English
Related papers

Related papers: Weak synchronization for isotropic flows

200 papers

We study some finite time transport properties of isotropic Brownian flows. Under a certain nondegeneracy condition on the potential spectral measure, we prove that uniform shrinking or expansion of balls under the flow over some bounded…

Probability · Mathematics 2009-01-29 Peter Baxendale , Georgi Dimitroff

Isotropic Brownian flows (IBFs) are a fairly natural class of stochastic flows which has been studied extensively by various authors. Their rich structure allows for explicit calculations in several situations and makes them a natural…

Probability · Mathematics 2008-11-10 Georgi Dimitroff , Holger van Bargen

It has been shown by various authors under different assumptions that the diameter of a bounded non-trivial set $\gamma$ under the action of a stochastic flow grows linearly in time. We show that the asymptotic linear expansion speed if…

Probability · Mathematics 2010-07-01 Holger Matthias van Bargen

We study transport properties of isotropic Brownian flows. Under a transience condition for the two-point motion, we show asymptotic normality of the image of a finite measure under the flow and -- under slightly stronger assumptions --…

Probability · Mathematics 2008-11-04 Georgi Dimitroff , Michael Scheutzow

For a product of i.i.d. random maps or a memoryless stochastic flow on a compact space $X$, we find conditions under which the presence of locally asymptotically stable trajectories (e.g. as given by negative Lyapunov exponents) implies…

Dynamical Systems · Mathematics 2015-02-26 Julian Newman

We study Markov processes associated with stochastic differential equations, whose non-linearities are gradients of convex functionals. We prove a general result of existence of such Markov processes and a priori estimates on the transition…

Probability · Mathematics 2007-05-23 Luigi Ambrosio , Giuseppe Savare , Lorenzo Zambotti

We study the statistics of the relative separation between two fluid particles in a spatially smooth and temporally random flow. The Lagrangian strain is modelled by a telegraph noise, which is a stationary random Markov process that can…

Chaotic Dynamics · Physics 2007-08-23 Gregory Falkovich , Marco Martins Afonso

It has been shown by various authors that the diameter of a given nontrivial bounded connected set $\mathcal{X}$ grows linearly in time under the action of an isotropic Brownian flow (IBF), which has a nonnegative top-Lyapunov exponent. In…

Probability · Mathematics 2013-03-18 Moritz Biskamp

We investigate the asymptotic in $N$ of the mixing times of a Markov dynamics on $N-1$ ordered particles in an interval. This dynamics consists in resampling at independent Poisson times each particle according to a probability measure on…

Probability · Mathematics 2022-03-09 Cyril Labbé , Enguérand Petit

Maximal couplings are (probabilistic) couplings of Markov processes such that the tail probabilities of the coupling time attain the total variation lower bound (Aldous bound) uniformly for all time. Markovian (or immersion) couplings are…

Probability · Mathematics 2016-03-29 Sayan Banerjee , Wilfrid S. Kendall

With a view to numerical applications we address the following question: given an ergodic Brownian diffusion with a unique invariant distribution, what are the invariant distributions of the duplicated system consisting of two trajectories?…

Probability · Mathematics 2018-02-20 Vincent Lemaire , Gilles Pagès , Fabien Panloup

We study the statistics of the relative separation between two fluid particles in a spatially smooth and temporally random flow. The Lagrangian strain is modelled by a telegraph noise, which is a stationary random Markov process that can…

Chaotic Dynamics · Physics 2007-08-23 Marco Martins Afonso

Given a possibly discontinuous, bounded function $f:\mathbb{R}\mapsto\mathbb{R}$, we consider the set of generalized flows, obtained by assigning a probability measure on the set of Carath\'eodory solutions to the ODE ~$\dot x = f(x)$. The…

Classical Analysis and ODEs · Mathematics 2020-09-15 Alberto Bressan , Marco Mazzola , Khai T. Nguyen

The probability density is a fundamental quantity for characterizing diffusion processes. However, it is seldom known except in a few renowned cases, including Brownian motion and the Ornstein-Uhlenbeck process and their bridges, geometric…

Mathematical Physics · Physics 2024-03-05 Alain Mazzolo

In this article, relying on Foster-Lyapunov drift conditions, we establish subexponential upper and lower bounds on the rate of convergence in the $\mathrm{L}^p$-Wasserstein distance for a class of irreducible and aperiodic Markov…

Probability · Mathematics 2022-02-28 Ari Arapostathis , Guodong Pang , Nikola Sandrić

We demonstrate that a separation of the velocity field in large and small scales according to a streamwise Fourier decomposition identifies subspaces with stable Lyapunov exponents and allows the dynamics to exhibit properties of an…

Fluid Dynamics · Physics 2022-10-27 Marios-Andreas Nikolaidis , Petros J. Ioannou

We consider a stochastic flow driven by a finite dimensional Brownian motion. We show that almost every realization of such a flow exhibits strong statistical properties such as the exponential convergence of an initial measure to the…

Probability · Mathematics 2007-05-23 Dmitry Dolgopyat , Vadim Kaloshin , Leonid Koralov

We introduce a map which reproduces qualitatively many fundamental properties of the dynamics of heavy particles in fluid flows. These include a uniform rate of decrease of volume in phase space, a slow-manifold effective dynamics when the…

Fluid Dynamics · Physics 2017-09-26 Rafael Dias Vilela , Vitor M. de Oliveira

The purpose of this work is to construct a {\it Brownian motion} with values in simplicial complexes with piecewise differential structure. In order to state and prove the existence of such Brownian motion, we define a family of continuous…

Probability · Mathematics 2007-05-23 Taoufik Bouziane

For every bounded planar domain $D$ with a smooth boundary, we define a `Lyapunov exponent' $\Lambda(D)$ using a fairly explicit formula. We consider two reflected Brownian motions in $D$, driven by the same Brownian motion (i.e., a…

Probability · Mathematics 2007-05-23 Krzysztof Burdzy , Zhen-Qing Chen , Peter Jones
‹ Prev 1 2 3 10 Next ›