Related papers: Ergodicity and fluctuations of a fluid particle dr…
In this letter, we report a numerical study on the collective dynamics of two mutually coupled Thomas oscillators with linear/nonlinear coupling in a dynamic environment. We claim our model calculations can explain the diffusion of…
We devise an iterative scheme for numerically calculating dynamical two-point correlation functions in integrable many-body systems, in the Eulerian scaling limit. Expressions for these were originally derived in Ref. [1] by combining the…
Affine jump-diffusions constitute a large class of continuous-time stochastic models that are particularly popular in finance and economics due to their analytical tractability. Methods for parameter estimation for such processes require…
We consider a Markovian jumping process which is defined in terms of the jump-size distribution and the waiting-time distribution with a position-dependent frequency, in the diffusion limit. We assume the power-law form for the frequency.…
We study ergodic properties of a class of Markov-modulated general birth-death processes under fast regime switching. The first set of results concerns the ergodic properties of the properly scaled joint Markov process with a parameter that…
We develop non-equilibrium theory by using averages in time and space as a generalized way to upscale thermodynamics in non-ergodic systems. The approach offers a classical perspective on the energy dynamics in fluctuating systems. The rate…
A piecewise-deterministic Markov process, specified by random jumps and switching semi-flows, as well as the associated Markov chain given by its post-jump locations, are investigated in this paper. The existence of an exponentially…
We study a class of interacting particle systems on $\mathbb{R}$ with two types. Particles evolve by independent jumps sampled from a fixed distribution, with type-dependent jump rates $v_+$, $v_-$ and stochastic type switching driven by…
In biological, glassy, and active systems, various tracers exhibit Laplace-like, i.e., exponential, spreading of the diffusing packet of particles. The limitations of the central limit theorem in fully capturing the behaviors of such…
Deterministic diffusion in temporally oscillating convection is studied for particles with finite mass. The particles are assumed to obey a simple dissipative dynamical system and the particle diffusion is induced by the strange attractor.…
The dynamics of a test particle interacting with diffusing impurities in one dimension is investigated analytically and numerically. In the absence of an applied external force, the dynamics of the particle can be characterized by a…
We study the problem of homogenization for inertial particles moving in a time dependent random velocity field and subject to molecular diffusion. We show that, under appropriate assumptions on the velocity field, the large--scale,…
We introduce a family of stochastic models motivated by the study of nonequilibrium steady states of fluid equations. These models decompose the deterministic dynamics of interest into fundamental building blocks, i.e., minimal vector…
Diffusion at solid-liquid interfaces is crucial in many technological and biophysical processes. Although its behavior seems deceivingly simple, recent studies showing passive superdiffusive transport suggest diffusion on surfaces may hide…
We investigate by direct numerical simulations the flow that rising bubbles cause in an originally quiescent fluid. We employ the Eulerian-Lagrangian method with two-way coupling and periodic boundary conditions. In order to be able to…
In this paper a concentration inequality is proved for the deviation in the ergodic theorem in the case of discrete time observations of diffusion processes. The proof is based on the geometric ergodicity property for diffusion processes.…
The way particles interact with turbulent structures, particularly in regions of high vorticity and strain rate, has been investigated in simulations of homogeneous turbulence and in simple flows which have a periodic or persistent…
Among Markovian processes, the hallmark of L\'evy flights is superdiffusion, or faster-than-Brownian dynamics. Here we show that L\'evy laws, as well as Gaussians, can also be the limit distributions of processes with long range memory that…
We report recent results from a high resolution numerical study of fluid particles transported by a fully developed turbulent flow. Single particle trajectories were followed for a time range spanning more than three decades, from less than…
The motion of fluid particles as they are pushed along erratic trajectories by fluctuating pressure gradients is fundamental to transport and mixing in turbulence. It is essential in cloud formation and atmospheric transport, processes in…