Related papers: Modified Massive Arratia flow and Wasserstein diff…
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,…
We study diffusion processes driven by a Brownian motion with regular drift in a finite dimension setting. The drift has two components on different time scales, a fast conservative component and a slow dissipative component. Using the…
We study the multivariate deconvolution problem of recovering the distribution of a signal from independent and identically distributed observations additively contaminated with random errors (noise) from a known distribution. For errors…
We revisit the variational characterization of diffusion as entropic gradient flux and provide for it a probabilistic interpretation based on stochastic calculus. It was shown by Jordan, Kinderlehrer, and Otto that, for diffusions of…
We obtain $q$-Wasserstein convergence rates in the invariance principle for nonuniformly hyperbolic flows, where $q\ge1$ depends on the degree of nonuniformity. Utilizing a martingale-coboundary decomposition for nonuniformly expanding…
In this paper, the first microscopic approach to the Brownian motion is developed in the case where the mass density of the suspending bath is of the same order of magnitude as that of the Brownian (B) particle. Starting from an extended…
We derive two estimates for the deviation of the $N$-particle, hard-spheres Kac process from the corresponding Boltzmann equation, measured in expected Wasserstein distance. Particular care is paid to the long-time properties of our…
We propose a fully discrete variational scheme for nonlinear evolution equations with gradient flow structure on the space of finite Radon measures on an interval with respect to a generalized version of the Wasserstein distance with…
The dynamics of inertial particles in turbulence is modelled and investigated by means of direct numerical simulation of an axisymmetrically expanding homogeneous turbulent strained flow. This flow can mimic the dynamics of particles close…
We suggest that the tools of contraction analysis for deterministic systems can be applied towards studying the convergence behavior of stochastic dynamical systems in the Wasserstein metric. In particular, we consider the case of Ito…
We present in this article a novel Lagrangian measurement technique: an instrumented particle which continuously transmits the force/acceleration acting on it as it is advected in a flow. We develop signal processing methods to extract…
In inverse problems, many conditional generative models approximate the posterior measure by minimizing a distance between the joint measure and its learned approximation. While this approach also controls the distance between the posterior…
The incorporation of particle inertia into the usual mean field theory for particle aggregation and fragmentation in fluid flows is still an unsolved problem. We therefore suggest an alternative approach that is based on the dynamics of…
The exponential contraction in $L^1$-Wasserstein distance and exponential convergence in $L^q$-Wasserstein distance ($q\geq 1$) are considered for stochastic differential equations with irregular drift. When the irregular drift drift is…
We study active surface wetting using a minimal model of bacteria that takes into account the intrinsic motility diversity of living matter. A mixture of "fast" and "slow" self-propelled Brownian particles is considered in the presence of a…
The exact analytical expressions for the time-dependent cross-correlations of the translational and rotational Brownian displacements of a particle with arbitrary shape were derived by us in [J. Chem. Phys. 142, 214902 (2015) and 144,…
It is well known that the reversibility of Stokes flow makes it difficult for small microorganisms to swim. Inertial effects break this reversibility, allowing new mechanisms of propulsion and feeding. Therefore it is important to…
We propose a variational form of the BDF2 method as an alternative to the commonly used minimizing movement scheme for the time-discrete approximation of gradient flows in abstract metric spaces. Assuming uniform semi-convexity --- but no…
In this note, we consider a Stochastic Differential Equation under a strong confluence and Lipschitz continuity assumption of the coefficients. For the unique stationary solution, we study the rate of convergence of its empirical measure…
The moving average of the complex modulus of the analytic wavelet transform provides a robust time-scale representation for signals to small time shifts and deformation. In this work, we derive the Wiener chaos expansion of this…