of long-range correlations in time between the displacements of the particles. Fractional Brownian motion, a non-Markovian self-similar Gaussian process with stationary…